Orders & Positions history

Orders history

Orders history panel shows all orders sent during the backtesting. History range can be set in Backtesting setup -> Range.

The following columns are available in the panel:

• Account – an account's name of a user who created an order;

• Symbol – a symbol for which an order was created;

• Side – a trade type (Buy or Sell);

• Type – an order type;

• Price – an order price at which a trade took place;

• Quantity – a filled amount of an order, in lots or in currency units, depending on what is selected in the settings dialog box;

• Date/Time – date and time of an order placement;

• Order ID – an order's unique identifier. If a position is opened based on an order, this position will have the same number;

• Validity – allows specifying order validity by selecting among the following time frames: Day, GTC, IOC, GTD, FOK;

• Stop price – stop price for a special stop order;

• Bought

  • In case of Forex:

if 'Side = Buy', then this column shows the value of 'Price * Lot size * Qty.' in base currency;

if 'Side = Sell', then this column shows the value of 'Price * Lot size * Qty.' in quoting currency.

• In case of Futures, Futures CFD, Options

with 'Quoting type=Tick cost/Tick size':

if 'Side = Buy', then this column shows the value of 'Qty';

if 'Side = Sell', then this column shows the value of 'Qty * Tick cost/Tick size * Price'.

with 'Quoting type=Lot size':

if 'Side = Buy', then this column shows the value of 'Qty';

if 'Side = Sell', then this column shows the value of 'Qty * Lot size * Price'.

• In other cases:

if 'Side = Buy', then this column shows the value of 'Qty. * Lot size' – amount of bought assets (contracts, equities);

if 'Side = Sell', then this column shows the value of 'Price * Lot size * Qty.' in quoting currency.

• Sold

  • In case of Forex:

if 'Side = Sell', then this column shows the value of 'Price * Lot size * Qty.' in base currency;

if 'Side = Buy', then this column shows the value of 'Price * Lot size * Qty.' in quoting currency.

• In case of Futures, Futures CFD, Options

with 'Quoting type=Tick cost/Tick size':

if 'Side = Buy', then this column shows the value of 'Qty* Tick cost/Tick size * Price';

if 'Side = Sell', then this column shows the value of 'Qty'.

with 'Quoting type=Lot size':

if 'Side = Buy', then this column shows the value of 'Qty * Lot size * Price';

if 'Side = Sell', then this column shows the value of 'Qty' .

• In other cases:

if 'Side = Buy', then this column shows the value of 'Price * Lot size * Qty.' in quoting currency;

if 'Side = Sell', then this column shows the value of 'Qty. * Lot size' – amount of sold assets (contracts, equities).

• Strike price – price of an option contract performance;

• Expiry date – a contract expiration date;

• Trading exchange – indicates whether the instrument has a stock exchange or off-exchange type.

Customer can also use standard functions from context menu of the panel:

• Clear – allows deleting all orders from the panel;

• Search – allows to show/hide a Search lookup in the panel;

• Export – allows to export table to CSV or Excel format;

• Group by – allows to group orders by symbol, account, side, event, type, date/time, bought, sold.

Positions history

Positions history panel shows positions which were opened for a certain period during the backtesting.

The following columns are available in the panel:

• Account – login name of an account that opened a position;

• Symbol – a traded symbol;

• Position ID – a unique number that the trading system assigns to each position;

• Open price – price at which a position was opened;

• Quantity – amount of a position, either in lots or in units, depending on what is selected in the Settings dialog box;

• Gross P/L – profit/loss in account currency, calculated on base of price difference:

       For Long position: Gross P/L = Qty. \* Lot size \* \(Current price - Open price\)
  
       For Short position: Gross P/L = Qty. \* Lot size \* \(Open price - Current price\)
  
       P/L for Spreadbet instrument type is calculated depending on price change in ticks:
  
       For Long position: Gross P/L = Qty. \* Bet size \* Cross price \* \(\(Current price - Open price\)/Tick size\)\)
  
       For Short position: Gross P/L = Qty. \* Bet size \* Cross price \* \(\(Open price - Current price\)/Tick size\)\)
  
       Cross price is applied in the case when account currency doesn't correspond to the Betting currency.

• Open time – time when position was opened;

• Open date – date when position was opened;

• Close time – time when position was closed;

• Close date – date when position was closed;

• Operation – type of trade (Buy or Sell).

For this panel the same functions as for Orders history are available in context menu.