Number of Trades

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Number of Trades

Postby damcuad » Thu Dec 17, 2015 11:38 am

Hi Pete

I noticed that when I click on the Results button while running a One Click that the NumTrade, NumWin, and NumLoss columns have much higher numbers for a given multisystem than what is displayed on the Performance tab. For instance, I could see 800, 500, and 300 respectively and then when I check the Performance Tab, I'll see 175 Wins vs 80 Losses. Also, when I look at the Trades Tab it reflects what is in the Performance tab. I'm not seeing 800 trades. Why the discrepancy?

Thanks
damcuad
 
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Joined: Fri Dec 04, 2015 1:00 pm

Re: Number of Trades

Postby Overload » Thu Dec 17, 2015 2:05 pm

The quick answer is: Portfolio Size. In the Detailed Analysis, you'll see only the trades that were pulled into the portfolio. So, for example, if you're looking at a Portfolio Size of 10, the results will include just the trades that filled the portfolio up to a maximum of 10 positions at a time. But the results won't include the other potential trades that were bypassed due to the portfolio selection.

Most columns in the Combination Results Listing, on the other hand, are not based on a portfolio selection and are therefore based on *all* potential trades. In your example, all of this means that there were 800 buy signals produced by the entire system, but only 255 (175 wins plus 80 losses) were pulled into whatever portfolio size you're looking at in the Detailed Analysis.

The exception to this rule in the Combination Results Listing is the xPortAPR columns. Those APRs are all based on their respective portfolio sizes, and provide a glimpse into what the portfolio returns would have been, without actually running a Detailed Analysis.

Pete
Overload
 
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Re: Number of Trades

Postby damcuad » Thu Dec 17, 2015 2:26 pm

Understood. Thanks
damcuad
 
Posts: 9
Joined: Fri Dec 04, 2015 1:00 pm


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