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Test Summary Report





The Summary Report provides an overview of the results of a test in a unified output format.

There are three ways to create a Summary Report:

1.Run a test with  specified, either via the Settings Panel or the Settings script section.

2.Select a test in the Results Window and then Click  in the Tool Bar.

3.Right-click on a test row in a Results Window and select Show Summary Report from the menu:

The Summary Report is generated as a web page (HTML and PNG files) and placed in the Reports sub-folder of your RealTest installation directory. It is then opened in a new window of your default browser.

The following items are available for inclusion in the Summary Report:

the settings and parameters with which the test was run

overall stats for the test (as also shown in its row in the Results Window)

this same set of stats for each specific strategy within the test

monthly P/L for each month of the test, organized in a table with one row per year

strategy correlation matrix, if there were multiple strategies

a subset of Daily Stats Graphs from the test

a subset of Trade Analysis Plots from the test, including Monte Carlo statistics

the text of the script (plus all included scripts) that was used to run the test

Any of the above categories can be optionally omitted by using the Report Options Dialog to deselect its corresponding checkbox before generating the report.

Because these reports are fairly large, an example has not been included in this User Guide.

See Analyzing Test Results for pointers to some more detailed and powerful ways to study your backtests.

A few Summary Report usage details to keep in mind:

The selection of Results stats that is included in each row of the Report List index is governed by the presence of {|} the stats formula as defined in Results.rts or your replacement Results Section. These are the same stats that are displayed in the Status Bar when the test is running.

The selection of Daily Stats Graphs to include in Summary Reports is controlled by the item formatting codes in the Graphs Section. A graph is included only if its formatting code includes the '^' character. The default Graphs.rts script selects the Equity, Drawdown, Daily and Quarterly graphs. You can easily change this selection by editing that file and adding/removing '^'s as desired.

The Equity and Monte Carlo Profit graphs are automatically plotted using a logarithmic scale if the test was run with compounding, or an arithmetic scale if not.

All of the Trade Plots and Monte Carlo stats show percent profits, losses, drawdowns, etc. if the test was run with compounding, or dollar figures of these items if not.

The generated HTML that displays these graphs and plots includes the ability to click on any image to see the full-sized version of that image.





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