Strategy Tester Report |
||||||||||||
AdmiralMarkets-Demo (Build 1940) |
||||||||||||
Settings |
||||||||||||
| Expert: | eaPermanentPortfolio | |||||||||||
| Symbol: | GLD | |||||||||||
| Period: | H1 (2004.12.02 - 2018.11.13) | |||||||||||
| Inputs: | capital_dedicated_to_strategy=10000 | |||||||||||
| stocks=VTI | ||||||||||||
| bonds=TLTUS | ||||||||||||
| cash=SHY | ||||||||||||
| gold=GLD | ||||||||||||
| magicNumber=12345 | ||||||||||||
| Broker: | Admiral Markets AS | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results |
||||||||||||
| History Quality: | 2% | |||||||||||
| Bars: | 4073 | Ticks: | 15681 | Symbols: | 4 | |||||||
| Total Net Profit: | 3 549.35 | Balance Drawdown Absolute: | 3.00 | Equity Drawdown Absolute: | 476.39 | |||||||
| Gross Profit: | 3 772.32 | Balance Drawdown Maximal: | 162.56 (1.29%) | Equity Drawdown Maximal: | 1 294.00 (11.96%) | |||||||
| Gross Loss: | -222.97 | Balance Drawdown Relative: | 1.29% (162.56) | Equity Drawdown Relative: | 11.96% (1 294.00) | |||||||
| Profit Factor: | 16.92 | Expected Payoff: | 91.01 | Margin Level: | 115.51% | |||||||
| Recovery Factor: | 2.74 | Sharpe Ratio: | 0.53 | Z-Score: | -1.22 (77.75%) | |||||||
| AHPR: | 1.0079 (0.79%) | LR Correlation: | 0.94 | OnTester result: | 0 | |||||||
| GHPR: | 1.0078 (0.78%) | LR Standard Error: | 403.73 | |||||||||
| Total Trades: | 39 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 39 (64.10%) | |||||||
| Total Deals: | 69 | Profit Trades (% of total): | 25 (64.10%) | Loss Trades (% of total): | 14 (35.90%) | |||||||
| Largest profit trade: | 885.20 | Largest loss trade: | -39.37 | |||||||||
| Average profit trade: | 150.89 | Average loss trade: | -15.93 | |||||||||
| Maximum consecutive wins ($): | 11 (2 397.68) | Maximum consecutive losses ($): | 5 (-71.21) | |||||||||
| Maximal consecutive profit (count): | 2 397.68 (11) | Maximal consecutive loss (count): | -95.95 (4) | |||||||||
| Average consecutive wins: | 3 | Average consecutive losses: | 2 | |||||||||
 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 |
||||||||||||
| Correlation (Profits,MFE): | 0.93 | Correlation (Profits,MAE): | -0.89 | Correlation (MFE,MAE): | -0.7573 | |||||||
 |
||||||||||||
| Minimal position holding time: | 5398:59:59 | Maximal position holding time: | 80518:59:59 | Average position holding time: | 44171:11:59 | |||||||
 |
||||||||||||
Orders |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2006.01.03 00:00:00 | 2 | VTI | buy | 41.00 / 41.00 | 61.69 | 2006.01.03 00:00:00 | filled | Buy Trade. Magic Number #0 | ||||
| 2006.01.03 00:00:00 | 3 | TLTUS | buy | 27.00 / 27.00 | 91.92 | 2006.01.03 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2006.01.03 00:00:00 | 4 | SHY | buy | 31.00 / 31.00 | 80.23 | 2006.01.03 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2007.01.03 00:00:00 | 6 | VTI | sell | 4.00 / 4.00 | 70.11 | 2007.01.03 00:00:00 | filled | |||||
