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Hello Jack,
The difference is the value (unrealized profit) of
Open position - see Open position gain/loss in the report.
Best regards,Tomasz Janeczko===============AmiBroker - the
comprehensive share manager.<A
href="">http://www.amibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Jack
Weinberg
To: <A title=amibroker@xxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, June 14, 2001 10:19
PM
Subject: Re: [amibroker] DigestNumber
314
Dear TJ: I would like to thank you again for includingin
your latest release the ability to go short and/or long at a certain price. I
have been waiting for this for some time, and I appreciate that you have put
it in. Along the same lines, I would like to suggest the capability to buy (or
sell) a user specified number of shares, for each occurence of the
buy/sell/short/cover. Another question: I have been testing a system,
which shows the following in the summary report:
Total net profit:
811.16
Total commissions paid:
450.00
Return on account:
8.11 %
Open position gain/loss
86.85
Buy-and-hold profit:
373.98
Bars in test:
149
Buy-and-hold % return:
3.74%
System to Buy-and-Hold index:
116.90%
This shows a total net profit of 811.16. However, the trade by trade list
adds up to:724.30, as the following shows:
Trade
Entry date
Exit date
Net Profit
Equity value
Long
2000/12/22
2001/01/03
886.05
10886.05
Long
2001/01/10
2001/01/11
184.44
11070.49
Long
2001/01/24
2001/01/26
-153.99
10916.51
Long
2001/01/29
2001/01/31
-74.68
10841.83
Long
2001/02/02
2001/02/05
134.20
10976.02
Long
2001/02/20
2001/02/22
-587.38
10388.65
Long
2001/02/27
2001/02/28
-159.34
10229.31
Long
2001/03/07
2001/03/12
-709.24
9520.06
Long
2001/03/14
2001/03/20
-157.23
9362.83
Long
2001/03/27
2001/04/02
-106.61
9256.23
Long
2001/04/03
2001/04/09
-214.28
9041.95
Long
2001/04/10
2001/04/18
896.10
9938.05
Long
2001/04/24
2001/04/26
135.28
10073.33
Long
2001/05/01
2001/05/03
118.19
10191.52
Long
2001/05/08
2001/05/22
532.78
10724.30
Question: is there an inconsistency between the report and the trade by
trade listing, or am I just not reading it correctly?
Your
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