Orders & Positions history
Orders history
Orders history panel shows all orders sent during the backtesting. History range can be set in Backtesting setup -> Range.
The following columns are available in the panel:
Account – an account's name of a user who created an order;
Symbol – a symbol for which an order was created;
Side – a trade type (Buy or Sell);
Type – an order type;
Price – an order price at which a trade took place;
Quantity – a filled amount of an order, in lots or in currency units, depending on what is selected in the settings dialog box;
Date/Time – date and time of an order placement;
Order ID – an order's unique identifier. If a position is opened based on an order, this position will have the same number;
Validity – allows specifying order validity by selecting among the following time frames: Day, GTC, IOC, GTD, FOK, GTS;
Stop price – stop price for a special stop order;
Bought
- In case of Forex:
if 'Side = Buy', then this column shows the value of 'Price * Lot size * Qty.' in base currency;
if 'Side = Sell', then this column shows the value of 'Price * Lot size * Qty.' in quoting currency.
- In case of Futures, Futures CFD, Options
with 'Quoting type=Tick cost/Tick size':
if 'Side = Buy', then this column shows the value of 'Qty';
if 'Side = Sell', then this column shows the value of 'Qty * Tick cost/Tick size * Price'.
with 'Quoting type=Lot size':
if 'Side = Buy', then this column shows the value of 'Qty';
if 'Side = Sell', then this column shows the value of 'Qty * Lot size * Price'.
- In other cases:
if 'Side = Buy', then this column shows the value of 'Qty. * Lot size' – amount of bought assets (contracts, equities);
if 'Side = Sell', then this column shows the value of 'Price * Lot size * Qty.' in quoting currency.
Sold
- In case of Forex:
if 'Side = Sell', then this column shows the value of 'Price * Lot size * Qty.' in base currency;
if 'Side = Buy', then this column shows the value of 'Price * Lot size * Qty.' in quoting currency.
- In case of Futures, Futures CFD, Options
with 'Quoting type=Tick cost/Tick size':
if 'Side = Buy', then this column shows the value of 'Qty* Tick cost/Tick size * Price';
if 'Side = Sell', then this column shows the value of 'Qty'.
with 'Quoting type=Lot size':
if 'Side = Buy', then this column shows the value of 'Qty * Lot size * Price';
if 'Side = Sell', then this column shows the value of 'Qty' .
- In other cases:
if 'Side = Buy', then this column shows the value of 'Price * Lot size * Qty.' in quoting currency;
if 'Side = Sell', then this column shows the value of 'Qty. * Lot size' – amount of sold assets (contracts, equities).
Strike price – price of an option contract performance;
Expiry date – a contract expiration date;
Trading exchange – indicates whether the instrument has a stock exchange or off-exchange type.
Customer can also use standard functions from context menu of the panel:
Clear – allows deleting all orders from the panel;
Search – allows to show/hide a Search lookup in the panel;
Export – allows to export table to CSV or Excel format;
Group by – allows to group orders by symbol, account, side, event, type, date/time, bought, sold.
Positions history
Positions history panel shows positions which were opened for a certain period during the backtesting.
The following columns are available in the panel:
Account – login name of an account that opened a position;
Symbol – a traded symbol;
Position ID – a unique number that the trading system assigns to each position;
Open price – price at which a position was opened;
Quantity – amount of a position, either in lots or in units, depending on what is selected in the Settings dialog box;
Gross P/L – profit/loss in account currency, calculated on base of price difference:
For Long position: Gross P/L = Qty. * Lot size * (Current price - Open price)
For Short position: Gross P/L = Qty. * Lot size * (Open price - Current price)
P/L for Spreadbet instrument type is calculated depending on price change in ticks:
For Long position: Gross P/L = Qty. * Bet size * Cross price * ((Current price - Open price)/Tick size))
For Short position: Gross P/L = Qty. * Bet size * Cross price * ((Open price - Current price)/Tick size))
Cross price is applied in the case when account currency doesn't correspond to the Betting currency.
Open time – time when position was opened;
Open date – date when position was opened;
Close time – time when position was closed;
Close date – date when position was closed;
Operation – type of trade (Buy or Sell).
For this panel the same functions as for Orders history are available in context menu.
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