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Equity Curve Analyzer

Paste a backtest equity series to compute return, CAGR, drawdown, volatility, Sharpe and recovery factor at once.

Quick answer: The equity curve analyzer turns a raw series of account or backtest values into the full set of evaluation metrics. It computes total return and CAGR, the maximum and longest drawdown, annualised volatility, the Sharpe ratio at a zero risk-free rate, and the recovery factor, then draws the curve with the worst drawdown marked. It is a one-paste summary of everything an equity curve is trying to tell you.

Equity series (comma, space or newline separated)

Periods per year (for annualising)

How to use it

Paste your equity values in time order — end-of-period account value or backtest equity — separated by commas, spaces or new lines. Set periods per year to match the spacing of the values (12 for monthly, 252 for daily) so annualised figures are correct. The tool reports return, CAGR, drawdown depth and length, volatility, Sharpe and recovery factor, and plots the curve with the worst peak-to-trough fall highlighted.

Formula

CAGR = (End ÷ Start) ^ (1 ÷ Years) − 1 ; Sharpe = mean(r) ÷ sd(r) × √Periods ; Max DD = max( (Peak − Equity) ÷ Peak )

Years = (points − 1) ÷ Periods per year. Period returns r are computed step to step; Sharpe uses a zero risk-free rate. Drawdown length is measured in series steps.

Frequently asked questions

What should I paste into the analyzer?

A chronological series of equity values — for example month-end account balances or the equity column from a backtest. The values must be in order, evenly spaced in time, and the same currency. Each value is treated as one step after the previous.

Why does periods-per-year matter?

It converts per-step statistics into annual ones. Volatility and Sharpe are annualised by the square root of periods per year, and CAGR uses it to work out the number of years. Getting it wrong (using 12 for daily data, say) will distort every annualised figure.

Why is the Sharpe here computed with a zero risk-free rate?

To keep the tool self-contained from a single equity series. A zero risk-free rate slightly overstates Sharpe compared with subtracting a real rate; for an exact figure use the dedicated Sharpe tool with your risk-free rate.

What is the longest drawdown in steps?

It is the greatest number of consecutive steps the equity spent below a previous peak before making a new high. It measures the duration of pain, which is often harder to endure than the depth and which a single max-drawdown number hides.

Is my pasted data sent anywhere?

No. The entire analysis runs in your browser and nothing is uploaded, stored or logged. You can paste sensitive account values safely; close the tab and the data is gone.

Runs entirely in your browser — no data leaves your device. Illustrative and educational only; real-world charges and market conditions apply in practice.