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browse_the_trading_system_performances

How to Browse Trading System Performances

In the sidebar, under BACKTESTS, expand the backtest item.1)

Click on sub-items to browse backtest results:

  • Performance sheets: the performance of the trading system during the whole backtest.
  • Performance curves: the evolution of the trading system performance over time.2)
  • Positions (current): individual performance of positions not closed at the end of the backtest.
  • Positions (closed): performance of positions closed before the end of the backtest.
  • Orders (executed): summary of orders executed during the backtest.
  • Orders (open): summary of orders not yet executed at the end of the backtest.
  • Tickers: tickers used during the backtest.
  • Console: text output of scripts.3)
  • Parameters: parameters of the backtest.
1) Click on the disclosure triangle on the left of the backtest label.
2) Double-click on the Performance curves item to open all the curves at once.
3) Using the print function.
browse_the_trading_system_performances.txt · Last modified: 2014/08/02 06:29 (external edit)