| 2007.01.03 00:00:00 | 7 | TLTUS | buy | 2.00 / 2.00 | 88.45 | 2007.01.03 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2007.01.03 00:00:00 | 8 | SHY | buy | 1.00 / 1.00 | 79.98 | 2007.01.03 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2007.01.03 00:00:00 | 9 | GLD | buy | 1.00 / 1.00 | 63.60 | 2007.01.03 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2008.01.02 00:00:00 | 10 | VTI | sell | 8.00 / 8.00 | 72.58 | 2008.01.02 00:00:00 | filled | |||||
| 2008.01.02 00:00:00 | 11 | TLTUS | buy | 3.00 / 3.00 | 93.07 | 2008.01.02 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2008.01.02 00:00:00 | 12 | SHY | buy | 2.00 / 2.00 | 82.21 | 2008.01.02 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2008.01.02 00:00:00 | 13 | GLD | buy | 2.00 / 2.00 | 83.58 | 2008.01.02 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2009.01.02 00:00:00 | 14 | VTI | buy | 2.00 / 2.00 | 44.76 | 2009.01.02 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2009.01.02 00:00:00 | 15 | TLTUS | sell | 4.00 / 4.00 | 119.35 | 2009.01.02 00:00:00 | filled | |||||
| 2009.01.02 00:00:00 | 16 | SHY | buy | 2.00 / 2.00 | 84.68 | 2009.01.02 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2009.01.02 00:00:00 | 17 | GLD | buy | 3.00 / 3.00 | 85.95 | 2009.01.02 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2010.01.04 00:00:00 | 18 | VTI | buy | 4.00 / 4.00 | 56.39 | 2010.01.04 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2010.01.04 00:00:00 | 19 | TLTUS | sell | 5.00 / 5.00 | 89.89 | 2010.01.04 00:00:00 | filled | |||||
| 2010.01.04 00:00:00 | 20 | SHY | buy | 1.00 / 1.00 | 82.98 | 2010.01.04 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2010.01.04 00:00:00 | 21 | GLD | buy | 1.00 / 1.00 | 109.84 | 2010.01.04 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2011.01.03 00:00:00 | 22 | VTI | buy | 4.00 / 4.00 | 64.95 | 2011.01.03 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2011.01.03 00:00:00 | 23 | TLTUS | sell | 3.00 / 3.00 | 94.12 | 2011.01.03 00:00:00 | filled | |||||
| 2011.01.03 00:00:00 | 24 | SHY | buy | 1.00 / 1.00 | 84.00 | 2011.01.03 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2012.01.03 00:00:00 | 25 | VTI | buy | 7.00 / 7.00 | 64.32 | 2012.01.03 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2012.01.03 00:00:00 | 26 | TLTUS | sell | 5.00 / 5.00 | 121.25 | 2012.01.03 00:00:00 | filled | |||||
| 2012.01.03 00:00:00 | 27 | SHY | buy | 4.00 / 4.00 | 84.52 | 2012.01.03 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2012.01.03 00:00:00 | 28 | GLD | sell | 1.00 / 1.00 | 154.76 | 2012.01.03 00:00:00 | filled | |||||
| 2013.01.02 00:00:00 | 29 | VTI | buy | 4.00 / 4.00 | 73.30 | 2013.01.02 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2013.01.02 00:00:00 | 30 | TLTUS | sell | 5.00 / 5.00 | 121.18 | 2013.01.02 00:00:00 | filled | |||||
| 2013.01.02 00:00:00 | 31 | SHY | buy | 7.00 / 7.00 | 84.44 | 2013.01.02 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2013.01.02 00:00:00 | 32 | GLD | sell | 2.00 / 2.00 | 163.49 | 2013.01.02 00:00:00 | filled | |||||
| 2014.01.02 00:00:00 | 33 | VTI | sell | 9.00 / 9.00 | 95.92 | 2014.01.02 00:00:00 | filled | |||||
| 2014.01.02 00:00:00 | 34 | TLTUS | sell | 2.00 / 2.00 | 101.86 | 2014.01.02 00:00:00 | filled | |||||
