Help for Results Page

Contents
1. Results Control Panel 2. Basket fundamentals 3. Selecting a basket 4. The displays 5. Preferences

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 System-Contract-Datatype, 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 we track.
• *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.

5. Preferences

You can specify default values for various parameters, as shown in Table 1 below.

Table 1 - Preferences that you can specify
Parameter	Description		Pages Affected
			Summary Results	Statistics	Monthly	Single-Chart	Multi-Chart
Sort Order	Controls the sort order for tabular displays. Choices are:		Yes	Yes	Yes	-	-
	Alphabetic	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.
	System performance	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 profit-or-loss.
	Individual performance	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.
Scaling	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	Yes	Yes	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	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	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 wish.

  Page last updated 2006-Feb-25

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