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Mariner Backtesting - Outputs

Output

Some outputs are real-time, and some outputs come at the end of the submission.

At the end of the day, there is a download the user can get. You can get your console, matched trade, a list of any open positions, and a list of rejected orders. On matched trades, you can get additional data on the entry and exit. When you get your matched trades, you also get your collected data.

There are multiple forms of output (feedback) that come from the system:

  • Console
    • While a backtest in CloudQuant is running, the system passes information to the user. A lot of important information is given, but some of the most important is what the user puts into the console.
    • The backtest writes data to the system every 10-15 seconds.
  • Info - This is a list of unstructured data the user collects during a backtest.
  • Alerts - Alerts can be multiple lists of structured data the user collects during a backtest.
  • Portfolio - Performance breakdown by symbol by trade date on an entry and market to market basis.
  • Trades - The matched trades from the backtest.
  • Open positions - Open positions at the end of a backtest.
  • Rejects - The rejected orders at the end of a backtest and a reason for their rejection.
  • Reports - Various reports can be generated off of a backtest.

Reports are also part of the download. The user can select these reports when they are about to run a backtest. These reports can be very helpful when looking at your data.