The Daily Equity Log contains an entry for every single day of the test showing summary equity information as well as a limited summary of the open positions for each day. You can use the Equity Log to determine if a trade that appears like it should have been taken wasn't taken because Purchase Equity or Margin Equity was too high.  The file is named "Daily Equity Log.csv" and is stored in the Results folder.

 

An entry is placed in the Equity Log for each trading day in a given historical test. This daily entry includes data on all open positions, for each day of the simulation. In order that it will always reflect the most recently executed test, the Equity Log is overwritten each time a new test is run.

 

The Equity Log includes the following columns:

Log Column Name:

Desription:

Test Number

The test number

Date

Includes trading dates only

Total Equity

Total Equity is Closed Equity plus Open Equity

Closed Equity

Closed Equity at month end

Drawdown

Drawdown in Total Equity

Open Equity

Open Equity is the value of open positions marked to market

Cash

Closed Equity minus Purchase Equity

Purchase Equity

Equity used for Stock purchases

Margin Equity

Equity used as Margin for Futures purchases

Total Slippage

Total Slippage to date

Total Dividends

Dividends earned test to date.

Total Earned Interest

Interest earned test to date.

Total Margin

Margin paid test to date.

Total Commissions

Commissions test to date.

Total Carry

Forex carry cost test to date.

 


Edit Time: 9/20/2017 07:56:26 AM


Topic ID#: 133

 

 

 

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