| 2014.01.02 00:00:00 | 35 | SHY | buy | 11.00 / 11.00 | 84.40 | 2014.01.02 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2014.01.02 00:00:00 | 36 | GLD | buy | 1.00 / 1.00 | 117.95 | 2014.01.02 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2015.01.02 00:00:00 | 37 | VTI | sell | 20.00 / 20.00 | 106.00 | 2015.01.02 00:00:00 | filled | |||||
| 2015.01.02 00:00:00 | 38 | TLTUS | buy | 1.00 / 1.00 | 125.94 | 2015.01.02 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2015.01.02 00:00:00 | 39 | SHY | buy | 16.00 / 16.00 | 84.47 | 2015.01.02 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2015.01.02 00:00:00 | 40 | GLD | buy | 6.00 / 6.00 | 112.51 | 2015.01.02 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2016.01.04 00:00:00 | 41 | VTI | sell | 2.00 / 2.00 | 104.30 | 2016.01.04 00:00:00 | filled | |||||
| 2016.01.04 00:00:00 | 42 | TLTUS | buy | 2.00 / 2.00 | 120.60 | 2016.01.04 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2016.01.04 00:00:00 | 43 | SHY | buy | 18.00 / 18.00 | 84.38 | 2016.01.04 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2017.01.03 00:00:00 | 45 | VTI | sell | 4.00 / 4.00 | 115.32 | 2017.01.03 00:00:00 | filled | |||||
| 2017.01.03 00:00:00 | 46 | TLTUS | buy | 3.00 / 3.00 | 119.15 | 2017.01.03 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2018.01.02 00:00:00 | 49 | VTI | sell | 4.00 / 4.00 | 137.25 | 2018.01.02 00:00:00 | filled | |||||
| 2018.01.02 00:00:00 | 50 | TLTUS | buy | 3.00 / 3.00 | 126.88 | 2018.01.02 00:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2018.11.12 22:59:59 | 53 | TLTUS | sell | 3.00 / 3.00 | 114.09 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 54 | TLTUS | sell | 3.00 / 3.00 | 114.09 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 55 | SHY | sell | 18.00 / 18.00 | 82.97 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 56 | TLTUS | sell | 2.00 / 2.00 | 114.09 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 57 | GLD | sell | 6.00 / 6.00 | 113.61 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 58 | SHY | sell | 16.00 / 16.00 | 82.97 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 59 | TLTUS | sell | 1.00 / 1.00 | 114.09 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 60 | GLD | sell | 1.00 / 1.00 | 113.61 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 61 | SHY | sell | 11.00 / 11.00 | 82.97 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 62 | SHY | sell | 7.00 / 7.00 | 82.97 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 63 | VTI | sell | 4.00 / 4.00 | 139.81 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 64 | SHY | sell | 4.00 / 4.00 | 82.97 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 65 | VTI | sell | 7.00 / 7.00 | 139.81 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 66 | SHY | sell | 1.00 / 1.00 | 82.97 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 67 | GLD | sell | 1.00 / 1.00 | 113.61 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 68 | SHY | sell | 1.00 / 1.00 | 82.97 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 69 | GLD | sell | 3.00 / 3.00 | 113.61 