How to get "Unrealized Equity" closer to "Realized Equity"

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How to get "Unrealized Equity" closer to "Realized Equity"

Postby mandelmus » Thu May 17, 2012 3:52 am

Looking at the "Charts" tab, some of my OneClick systems display an "Unrealized Equity" curve with a strong linear trend, but display "Realized Equity" curve only catching up with "Unrealized Equity" a few times over that same period. Which "Strategy Performance" and/or "Multi-System Performance" settings would encourage the "Realized Equity" curve to more closely shadow/follow the "Unrealized Equity" curve (e.g., increasing number of trades, etc.)?
mandelmus
 
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Re: How to get "Unrealized Equity" closer to "Realized Equity"

Postby Overload » Thu May 17, 2012 12:53 pm

They will always be different, since Unrealized Equity tracks equity while positions are being held, and Realized Equity tracks equity only on the day that positions are sold. With that in mind, I'm not aware of any performance metrics currently available that would allow you to compare the realized and unrealized equity lines over time. However, I do believe that shorter holding periods would probably have the greatest effect in minimizing the difference.

Pete
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