Portfolio Boss Documentation

History Tab



This tab shows the day-by-day trading history since the beginning of the backtest period. Here you can see the Positions held every single day (for the past several decades!), as well as the average gain between Positions each day.

This tab is located at the “Backtest Strategy” page's report area:




1.  The “Date” column shows the date of each day. It only shows the 5 trading-days of the week, excluding holidays and weekends.




2.  The “Symbol” column shows all Positions held during each date. Remember, the maximum number of Positions held at any given day is set on the “Total Positions to Hold” rule. 



The Positions on each date are sorted left to right from the highest ranked instrument (due to the Ranking Rules). You can click on a symbol to see its price chart on the Instrument Tab. The chart view is automatically centered to the date that you clicked the symbol from (from the “Date” column).




If you hover your mouse over one Position (symbol), a tooltip appears showing you various information. 



The tooltip shows the instrument's description and stock exchange, the gain for that particular date (since the Position was entered). It also shows the instrument's weight, that is, the percentage of your total account balance dedicated to this Position.

Some symbols are enclosed within parentheses. This indicates they're not part of that date's positions, but the previous day's positions that are considered sold at the day's open.



If the strategy uses Limit Orders, you can hover the cursor at the “Cash” Positions to see if some Buy Limit Orders don't get filled (thus they're stored as “Cash”). It's also a temporary placeholder for those Positions considered sold with limit Sell Orders (PB can't know whether they're filled, so cash placeholder is used).



If your strategy uses Cash instead of Cash Equivalent, such Cash Positions also indicate the sold Positions are now stored in Cash. Sold Positions (either in Cash or Cash Equivalent) are grouped together with the parentheses indicating the number of sold Positions:



Note, some symbols have a number within the square brackets:



This indicates currently delisted instruments, with the number showing how many times the delisting happened (an instrument can sink in and out of the OTC market multiple times; ditto with going private and public).



3.  The “Gain” column shows the total gain (or loss) from all positions, for that day, in comparison to the previous day. Each position's gain (or loss) is affected by its weight, that is, how much it comprised the entire portfolio.



This “Gain” column is like a daily performance for that strategy. This is calculated by finding the difference between yesterday and today's account balance, and then dividing the result by yesterday's balance. But keep in mind, the gains shown here may not accurately mirror your trading account. For one, there's the brokerage commissions and slippage that fall outside PB's assumptions. And then there's the possibility that entry and exit prices on your actual trades (especially if using Market Orders) differ slightly from PB's clear-cut opening price.





You can click the header of “Date” or “Gain” column to sort the list, from the latest date (or highest gain) to the oldest date (or lowest gain), and vice versa.




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