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 70 | SHY | sell | 2.00 / 2.00 | 82.97 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 71 | SHY | sell | 2.00 / 2.00 | 82.97 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 72 | TLTUS | sell | 3.00 / 3.00 | 114.09 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 73 | SHY | sell | 1.00 / 1.00 | 82.97 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 74 | TLTUS | sell | 2.00 / 2.00 | 114.09 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 75 | SHY | sell | 31.00 / 31.00 | 82.97 | 2018.11.12 22:59:59 | filled | end of test | ||||
| 2018.11.12 22:59:59 | 76 | TLTUS | sell | 3.00 / 3.00 | 114.09 | 2018.11.12 22:59:59 | filled | end of test | ||||
Deals |
||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2004.12.02 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2006.01.03 00:00:00 | 2 | VTI | buy | in | 41.00 | 61.69 | 2 | -1.00 | 0.00 | 0.00 | 9 999.00 | Buy Trade. Magic Number #0 |
| 2006.01.03 00:00:00 | 3 | TLTUS | buy | in | 27.00 | 91.92 | 3 | -1.00 | 0.00 | 0.00 | 9 998.00 | Buy Trade. Magic Number #12345 |
| 2006.01.03 00:00:00 | 4 | SHY | buy | in | 31.00 | 80.23 | 4 | -1.00 | 0.00 | 0.00 | 9 997.00 | Buy Trade. Magic Number #12345 |
| 2007.01.03 00:00:00 | 5 | VTI | sell | out | 4.00 | 70.11 | 6 | -1.00 | 0.00 | 33.68 | 10 029.68 | |
| 2007.01.03 00:00:00 | 6 | TLTUS | buy | in | 2.00 | 88.45 | 7 | -1.00 | 0.00 | 0.00 | 10 028.68 | Buy Trade. Magic Number #12345 |
| 2007.01.03 00:00:00 | 7 | SHY | buy | in | 1.00 | 79.98 | 8 | -1.00 | 0.00 | 0.00 | 10 027.68 | Buy Trade. Magic Number #12345 |
| 2007.01.03 00:00:00 | 8 | GLD | buy | in | 1.00 | 63.60 | 9 | -1.00 | 0.00 | 0.00 | 10 026.68 | Buy Trade. Magic Number #12345 |
| 2008.01.02 00:00:00 | 9 | VTI | sell | out | 8.00 | 72.58 | 10 | -1.00 | 0.00 | 87.12 | 10 112.80 | |
| 2008.01.02 00:00:00 | 10 | TLTUS | buy | in | 3.00 | 93.07 | 11 | -1.00 | 0.00 | 0.00 | 10 111.80 | Buy Trade. Magic Number #12345 |
| 2008.01.02 00:00:00 | 11 | SHY | buy | in | 2.00 | 82.21 | 12 | -1.00 | 0.00 | 0.00 | 10 110.80 | Buy Trade. Magic Number #12345 |
| 2008.01.02 00:00:00 | 12 | GLD | buy | in | 2.00 | 83.58 | 13 | -1.00 | 0.00 | 0.00 | 10 109.80 | Buy Trade. Magic Number #12345 |
| 2009.01.02 00:00:00 | 13 | VTI | buy | in | 2.00 | 44.76 | 14 | -1.00 | 0.00 | 0.00 | 10 108.80 | Buy Trade. Magic Number #12345 |
| 2009.01.02 00:00:00 | 14 | TLTUS | sell | out | 4.00 | 119.35 | 15 | -1.00 | 0.00 | 109.72 | 10 217.52 | |
| 2009.01.02 00:00:00 | 15 | SHY | buy | in | 2.00 | 84.68 | 16 | -1.00 | 0.00 | 0.00 | 10 216.52 | Buy Trade. Magic Number #12345 |
| 2009.01.02 00:00:00 | 16 | GLD | buy | in | 3.00 | 85.95 | 17 | -1.00 | 0.00 | 0.00 | 10 215.52 | Buy Trade. Magic Number #12345 |
| 2010.01.04 00:00:00 | 17 | VTI | buy | in | 4.00 | 56.39 | 18 | -1.00 | 0.00 | 0.00 | 10 214.52 | Buy Trade. Magic Number #12345 |
| 2010.01.04 00:00:00 | 18 | TLTUS | sell | out | 5.00 | 89.89 | 19 | -1.00 | 0.00 | -10.15 | 10 203.37 | |
| 2010.01.04 00:00:00 | 19 | SHY | buy | in | 1.00 | 82.98 | 20 | -1.00 | 0.00 | 0.00 | 10 202.37 | Buy Trade. Magic Number #12345 |
