Types of profits in OsEngine journals. P/L and their differences.

Hello. In this article, we will discuss types of profits and look at the differences in P/L.

Let's take the robot ZZ Channel for testing and conduct regular tests, obtaining some test results that we will consider.

For the entry volume, let's take a fixed lot size of 5.

For further calculations, let's take one trade:

Now let's open the journal and look at the report table. There, we will see 4 different rows labeled Average P/L:

Average P\L 1 contract.

The average profit value from price movement for one contract, without considering the volume. It's as if we entered with 1 contract.

Without considering the volumes with which we enter. Only the movement of the instrument from entry to exit.

Entry position: 270.

Exit position: 280.

Average P\L chart move = 280 - 270 = +10.

Average P\L chart move 1 contract %.

The average profit value from price movement in percentage terms, without considering the volume. It's as if we entered with 1 contract.

Without considering the volumes with which we enter. Only the movement of the instrument from entry to exit.

Entry position: 270.

Exit position: 280.

Average P\L chart move % = 280 / (270/100) - 100 = 3.7%

IMPORTANT!!!

1. This type of profit is widely used in the OPTIMIZER. Without reference to the volume. Only how much profit the strategy is able to generate from price movement.
2. Volumes are adjusted to the strategy after optimization! During ensembling, finding the optimal F value, and calculating volume changes based on drawdown.

Average P\L classic.

The average profit value from price movement in absolute terms, taking into account the volume.

Entry position: 270.

Exit position: 280.

Volume: 5.

Average P\L portfolio = (280 - 270)  5 = 50.

Average P\L portfolio %.

The average profit value from price movement in percentage terms, taking into account the volume, calculated relative to the previous portfolio value.

Using the example from the chart:

Entry position: 270.

Exit position: 280.

Volume: 5.

Previous portfolio volume: 10000.

Average P/L portfolio % = ((280 - 270)  5) / (10000 / 100) = 0.5%

On the graph. Equity in absolute values.

The graph shows the growth of equity in absolute values. It represents the sum of all profits from positions, displayed as an equity graph. Usually, in the end, it is necessary to look at this chart.

On the graph. Equity Percentage 1 contract

The graph shows the profits from positions in percentage for 1 contract. It can vary greatly from the previous one. And through it, you can observe the stability of the formation you are trading, without the influence of the deposit size. Only the percentage movement that each position takes from the market.

PS: 

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