How is the profit of back calculated

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How is the profit of back calculated

posted Jul 5, 2017

I am wondering how the profit of the back test is calculated. The back test period is 6/1/2017 to 6/2/2017, but the return is a constant line at -0.2%. Any help will be appreciated. Thank you!

Please find the attached the log of the trading record.

2017-06-01 12:06 five_min_rebalance:564 INFO Buy Equity(67 [ADSK]) pct=0.1 and remove from long list price=111.49
2017-06-01 13:11 five_min_rebalance:564 INFO Buy Equity(128 [ADM]) pct=0.1 and remove from long list price=41.419
2017-06-01 14:36 five_min_rebalance:596 INFO Sell Equity(128 [ADM]) at 41.48
2017-06-01 14:36 five_min_rebalance:596 INFO Sell Equity(67 [ADSK]) at 112.54
2017-06-01 15:11 five_min_rebalance:564 INFO Buy Equity(114 [ADBE]) pct=0.1 and remove from long list price=141.15
2017-06-01 15:46 five_min_rebalance:596 INFO Sell Equity(114 [ADBE]) at 141.17
2017-06-02 12:01 five_min_rebalance:564 INFO Buy Equity(122 [ADI]) pct=0.1 and remove from long list price=80.87
2017-06-02 12:31 stop_loss:628 INFO Close Equity(122 [ADI])at price 80.44
End of logs.

1 response

Hi Chaoyu!

It might be easier to help you if you could attach the back test to your post.

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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.