Trade Log
Contents
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: 2/18/2022 3:35:42 PM |
Topic ID#: 4202 |