Download Back Testing User Guide

Figure 7: detailed report of our backtest showing the overall statistics
Note: The return on capital will not be displayed correctly due to margin trading not being taken
into account. However the net profit will continue to change real time if positions are open.
The orders list tab displayed in figure 8 shows our 4 trades being entered with our total equity
changing as we enter and exit trades.
Although we are investing 100 000 and using 100% of capital on our trades the system only buys
20 as 100 000/4826 = 20 which is equal to 20usd/pt (as the system is in US Dollars). The current
value just refers to the quantity times the price, e.g. 4826 x 20 = 96520 which is the contract
value.
Alternatively we can view this 9+% return as 900+% because we only have to use 1% as margin
on indices at CMC Markets, based upon investing all our capital.
10