Summary Test Results

The Summary Test Results are shown after a test completes and can be found on the Summary Results tab of the main Results Window (see the Test Results user interface overview for more information).  

 

A copy of the Summary Test Results is also stored in the Results folder.  Each time a test is run, a separate Summary Test Results file (and folder containing images) with a unique file name is created.  Results are never overwritten, so that a permanent record of each test is maintained.

 

Trading Blox names each Summary Test Results file according to the unique date and time at which the test was executed.  The naming convention is as follows:

<Suite Name> yyyy-mm-dd_hh_mm_ss.htm

For example, a file with the name "Test 2003-04-01_14_53_01.html" was run on April 1, 2003, and completed at 14:53:01 (or 2:53 PM).

 

You can move these files out of this folder, or send them to others.  However, you should also move the corresponding folder name to the same place because it contains the images for the reports.  The test .htm file is named according to the suite.  The corresponding folder is named "Test" with the same timestamp as the .htm file.  For the above example, the folder would be named "Test 2003-04-01_14_53_01.html".

 

If you run many tests with many different parameter combinations Trading Blox will generate many results files.  If you find your hard drive space is getting low, you can delete older unused results files and their associated directories.

 

The reports in Trading Blox include:

Report Item Name:

Descriptions:

Stepped Parameter Performance

To quickly see the effects of parameter changes on system results

Equity Graphs

Log-scale and linear-scale equity graphs to see system performance over time

Monthly Return Graphs

Shows the monthly returns as well as the distribution of monthly returns by Percentage.

Total Risk Profile

Shows the amount of risk or portfolio heat carried over time

R-Multiple™ Graphs

Shows the distribution of trades by R-Multiple™ as well as the profit contribution of the trades by R-Multiple™.

Yearly Performance Summary

Shows the performance of the system broken down by year

Trading Performance Statistics

CAGR%, MAR ratios, etc. Trading Blox has the most extensive trading system performance statistics available

Instrument Performance Summary

A breakdown of the performance by instrument

System Parameter Settings

Shows the exact parameters used to generate the results so you can reproduce results or compare against other results

Trade List with Charts

A complete set of each trade drawn on a chart for quick perusal of each trade responsible for the results

 

You can specify which of these reports is included in the Summary Test Results using the Preferences for reporting (see: Report Content Specification for details).

 


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


Topic ID#: 4001

 

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