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Simulation service

Why perform a simulation?

 

What are simulations?

 

Simulations provide a risk free solution to testing a new design of trading system on historical data.

The system you submit may have many different parameters that will need to be tested, such as finding optimal gearing levels that produce draw downs to a satisfactory level so as to suit the personality of the individual trader.

Most systems have inherent "lengths" or "frequency" functions that when varied will speed up of slow down the trading frequency.

Commissions will reflect in results and can be factored into the simulation.

It is important to specify how many combinations of the above that you want tested.

The service includes a large excel file, that reports all relevant information for each period sampled.

Charts are also provided, showing very clearly displayed statistics for the below features.

 

Simulation report includes

  • Closed equity for each period

  • Calculates optimal trade size

  • Employed Capital

  • Short and Long capital employed

  • Open trade profit / loss

  • Biggest losing trade

  • Biggest winning trade

  • Average winning trade

  • Average losing trade

  • Risk per trade

  • Overall risk

  • Number of Long open trades

  • Number of Short open trades

  • Number of total open trades

  • Number of Long closed trades

  • Number of Short closed trades

  • Number of total closed trades

  • Highest gearing used

  • Average gearing used

  • Winner / Loser ratio

  • Risk / Reward ratio

  • Percent winners

  • Percent losers

  • Percent profit / loss

  • Total underwater period

  • Maximum underwater period

  • Average draw down

  • Maximum draw down

  • Running total of commission costs

 

 

 

 

 

Advantages

  • Test your system with ZERO risk

  • Test Real-time and or daily/weekly systems

  • Design your system to suit YOU

  • Know what to expect from REAL trading

  • Test INFINITE system variations

  • Discover pro's and cons of your models

  • Compare all your systems for robustness

  • Plan your financial FUTURE with confidence

  • Avoid catastrophic losses from system bugs

  • Gain a new confidence in following your model

 

 

 

 

 

 

 

 

 

 Submit an enquiry

 

Please include as much information as possible about your system, the data you wish to test it on, the amount of days, months, years you wish to trial, and specify if you wish to provide your own data, official data from the relevant exchange, or a third party providers data.

 

 

Contact

 

 

 

 

 

 

 

 

 

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