Help for Results Page
1. Results Control Panel
The Results page contains the Results Control Panel, shown below, which
is the main workhorse of the website. This is where you select the basket
you want to look at, and display the results for this basket in either
Summary, Monthly, or Statistics format.
The control panel also lets you specify the sort order for tabular
displays, the scaling, and default settings for charts.
When the Results page is first displayed, brief instructions are given below the
control panel. For quick results, merely click the Summary button,
which will display summary results for the selected basket. You can change the sort
order first, or select a different basket.
2. Basket fundamentals
The following is repeated from "Basic Features and Conventions"
for convenient reference.
- Each set of monthly results is identified by System, Contract, and
Datasource. This is referred to as a Component, or
For example the Compass system trades both the big S&P (the SP contract)
and the e-mini S&P (the ES contract). So actual-trade result sets
might be identified as Compass-SP-Actual and Compass-ES-Actual.
And a hypothetical result set might be identified as Compass-SP-Hypoth.
- A "System Total" is provided for multi-commodity systems. This component
contains the sum of the individual components for a given system. For example,
the Frequent Trader system trades both the mini-MD and the mini-RL contracts.
The "FreqTrdr-x2-Actual_Total" component contains the sum of the results for
the FreqTrdr-miniMD-Actual and the FreqTrdr-miniRL-Actual components. The sum
is calculated on a month-by-month basis, by adding together the dollar
profit/loss values for each component.
- A "basket" contains a number of components which can be viewed as a
group by using the basket name. A weight can be assigned to each component, and
the weighted total, called the "basket total"
is automatically calculated.
3. Selecting a basket
You select the basket whose results you want to see by using the "Show"
drop-down list. A number of predefined baskets are available, whose names
begin with "*", and their contents cannot be modified. When you are logged in, your
personal baskets will also appear in this list. Predefined baskets include:
- *All Current Actuals, which contains all the current Actual results that
- *All Current Actuals & Hypotheticals, which contains all the
current results that we track, both Hypothetical and Actual.
- *Basket Totals, which contains the totals for
some predefined baskets and any user-defined baskets.
- Two *All OutOfDate ... baskets, which correspond
with the "Current" baskets but contain components for which we do not have
recent data. This does not mean that the system is no longer being traded,
although that may sometimes be the case. Rather, it
simply means that we do not have recent results. Please note for OutOfDate
components that statistics must be interpreted carefully, because they are
calculated the same way as for Current components, except that the monthly
profit/loss is taken as zero where there is no data. Statistics values for
the two types of baskets cannot be directly compared.
4. The displays
The "Display" buttons allow you to generate displays of the basket
components in various formats. You can choose the Sort Order before you
generate a display. Note that in these displays the component name
is a link, that you can click to launch a display of information about
the system, the contract, and the data. Please see the
Component Information help page for details.
The available displays are as follows:
- The Summary results display contains summary information about each component,
including the account size, how many months of data we have, drawdown information,
profit-or-loss information, and Figure of Merit (a single number that attempts
to express the overall quality of the component). From this display you can
also launch charts and multi-charts. Please note that we present both long-term
and one-year values for some calculated parameters, so you can compare
the recent performance of a system with its long-term performance.
See the Summary Results help page for details.
- The Monthly results display contains the monthly profit-or-loss for each
component. It is useful for comparing results on a month
by month basis. The data can be displayed in either percent or dollars.
See the Monthly Results help page for details.
- The Statistics display is similar to the Summary display. The data presented
here includes profit-or-loss and
drawdown for each year, and the popular Sharpe, Sterling, and Sortino ratios.
You can also launch charts from this page.
See the Statistics help page for details.
You can specify default values for various parameters, as shown in
Table 1 below.
| Table 1 - Preferences that you can specify |
|| Pages Affected |
| Summary Results
| Sort Order
|| Controls the sort order for tabular displays. Choices are:
|| - |
||Helpful when you know the names of the systems that
you want to look at. The various components for a multi-component system
are grouped together.|
||Presents systems in descending order of their one-year
profit-or-loss. Components for a multi-component
system are grouped together, and systems are presented according to their overall
||Presents components in descending order of
their individual one-year profit-or-loss. In this presentation, components
of a multi-component system are not grouped together.|
|| Determines, for some data items, whether the data is presented in
Percent or in Dollars. Percentages are based on Conservative
account size, or User account size for basket totals.
|| Yes |
| Chart Years
|| Determines how many years of data will be shown on a chart. From
1 to 6 years can be chosen, or "To fit".
|| Yes |
| Chart Reference Line
|| Determines the slope of the Reference Line displayed on a chart. Note that
units of the slope are determined by the Scaling: either Percentage
or $K (thousands of dollars).
|| Yes |
For your personal baskets, the preferences that were saved with your baskets will
restored when you first display that basket. You can then change the preferences if you
Page last updated 2006-Feb-25
Commodity trading involves substantial risk of LOSS, and is not
appropriate for everyone. Past performance is not necessarily indicative of
future results. Do not trade with funds you can not afford to LOSE!!
Information on this website is provided for educational and
informational purposes only. We do not endorse or recommend any particular
system(s) or broker(s). We endeavour to make the information as
accurate and meaningful as possible. However, we assume no liability for
the accuracy or integrity of data, charts, or other information on this
website, or for any use the user may make of this data. Much of the data
presented on this website is based on data obtained from other sources,
and we cannot guarantee its accuracy or integrity. Errors can and will occur.
If you notice any errors or other problems, please inform us as soon as