-Instrument specs- symbol: EUR CME European Monetary Union Euro ticksize: $0.00005 multiplier: 125000 initPrice: $1.09525 annualDriftPerc: -0.6% endOfYearAbsoluteDrift: -0.0065715 endOfYearAbsoluteDriftAsNumberOfTicks : -131.43 annualVolatilityPerc: 6% endOfYearAbsoluteVolatility: 0.065715 endOfYearAbsoluteVolatilityAsNumberOfTicks : 1314.3 commissionPerUnit: $2.47 rateTicksPerHour: 750/h minOrder: 1 maxMultipleOfMinOrder: 5 maxSpreadAsNumberOfTicks: 2 -Sim params- rnd_Prices_Seed : 422789 rnd_Orders_Seed : 613784 rnd_DelayB : 747648 maxNumberOfpriceIntervals: 10000000 avgOrderRateDay: 0.5 probabilityOfOrderPerTick: 0 targetNumberOfPhases: 4 maxLengthQueue: 2 BernoulliDelayProbability: 1 toleranceOfStructureViolationPerc: 0.5% gainOverStructurePerc: 0.5% minOrderSpacePerc: 0.6% minDistanceEnqueuedOrdersSameSidePerc: 1.9% Phase 1 ΔPnL: $7,843.75 Elapsed hours for 115,212 new ticks at given avg tickrate (750/h): 153.62h (6.4 days) Phase 2 ΔPnL: $9,481.25 Elapsed hours for 321,911 new ticks at given avg tickrate (750/h): 429.22h (17.88 days) Phase 3 ΔPnL: $26,656.25 Elapsed hours for 2,294,520 new ticks at given avg tickrate (750/h): 3059.36h (127.47 days) Phase 4 ΔPnL: $41,281.25 Elapsed hours for 3,759,807 new ticks at given avg tickrate (750/h): 5013.08h (208.88 days) Bid Ask Orders Position PnL Real Unr Delayed (S*) Position PnL Real Unr 1.09525 1.09530 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09520 1.09525 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09520 1.09525 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09515 1.09520 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09515 1.09520 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09515 1.09520 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09515 1.09520 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09510 1.09515 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09505 1.09510 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09510 1.09515 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09505 1.09510 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09505 1.09510 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09500 1.09505 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09495 1.09500 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09495 1.09500 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09490 1.09495 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09495 1.09500 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09495 1.09500 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09495 1.09500 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09495 1.09500 0 0.00 0.00 0.00 0 0.00 0.00 0.00 [skipped 39,988] 1.10190 1.10195 Id0 Sell 3@1.10190 -3 -33.57 0.00 -18.75 -3 -33.57 0.00 -18.75 [skipped 41,442] 1.09485 1.09490 Id1 Sell 5@1.09485 => -8 2554.23 0.00 2593.75 -3 2610.18 0.00 2625.00 [skipped 33,271] 1.10740 1.10745 -8 -9995.77 0.00 -9956.25 Id1 Sell 5@1.10740 [1.09485-->1.10740] -8 -2152.02 0.00 -2112.50 Empty queue ------------------------------------------ [skipped 90,045] 1.11290 1.11295 Id2 Buy 1@1.11295 => -7 -15495.77 -1381.25 -14075.00 -8 -7652.02 0.00 -7612.50 [skipped 111,511] 1.10575 1.10580 Id3 Sell 2@1.10575 -9 -9261.90 -1381.25 -7831.25 -10 -524.40 0.00 -475.00 [skipped 5,535] 1.09980 1.09985 -9 -2568.15 -1381.25 -1137.50 Id2 Buy 1@1.09985 [1.11295-->1.09985] -9 6913.10 256.25 6706.25 Empty queue ------------------------------------------ [skipped 47,893] 1.11695 1.11700 Id4 Buy 2@1.11700 => -7 -21861.90 -5156.25 -16656.25 -9 -12380.65 256.25 -12587.50 [skipped 224,041] 1.13305 1.13310 Id5 Sell 4@1.13305 -11 -35994.16 -5156.25 -30768.75 -13 -30537.91 256.25 -30725.00 [skipped 389,877] 1.14130 1.14135 Id6 Sell 4@1.14130 -15 -47382.67 -5156.25 -42137.50 -17 -43988.92 256.25 -44156.25 [skipped 84,879] 1.14800 1.14805 Id7 Sell 1@1.14800 -16 -59956.36 -5156.25 -54706.25 -18 -58237.61 256.25 -58400.00 [skipped 66,068] 1.16550 1.16555 Id8 Buy 2@1.16555 => -14 -94956.36 -22831.25 -72031.25 -18 -97612.61 256.25 -97775.00 [skipped 66,930] 1.15125 1.15130 Id9 Buy 5@1.15130 -9 -70018.86 -55387.50 -14537.50 -13 -65550.11 -28556.25 -36900.00 [skipped 85,383] 1.13840 1.13845 Id10 Sell 4@1.13840 -13 -55607.37 -55387.50 -106.25 -17 -44713.62 -28556.25 -16043.75 [skipped 140,524] 1.12490 1.12495 Id11 Sell 2@1.12490 -15 -33692.25 -55387.50 21818.75 -19 -16048.50 -28556.25 12631.25 [skipped 504,885] 1.11440 1.11445 -15 -14004.75 -55387.50 41506.25 Id8 Buy 2@1.11445 [1.16555-->1.11445] -17 8889.00 -30318.75 39331.25 [skipped 10,210] 1.11055 1.11060 Id12 Sell 4@1.11055 -19 -6830.76 -55387.50 48700.00 -21 17025.49 -30318.75 47487.50 [skipped 67,784] 1.11825 1.11830 Id13 Sell 2@1.11825 -21 -25140.64 -55387.50 30400.00 -23 -3209.39 -30318.75 27262.50 [skipped 72,053] 1.10970 1.10975 Id14 Buy 3@1.10975 -18 -2696.89 -46650.00 44106.25 -20 21371.86 -28406.25 49931.25 [skipped 96,463] 1.11745 1.11750 Id15 Sell 3@1.11745 -21 -20167.96 -46650.00 26650.00 -23 1963.29 -28406.25 30537.50 [skipped 22,406] 1.10790 1.10795 Id16 Buy 4@1.10795 -17 4900.79 -31006.25 36075.00 -19 29419.54 -14825.00 44412.50 [skipped 93,205] 1.09935 1.09940 -17 23069.54 -31006.25 54243.75 Id4 Buy 2@1.09940 [1.11700-->1.09940] -17 49725.79 -4350.00 54243.75 Empty queue ------------------------------------------ [skipped 49,127] 1.09325 1.09330 Id17 Buy 4@1.09330 -13 36032.04 -6893.75 43093.75 -13 62688.29 19762.50 43093.75 [skipped 34,300] 1.10125 1.10130 Id18 Sell 5@1.10125 => -18 22976.09 -6893.75 30062.50 -13 49688.29 19762.50 30093.75 [skipped 44,199] 1.09000 1.09005 Id19 Buy 2@1.09005 -16 48288.59 5193.75 43287.50 -11 67969.54 31850.00 36287.50 [skipped 103,766] 1.09935 1.09940 Id20 Sell 2@1.09935 -18 29566.21 5193.75 24575.00 -13 55090.91 31850.00 23418.75 [skipped 215,192] 1.10625 1.10630 Id21 Sell 1@1.10625 -19 14030.02 5193.75 9043.75 -14 43867.22 31850.00 12200.00 [skipped 48,750] 1.09915 1.09920 Id22 Buy 3@1.09920 -16 30892.52 13037.50 18062.50 -11 56292.22 39693.75 16781.25 [skipped 205,477] 1.10755 1.10760 Id23 Buy 2@1.10760 -14 14092.52 13775.00 525.00 -9 44742.22 40431.25 4493.75 [skipped 128,936] 1.11765 1.11770 Id24 Sell 2@1.11765 -16 -3604.86 13775.00 -17162.50 -11 33357.34 40431.25 -6881.25 [skipped 46,981] 1.10955 1.10960 Id25 Sell 3@1.10955 -19 12561.57 13775.00 -981.25 -14 44461.27 40431.25 4237.50 [skipped 195,700] 1.09860 1.09865 Id26 Sell 3@1.09860 -22 38534.25 13775.00 25006.25 -17 63590.20 40431.25 23381.25 [skipped 65,427] 1.11075 1.11080 Id27 Buy 1@1.11080 -21 5121.75 13743.75 -8375.00 -16 37771.45 40400.00 -2406.25 [skipped 16,131] 1.10385 1.10390 Id28 Buy 5@1.10390 -16 23234.25 22412.50 1068.75 -11 51571.45 49068.75 2725.00 [skipped 192,684] 1.09225 1.09230 Id29 Buy 2@1.09230 -14 46434.25 24650.00 22031.25 -9 67521.45 50831.25 16912.50 [skipped 16,063] 1.10120 1.10125 Id30 Sell 1@1.10120 -15 30760.56 24650.00 6362.50 -10 57441.51 50831.25 6837.50 [skipped 42,552] 1.10855 1.10860 Id31 Sell 4@1.10855 -19 16934.55 24650.00 -7443.75 -14 48209.25 50831.25 -2375.00 [skipped 11,516] 1.11615 1.11620 Id32 Sell 4@1.11615 -23 -1160.21 24650.00 -25518.75 -18 34864.49 50831.25 -15700.00 Empty queue ------------------------------------------ -Results- priceIntervalCounter: 3,759,807 countRandomOrders: 33 countRandomOrdersUndelayed: 28 countRandomOrdersDelayed: 5 countRandomOrdersDelayedExecuted: 5 countPhases: 4 queueDelayedOrders.Count: 0 Elapsed hours for 3,759,807 new ticks at given avg tickrate (750/h): 5013.08h (208.88 days) PnL differences at phases: Phase 1 ΔPnL: $7,843.75 Phase 2 ΔPnL: $9,481.25 Phase 3 ΔPnL: $26,656.25 Phase 4 ΔPnL: $41,281.25