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Pair calculation table

Table of trades

There are all parameters of all pair trades summarized in the trade table The following are provided:
  • Entry values: Date, CloseA, CloseB
  • Exit values: Date, CloseA, CloseB
  • Profit/Loss realized for Stock A, B, commission, total profit/loss

Pair calculation table

Pair calculation table contains complete data used for pair model calculation. Each line of the table corresponds to one business day. The following is provided:
  • entry values: date, CloseA, CloseB
  • subresults: ratio CloseA/CloseB, moving average of the ratio, standard deviation, relative standard deviation
  • executed trades, including open profit/loss value

Meaning of individual columns is described in the model description.

Both tables can be exported for further analysis and evaluation to e.g. MS Excel using Ctrl+C, Ctrl+V.