Difference between weekly return vs transactions (sold - bought)?

Quantopian's community platform is shutting down. Please read this post for more information and download your code.

Back to Community

Difference between weekly return vs transactions (sold - bought)?

edited Sep 14, 2017

I am wondering why there is a difference between weekly return and transactions (sold - bought). I think the transactions in that week creates weekly return but sold - bought according to transactions is not equal to weekly return. And the transactions in result overview is not consistent to the transactions in transaction detail.

Case 1:
Result overview: https://drive.google.com/open?id=0B3SG0tdfkol-R0Fvc3ZzUmhKWWs
Transactions detail: https://drive.google.com/open?id=0B3SG0tdfkol-Z2dTVmRYT19HWjQ
P&L based on transaction detail: https://drive.google.com/open?id=0B3SG0tdfkol-RFZxb1NzVHFhRW8

In this case, the total transactions cost (calculated in transaction detail) is different than the weekly transaction cost (shown in result overview) and the P&Ls are also different

Case 2:
Result overview: https://drive.google.com/open?id=0B3SG0tdfkol-RXNKSVVRVTFqeDg
Transactions detail: https://drive.google.com/open?id=0B3SG0tdfkol-STV2N01rWTRPbDA
P&L based on transaction detail: https://drive.google.com/open?id=0B3SG0tdfkol-NlZLTXIzUFpubDA

Same thing also happens in this case.

You've successfully submitted a support ticket.

Our support team will be in touch soon.

Need help? Contact support.

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

About Quantopian

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.