Report Content Specification

Generally, traders are interested in more detail when they run tests that have only one combination of parameters (i.e. none of the parameters are stepped). When traders run tests with many different combinations as part of an optimization, they are generally concerned with summary information like CAGR%, MAR Ratio, and a few other summary test values.  Trading Blox let's you specify which reports get included for different size tests:

The three sizes are:

•Single Run - Tests that have only one parameter combination and do not step.

•Small Test - Tests that have a small number of parameter steps

•Large Test - Tests that have many parameter steps.

The Reporting General preferences page lets you set the number of parameter steps which determine the cutoff between a small test and a large test.

There are four sections for each type of report:

Graphical Reporting

Text Reporting

Trade and Equity Logs

Monte Carlo Simulation Reports

Single Run Reporting

The following reports are available for Single Run Reporting:

Small Test Reporting

The following reports are available for Small Test Reporting:

Large Test Reporting

The following reports are available for Large Test Reporting:

Normally large tests have all reporting off to increase the speed of testing. Additionally, Trading Blox may run out of memory on a very large test if "Log Trades" is checked.

If "Log Trades" is set to off only the summary results of the test will be shown.  Trade details will not be shown.  It is recommended that the user test large parameter runs with these defaults and then use smaller tests to narrow down the best results.

Another feature of Large Test Reporting is the ability to filter the results by CARG, MAR, and Sharpe values.  For instance, if you have a test of 40,000 different combinations, you can filter the results to only display runs with a CARG of 20% or more.  This is handy because otherwise you would be looking at 40,000 different test results.