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 information are (from top to bottom): the company's (or fund's) full name, the portfolios that contain this symbol, its asset-class (stock, ETF, ADR, etc), the market (exchange) it's traded at, the period it's been traded, its historical-price data provider, the gain/loss for that particular date (since the Position was entered), its weight (the percentage of account size occupied by this Position), it's Position type (whether a long or short Position), and the number of days it's been held.
If it's a Cash Equivalent symbol (e.g. SHY), the bottom of the tooltip lists the old Position(s) it replaced:
And if it's a Cash Position (and the strategy uses Cash instead of Cash Equivalent) you'll see whether it's a replacement for sold Positions, or a placeholder if none of the instruments passed the Buy (enter) Filters hence no instruments can be ranked and bought:
If the strategy uses Limit Orders, you can see whether the Cash Positions are placeholder for some Limit Buy Orders that weren't filled (thus they're stored as Cash); or a temporary placeholder for those Positions considered sold with the Limit Sell Orders (PB can't know whether such limit orders are filled until the market closes, so cash placeholder is used for that day).
Cash or Cash Equivalent Positions may be grouped together with the parentheses indicating the number of sold Positions they replaced:
Now, 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 (exited) at the day's open.
Some symbols also 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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