| 2010.01.04 00:00:00 | 20 | GLD | buy | in | 1.00 | 109.84 | 21 | -1.00 | 0.00 | 0.00 | 10 201.37 | Buy Trade. Magic Number #12345 |
| 2011.01.03 00:00:00 | 21 | VTI | buy | in | 4.00 | 64.95 | 22 | -1.00 | 0.00 | 0.00 | 10 200.37 | Buy Trade. Magic Number #12345 |
| 2011.01.03 00:00:00 | 22 | TLTUS | sell | out | 3.00 | 94.12 | 23 | -1.00 | 0.00 | 6.60 | 10 205.97 | |
| 2011.01.03 00:00:00 | 23 | SHY | buy | in | 1.00 | 84.00 | 24 | -1.00 | 0.00 | 0.00 | 10 204.97 | Buy Trade. Magic Number #12345 |
| 2012.01.03 00:00:00 | 24 | VTI | buy | in | 7.00 | 64.32 | 25 | -1.00 | 0.00 | 0.00 | 10 203.97 | Buy Trade. Magic Number #12345 |
| 2012.01.03 00:00:00 | 25 | TLTUS | sell | out | 5.00 | 121.25 | 26 | -1.00 | 0.00 | 146.65 | 10 349.62 | |
| 2012.01.03 00:00:00 | 26 | SHY | buy | in | 4.00 | 84.52 | 27 | -1.00 | 0.00 | 0.00 | 10 348.62 | Buy Trade. Magic Number #12345 |
| 2012.01.03 00:00:00 | 27 | GLD | sell | out | 1.00 | 154.76 | 28 | -1.00 | 0.00 | 91.16 | 10 438.78 | |
| 2013.01.02 00:00:00 | 28 | VTI | buy | in | 4.00 | 73.30 | 29 | -1.00 | 0.00 | 0.00 | 10 437.78 | Buy Trade. Magic Number #12345 |
| 2013.01.02 00:00:00 | 29 | TLTUS | sell | out | 5.00 | 121.18 | 30 | -1.00 | 0.00 | 146.30 | 10 583.08 | |
| 2013.01.02 00:00:00 | 30 | SHY | buy | in | 7.00 | 84.44 | 31 | -1.00 | 0.00 | 0.00 | 10 582.08 | Buy Trade. Magic Number #12345 |
| 2013.01.02 00:00:00 | 31 | GLD | sell | out | 2.00 | 163.49 | 32 | -1.00 | 0.00 | 159.82 | 10 740.90 | |
| 2014.01.02 00:00:00 | 32 | VTI | sell | out | 9.00 | 95.92 | 33 | -1.00 | 0.00 | 308.07 | 11 047.97 | |
| 2014.01.02 00:00:00 | 33 | TLTUS | sell | out | 2.00 | 101.86 | 34 | -1.00 | 0.00 | 19.88 | 11 066.85 | |
| 2014.01.02 00:00:00 | 34 | SHY | buy | in | 11.00 | 84.40 | 35 | -1.00 | 0.00 | 0.00 | 11 065.85 | Buy Trade. Magic Number #12345 |
| 2014.01.02 00:00:00 | 35 | GLD | buy | in | 1.00 | 117.95 | 36 | -1.00 | 0.00 | 0.00 | 11 064.85 | Buy Trade. Magic Number #12345 |
| 2015.01.02 00:00:00 | 36 | VTI | sell | out | 20.00 | 106.00 | 37 | -1.00 | 0.00 | 886.20 | 11 950.05 | |
| 2015.01.02 00:00:00 | 37 | TLTUS | buy | in | 1.00 | 125.94 | 38 | -1.00 | 0.00 | 0.00 | 11 949.05 | Buy Trade. Magic Number #12345 |
| 2015.01.02 00:00:00 | 38 | SHY | buy | in | 16.00 | 84.47 | 39 | -1.00 | 0.00 | 0.00 | 11 948.05 | Buy Trade. Magic Number #12345 |
| 2015.01.02 00:00:00 | 39 | GLD | buy | in | 6.00 | 112.51 | 40 | -1.00 | 0.00 | 0.00 | 11 947.05 | Buy Trade. Magic Number #12345 |
| 2016.01.04 00:00:00 | 40 | VTI | sell | out | 2.00 | 104.30 | 41 | -1.00 | 0.00 | 119.08 | 12 065.13 | |
| 2016.01.04 00:00:00 | 41 | TLTUS | buy | in | 2.00 | 120.60 | 42 | -1.00 | 0.00 | 0.00 | 12 064.13 | Buy Trade. Magic Number #12345 |
| 2016.01.04 00:00:00 | 42 | SHY | buy | in | 18.00 | 84.38 | 43 | -1.00 | 0.00 | 0.00 | 12 063.13 | Buy Trade. Magic Number #12345 |
| 2017.01.03 00:00:00 | 43 | VTI | sell | out | 4.00 | 115.32 | 45 | -1.00 | 0.00 | 235.72 | 12 297.85 | |
| 2017.01.03 00:00:00 | 44 | TLTUS | buy | in | 3.00 | 119.15 | 46 | -1.00 | 0.00 | 0.00 | 12 296.85 | Buy Trade. Magic Number #12345 |
