P/L Report Options

Introduction

There are three different P/L reports in XMIM: Summary, Trade and Equity. These reports are made available from the Execute Options window, Order tab in the Report Detail pane. The summary report provides various statistics, such as number of trades, final equity, Sharpe ratio, etc. The trade report gives trade-by-trade information. Finally, the equity report gives a period-by-period account of the equity generated by the P/L query. By default, only the summary and trade reports are calculated.

This chapter uses a simple query to present and discuss the various report types and options. The query, which has served as the base query for this manual, is shown below.

   1: ORDER 
     1.1: Buy 1 contract of US 
       Enter on the close 
   WHEN 
       Date is after 1/1/1980 
     AND 
       Close of US crosses above 30 day average of Close of US  

   2: ORDER 
     2.1: Sell 1 contract of US 
       Enter on the close 
   WHEN 
       Date is after 1/1/1980 
     AND 
       Close of US crosses below 30 day average of Close of US 

For the reports generated in this chapter, some of the options located in the Execute Options window under the Order tab were changed. (from the menu bar select Options>Execute Options then select the Order tab) The Rollover option under the Entry & Exit pane was changed to Re-entry Number of Contracts; Commission in the Trade pane was assumed to be $20 per trade; and Slippage was assumed to be $50.

The items under the Execute Options window Order tab, along with the Execution Unit and Attribute Unit settings control query calculation. The items under the Execute Options window Order tab in the Report Detail pane control report generation for P/L queries.