System Report - Positions

 






The report summarizes and specifies all positions which came up during testing.
The graph in the upper section of the report illustrates the performance of positions taken on all profitable transactions which the system has concluded.
The system is well tuned if the high points are in the right hand section of the graph (exceeding 0%).

Opening

Price
Price of the unit during position opening.

Bar
The position was opened on this bar

Date
It happend on this date.

Efficiency
The percentage of possible profits generated by taking this position.
If we opened a $10 position and while the held it, the value of the unit fluctuated between $10 and $20 but we sold it for $15, our performance is 50%.

Commission
The commission we had to pay on the transaction.

Value
Total sum of the position taken and of the commission.

Closing

Price
Price of the unit during position closing.

Bar
The position was closed on this bar.

Date
It happened on this date.

Eficciency
The percentage of possible profits generated by taking this position.

Commission
The commission we had to pay on the transaction.

Value
Total sum of the position taken and of the commission.

Most Favorable

Price
The best price at which the system took the position (highest for long positions, lowest for short positions).

Bar
The bar on which the best position was taken.

Profit
It shows how much the system could have made if it had closed the positions at the best price.

Most Adverse

Price
The worst price at which the system took the position (highest for short positions, lowest for the long positions).

Bar
The bar on which the worst position was taken.

Profit
It shows how much the system could have lost if it had closed the positions at the worst price.


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