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Date/Time: Thu, 28 Nov 2024 22:48:02 +0000



[User Discussion] - How to best compare one Trade Activity Log obtained from Statistics Tab to another Log?

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[2023-03-21 18:46:02]
GoldSquirrel - Posts: 18
Hello, this request might best suit a USER DISCUSSION. In any case here is my post:

I am attempting to compare several "Trade Activity Logs" obtained from the [Statistics]-Tab. The results are obtained after running back testing on one chartbook/trade system several times with small changes to different studies each time. Now I have several logs that show fractional differences in several areas of the Trade Acitity Logs - [Statistics] - fields. Some results have more trades made during the same time period, some have slightly more profitability with less trades made, etc.

My question is: how do I best compare these results? Where the back testing does not reflect a position amount with funds in an account, how do I determine which result is the best? I realize I may be staring right at the answer but need more insight.


For reference all the fields for the [Statistics] - Tab are described here:

Trade Activity Log: Trade Statistics Fields Descriptions
[2023-03-31 14:21:35]
GoldSquirrel - Posts: 18
Following up my own questions. After rummaging through a few other posts touching on applicable topics I have pieced together a solution.

I was able to create a spreadsheet template to paste the trade data obtained in each back test. To obtain the data you can use the (Copy All) selection from the Edit Menu in the (Trade Activity Log) while viewing the [Trades] report.

Paste the data in the spreadsheet template which calculates results. I use an MT4 platform on Forex, so the math is out there to calculate margin percentage, estimated swaps, and fees for your account. For the math calculations I set a universal margin percentage I wanted the account to maintain for each trade; subsequently a lot size was calculated each time based on current account size. Take each trade row result and add the profit/loss to the next line. Repeat the same formula down the rows and you'll be able to see how well your system did.

Maybe there's a better way, but this was how I solved my own question.

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