Dear All,
We have released logging for Rank Performance similar to screener backtests. You enable logging by checking the ‘Save Log’ check box then click on VIEW LOG when the backtest finishes.
Please see sample below for the DOW30 rank performance test with 5 buckets and 0.1% slippage. The report is divided in three sections:
Settings: shows you the settings for the run
Details: for each period each bucket performance is shown, the slippage “paid” during that period (stocks moving into the bucket), and up to 30 stocks details (start/end price, %return, and * if new stock)
Summary: formatted table to easily chart bucket performance
Let us know of any issues/questions
NOTE: only one log is kept, each time you do a Rank Performance it is over-written
