All reporting items on the left side of this image are options in all three of the test type reports.  Control of which type of report is selected by Trading Blox is determined by the settings in the Reporting General section :

Graphical Information Reporting Information Options

Graphical Information Reporting Information Options

Options on the right side of the image are only available when a simulation test enables parameter stepping in the testing suite.  Top two items are available in the Small and Large Simulation Reporting setting sections, but Results Filtering is only available when a Large Simulation Report is executing.  

Graphical Reporting: ^Top

Description:

Log Equity Graph

 

Graph of Total Equity and Closed Equity on a logarithmic scale.

Linear Equity Drawdown Graph

Graph of Total Equity and Closed Equity on a linear scale with drawdowns.

Custom Graphs

This option shows the Custom graphs, that could be created by Blox Scripting. These graphs could be any data as defined by the system.

Monthly Returns Graph

Graph of the Monthly Returns.

Monthly Returns Distribution Graph

Graph showing the distribution of the Monthly Returns.

Total Risk Profile Graph

Graph of the total risk to Total Equity and Closed Equity.

R-Multiple™ Distribution Graph

Graph showing the distribution of trades by R-Multiple™.

R-Multiple™ Contribution Graph

Graph showing the profit contribution of trades by R-Multiple™.

Parameter Step Graph

 

Muti-Parameter Graph

 


Large Simulation Reporting will allow a user to enter the minimum value for any or all of the statistical calculation options shown in this section.  Entering information in any of the three data fields will be the basis for which reports are saved for reviewing at the end of a test.  Once the values to filter are entered, the Filter Result option must be enabled.  When left disabled, the end of test filtering of the test step performance will be ignored.  

Large Simulation Filters: ^Top

Filter Settings:

Description:

PrefReporting-LargeSimulationFiltering

Filter Results

Enable or Disable Option - Controls the simulation's ability to reject test step results that are below any of the three values set in each of the statistical fields.

[CAGR-value]

CAGR Enter minimum value to accept reporting CAGR value.

[MAR-value]

MAR Enter minimum value to accept reporting MAR value.

[Sharpe-value]

Sharpe Enter minimum value to accept reporting Sharpe value.


 

List of All Graphic Images: ( Fix-It )

LinearEquityDrawdownGraph_P1.png

LogarithmicEquityGraph_P1.png

MonthlyReturnsGraph_P1.png

MonthlyDistributionGraph_P1.png

RiskGraph_P1.png

<User Custom Graphs>

 


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


Topic ID#: 152

 

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