The Trade Log contains an entry for every single trade in a test.  The file is kept in the Results folder along with the other result files.  The name of the file is "Trade Log.csv". An entry is placed in the trade log each time a trade closes.  No open trades are logged here.  The trades are logged in order of their completion.  In order that it will always reflect the most recently executed test, the Trade Log is overwritten each time a new test is run.

 

Note that if "Log Trades" is disabled in Preferences (see Report General) nothing will be logged in this file.  For large tests with thousands of parameter combinations, disabling this option will result in faster tests.

 

The Trade Log includes the following columns for any given trade:

Log Column Name:

Description:

Test

The test number when doing multiple parameter runs

System Number

System number based on position in System List

System Name

The system name

Symbol

Future/Stock symbol

Unit

Unit Number

Position

Position: Long or Short

Entry Date

Date the entry was logged

Entry Time

Time the entry was logged

Entry Order

Entry order price (price which initiated entry)

Stop Price

Predefined stop price

Risk %

Measurement of risk in currency, based on the entry and stop

Quantity

Number of shares or contracts

Entry Fill

The "actual" entry price after accounting for slippage

Entry DPP

The Dollars Per Point (actually system wide currency per point) used on the day of entry.

Entry Stock Split Ratio

The Stock split ratio on the day of entry.

Exit Date

Date the trade was closed

Exit Time

Time the trade was closed

Exit Order

Exit order price (price which initiated exit)

Exit Fill

The "actual" exit price after accounting for slippage

Exit DPP

The Dollars Per Point (actually system wide currency per point) used on the day of exit.

Dividends

The dividends accrued on this trade, if the dividend files are available.

Commission

The total commission for this trade.

Profit

Listed in system wide base currency

Profit Percent

Profit as a percentage of Base Equity. The base equity used is from the end of the day prior to the trade entry.

Closed Equity

New account balance after adding this trade's profit

Total Equity

Total Equity at time of exit

Draw down

Drawdown

Days in Trade

Number of days between entry and exit

R Multiple

The R Multiple of the trade

Custom Value

The custom value set for the trade in scripting

 

Rule Label

The Rule Label as set in scripting

 


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


Topic ID#: 4202

 

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