Daily Equity Log
Contents
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: 2/18/2022 3:35:42 PM |
Topic ID#: 133 |