Trade list doesn't match Detailed Log

Hi, I am backtesting a basic sector monthly rotational system but the trade list does not match the detailed log. Analysing the formula, the detailed log is correct but the trade list isn't. However, there has to be an error somewhere and I don't know how to find it, can you help?




Both are generated by the same code so they produce the same output. User error.

Sorry, I don’t understand, can you please clarify what you mean by user error?

My problem is, when the trade list differs from the detailed log, which one is the backtesting using for CAR, RAR, MDD calculations?

How can I trust the system?

Thanks again,


Can you highlight an example of where they don’t match? It’s not clear from your screenshots where the mismatch is (if any).

As @Tomasz says, they are both generated from the same process, so there should be no mismatch.

Sorry both, it’s definitely my mistake. I thought the first trade of xlb shown as the first trade in the detailed log didn’t appear in the trade list but it does in line four, so it’s my mistake for not reading the trade list correctly. I am sorry.

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