Back Tester Results

Author: Optuma Team Last updated: Feb 25, 2017 07:41

Overview

Once a test has been run, the results will be displayed under the Results, Report and Trade List tabs of the Back Tester window.

Results Tabs

Results

When the test has completed the Results tab will display, showing a summary of the test (including profit/loss statistics) along with an Equity Curve and Profit Factor Analysis charts.

Results

Equity Curve: This chart shows the change in value of the trading account over time, displaying the Equity and Cash components. If a comparison code was used in the setup this will be plotted also. By default, the results for the entire test period will be shown, but by dragging the History Slider at the top of the window the results will automatically update, reflecting only the trades executed in new time period.

Profit Factor Analysis: This takes all the trades and defines a profit factor for each one. For example, if $100 was invested and only $90 was returned then the profit factor would be 0.9. A profit factor of 1 is break even. Outliers can be excluded from the results by dragging the vertical lines to the left and right of the chart, which will update the results summary and Equity Curve accordingly. Click the Reset button to return to the initial results.

Report

The Report tab gives a number of statistics based on the Back Test:

Report

Trade List

The Trade List tab will list each buy and sell transaction including the date it was processed, the price it was bought or sold for, and the amount invested. Positive returns will be shaded blue and negative ones red.

Trade List

You will be able to scroll through all the buy and sell transactions, double left-clicking anywhere on the page will open up the corresponding chart. The chart will include the Trade Tracker which plots each entry and exit point on the chart.

Results On Chart

Exporting the Results

To export the trade results to a text (.csv) file, click the Export Data button.

Export Data