| 2018.01.02 00:00:00 | 45 | VTI | sell | out | 4.00 | 137.25 | 49 | -1.00 | 0.00 | 289.20 | 12 585.05 | |
| 2018.01.02 00:00:00 | 46 | TLTUS | buy | in | 3.00 | 126.88 | 50 | -1.00 | 0.00 | 0.00 | 12 584.05 | Buy Trade. Magic Number #12345 |
| 2018.11.12 22:59:59 | 47 | TLTUS | sell | out | 3.00 | 114.09 | 53 | -1.00 | 0.00 | -38.37 | 12 544.68 | end of test |
| 2018.11.12 22:59:59 | 48 | TLTUS | sell | out | 3.00 | 114.09 | 54 | -1.00 | 0.00 | -15.18 | 12 528.50 | end of test |
| 2018.11.12 22:59:59 | 49 | SHY | sell | out | 18.00 | 82.97 | 55 | -1.00 | 0.00 | -25.38 | 12 502.12 | end of test |
| 2018.11.12 22:59:59 | 50 | TLTUS | sell | out | 2.00 | 114.09 | 56 | -1.00 | 0.00 | -13.02 | 12 488.10 | end of test |
| 2018.11.12 22:59:59 | 51 | GLD | sell | out | 6.00 | 113.61 | 57 | -1.00 | 0.00 | 6.60 | 12 493.70 | end of test |
| 2018.11.12 22:59:59 | 52 | SHY | sell | out | 16.00 | 82.97 | 58 | -1.00 | 0.00 | -24.00 | 12 468.70 | end of test |
| 2018.11.12 22:59:59 | 53 | TLTUS | sell | out | 1.00 | 114.09 | 59 | -1.00 | 0.00 | -11.85 | 12 455.85 | end of test |
| 2018.11.12 22:59:59 | 54 | GLD | sell | out | 1.00 | 113.61 | 60 | -1.00 | 0.00 | -4.34 | 12 450.51 | end of test |
| 2018.11.12 22:59:59 | 55 | SHY | sell | out | 11.00 | 82.97 | 61 | -1.00 | 0.00 | -15.73 | 12 433.78 | end of test |
| 2018.11.12 22:59:59 | 56 | SHY | sell | out | 7.00 | 82.97 | 62 | -1.00 | 0.00 | -10.29 | 12 422.49 | end of test |
| 2018.11.12 22:59:59 | 57 | VTI | sell | out | 4.00 | 139.81 | 63 | -1.00 | 0.00 | 266.04 | 12 687.53 | end of test |
| 2018.11.12 22:59:59 | 58 | SHY | sell | out | 4.00 | 82.97 | 64 | -1.00 | 0.00 | -6.20 | 12 680.33 | end of test |
| 2018.11.12 22:59:59 | 59 | VTI | sell | out | 7.00 | 139.81 | 65 | -1.00 | 0.00 | 528.43 | 13 207.76 | end of test |
| 2018.11.12 22:59:59 | 60 | SHY | sell | out | 1.00 | 82.97 | 66 | -1.00 | 0.00 | -1.03 | 13 205.73 | end of test |
| 2018.11.12 22:59:59 | 61 | GLD | sell | out | 1.00 | 113.61 | 67 | -1.00 | 0.00 | 3.77 | 13 208.50 | end of test |
| 2018.11.12 22:59:59 | 62 | SHY | sell | out | 1.00 | 82.97 | 68 | -1.00 | 0.00 | -0.01 | 13 207.49 | end of test |
| 2018.11.12 22:59:59 | 63 | GLD | sell | out | 3.00 | 113.61 | 69 | -1.00 | 0.00 | 82.98 | 13 289.47 | end of test |
| 2018.11.12 22:59:59 | 64 | SHY | sell | out | 2.00 | 82.97 | 70 | -1.00 | 0.00 | -3.42 | 13 285.05 | end of test |
| 2018.11.12 22:59:59 | 65 | SHY | sell | out | 2.00 | 82.97 | 71 | -1.00 | 0.00 | 1.52 | 13 285.57 | end of test |
| 2018.11.12 22:59:59 | 66 | TLTUS | sell | out | 3.00 | 114.09 | 72 | -1.00 | 0.00 | 63.06 | 13 347.63 | end of test |
| 2018.11.12 22:59:59 | 67 | SHY | sell | out | 1.00 | 82.97 | 73 | -1.00 | 0.00 | 2.99 | 13 349.62 | end of test |
| 2018.11.12 22:59:59 | 68 | TLTUS | sell | out | 2.00 | 114.09 | 74 | -1.00 | 0.00 | 51.28 | 13 399.90 | end of test |
| 2018.11.12 22:59:59 | 69 | SHY | sell | out | 31.00 | 82.97 | 75 | -1.00 | 0.00 | 84.94 | 13 483.84 | end of test |
| 2018.11.12 22:59:59 | 70 | TLTUS | sell | out | 3.00 | 114.09 | 76 | -1.00 | 0.00 | 66.51 | 13 549.35 | end of test |
| -69.00 | 0.00 | 3 618.35 | 13 549.35 | |||||||||