Trade Comparison Windows are a special type of List Window that is created when Compare Trade Lists is selected from the Results Menu.
First a dialog box is shown to allow selection of the two Test+Strategy pairs to compare as well as other options.
Any Test+Strategy from the active Results Window can be selected for either trade list. You might want to compare the same strategy between two tests that had slightly different parameters, for example. In the above, the backtest of a group of strategies is being compared to their live trade results for the same period.
For each trade in the first list, the best match is found from the second list.
To be considered a match, the following must always be true:
•the symbols must be the same
•there must be some overlap in the date ranges of the two trades
If any of the Require Exact Match options are chosen, those criteria are added to the above list.
When more than one trade from the second list matches a trade from the first list, the best match is selected based on strategy name comparison.
The Minimum Absolute Difference filters can optionally be used to exclude matching trades with little or no difference in net profit, expressed in dollars and/or percentage.
Use Account Percents determines whether PctGain figures for each trade, as displayed and as used to compute trade differences, are calculated only for the trade itself or as a percentage of the account value at the time of the trade.
The comparison output is show in a list window like this (image was divided for readability, and this list had many more rows):
When a match is found, each trade's basic details are shown in the same row, along with the net profit differences.
When a match ias not found, each trade gets its own row, and its Profit and PctGain become the differences for its row.
As in any List Window, you can sort by any column by clicking on its header.
Double-clicking on any row brings up a chart showing both trades (if there was a match):
Once in a chart, the Up and Down arrow keys can be used to cycle through the underlying list.
The Compare Menu, accessible by right-clicking in a Trade Comparison Window or via the menu bar, provides access to all the features of this window type, including some not mentioned above.