The general report displays detailed information about transactions conducted on different units or tested system optimizations. It presents a detailed analysis of system operation.
To display the report, select a transaction in the "Summary Report" tab and click on "View".

Summary

This section offers an overview of summary data, i.e. the name of tested stocks, date and time of testing, number of bars (days) and timeframes of different units.

Performance

Profit
This shows how much profit a unit has made during testing. If the value is negative, it means the system has made a loss.

Performance
System performance percentage indicator expressed as a quotient of profit or loss and the < i>Initial Equity. E.g. if we started with $1,000 and ended up with $1,100, the performance idicator would be 10%.

Annualized Performance
This describes what the Performance indicator would amount to if the simulation took a year.
This is derived by dividing 365 days by the number of days set for the simulation and multiplying by the Performance indicator.

Buy And Hold Profit
Profit from the "Buy and Hold" strategy. The strategy consists in buying units on the first day of the simulation and holding them until the last day of the simulation.
The system reflects buying commission in the calculations

Buy And Hold Performance
The Buy And Hold Performance indicator expressed as a percentage.
The percentage difference between the initial and the final amount of equity for the strategy of buying units on the first and selling them on the last day of testing.

Buy And Hold Annualized Performance
It shows how much profit or loss the system could have made if units had been purchased on the first day of the calendar year and sold on the last day of December.

Reward / Risk Index
This index compares the level of reward to the level of risk.
Risk is expressed as the largest decrease in Equity on an open position, while reward is the total net profit.

The Reward/Risk index may range from -100 (very risky) to +100 (safe).
If the Reward/Risk index equals 0, reward and risk cancel each other out.

Index       Reward      Risk
+100        High            None
  +50        Medium      Medium
     0         None          None
   -50        Low            Medium
 -100        Very Low     High

Trade Summary

Total Trades
The total amount of transactions conducted during testing.
The system only counts closed positions. Positions which remain open at the end of testing will not be counted. In addition, 0 may be displayed if the system opened a position and failed to close it.< br>
Trade Efficiency
Averaged performance of transactions conducted by the system (expressed as a percentage).

Profitable Trades

This shows the number of profitable transactions which the system conducted and the number of long and short positions.
This also calculates average profit on profitable transactions, the highest and the lowest profit and the longest durating of profitable transactions.

Unprofitable Trades

Similar to the previous indicator, but this analyzes transactions which made a loss.

Maximum Position Excursions

Lon g Favorable
The highest profit on a single long position.

Short Favorable
The highest profit on a single short position.

Long Adverse
The highest loss on a single long position.

Short Adverse
The highest loss on a single short position.

Trade Efficiency

The percentage on total, potential profits made by the system

Long position opening performance - the highest price minus the opening price divided by the highest price minus the lowest price.
Long position closing performance - the closing price minus the lowest price divided by the difference between the highest and the lowest price.
Long position total performance - the closing price minus the opening price divided by the highest price minus the lowest price.

Short position opening performance - differences between the opening price and the lowest price divided by the highest price minus the lowest price.
Short position closing performance - the highst price minus the opening price divided by the difference between the highest and the lowest price.
Short position total performance - the opening price minus the closing price divided by the highest price minus the lowest price.

Average Entry
Total opening performance of all transactions divided by the number of all transactions.

Average Exit
Total closing performance of all transactions divided by tje number of all transactions.

Average Total
Total overall performance of all transactions divided by the number of all transactions.

Average Long Entry
Total opening performance of long positions divided by the number of open long positions.

Average Long Exit
Total closing performance of long positions divided by the number of closed long positions.

Average Long Total
Total performance of long positions divided by the number of long positions.

Average Short Entry
Total opening performance of short positions divided by the number of open short positions.

Average Short Exit
Total closing performance of short positions divided by the number of closed short positions.

Average Short Total
Total performance of short positions divided by the number of short positions.

Performance Indices

Buy & Hold Index
This index shows the percentage of the system profit compared with the Buy & Hold strategy profit.
Example: "-50" tells us that the system profit amountd to a half (50%) of the buy/hold strategy profit, whereas "25" means that the system profit was by 25% higher than the buy/hold strategy profit. "0" means profits are equal.
The number of profitable transactions to transactions which made a loss.

The Profit/Loss Index is expressed as an amount ranging from -100 (terrible) to +100 (outstanding).

Negative Profit/Loss Index means that the system has made a loss.
THe higher the index, the higher the ratio of profitable transations to transactions which ended in a loss.

Index      Profit/Loss
+100        High Profits/No Losses
  +50        Profits> Losses
      0        Profits = Losses
   -50        Profits 
 -100        No Profits/High Losses

Reward / Risk Index:
(see above)

Accounting

Initial Equity
Hypothetical amount of money the system "starts off" with.

Trade Profit
How much money profitable transactions would make.

Trade Loss
How much money we would lose on transactions which ended in a loss.

Commissions
How much commissions we paid.

Interest Credited
Interest on which we made profit during testing by depositing money in the bank, operating out of market.

Interest Charged
Interest we had to pay for taking a loan.

Final Equity
Equity we have at the end of testing.

Open positions
Amount which unclosed positions generate at the end of testing.

Account Variation

Highest Account Balance
The highest equity we had during testing.

Lowest Account Balance
The lowest equity we had during testing.

Highest Portfolio Value
The highest portfolio we had during testing.

Highest Open Drawdown
The largest decrease in equity on an open position with reference to the initial equity.

Highest Closed Drawdown
The largest decrease in equity on a closed position with reference to the initial equity.

Account Events

Margin Calls
This shows much money times the investor would be called to top up the deposit.

Overdrafts
Overdraft is the posibility to make debit transactions on your account where no actual funds are available, up to an overdraft limit specified in the agreement. During the term of the overdraft agreement, you can have a negative (overdraft) balance on your account on numerous occasions but the overdraft amount always has to be paid in full by the date due specified in the agreement.

Profitable Timing

Details, expressed as a number of bars, corresponding to the lenght of profitable transactions (average, longest, shortest, total).

Unprofitable Timing

Details concerning the lenght of transactions which ended in a loss, expressed as a number of bars (average, longest, shortest, total).

Out of Market Timing

The longest and averaged durating (expressed in bars) of the out-of-market period. Days during which the system opened no positions.

Optimalization Variables

If we use optimized systems (OPT1, OPT2, etc.) their values will be displayed here.