-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 : 417330 rnd_Orders_Seed : 611758 rnd_DelayB : 794113 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: $6,325.00 Elapsed hours for 83,858 new ticks at given avg tickrate (750/h): 111.81h (4.66 days) Phase 2 ΔPnL: $8,843.75 Elapsed hours for 429,780 new ticks at given avg tickrate (750/h): 573.04h (23.88 days) Phase 3 ΔPnL: $25,168.75 Elapsed hours for 1,980,055 new ticks at given avg tickrate (750/h): 2640.07h (110 days) Phase 4 ΔPnL: $29,312.50 Elapsed hours for 2,487,105 new ticks at given avg tickrate (750/h): 3316.14h (138.17 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 1.09525 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 1.09525 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 1.09525 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 1.09520 1.09525 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09525 1.09530 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09530 1.09535 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09525 1.09530 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09530 1.09535 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09530 1.09535 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09530 1.09535 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09530 1.09535 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09530 1.09535 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09525 1.09530 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1.09530 1.09535 0 0.00 0.00 0.00 0 0.00 0.00 0.00 [skipped 1,253] 1.09440 1.09445 Id0 Sell 2@1.09440 -2 -22.38 0.00 -12.50 -2 -22.38 0.00 -12.50 [skipped 59,442] 1.08725 1.08730 Id1 Sell 4@1.08725 => -6 1720.36 0.00 1750.00 -2 1765.12 0.00 1775.00 [skipped 22,667] 1.09990 1.09995 -6 -7767.14 0.00 -7737.50 Id1 Sell 4@1.09990 [1.08725-->1.09990] -6 -1442.14 0.00 -1412.50 Empty queue ------------------------------------------ [skipped 64,565] 1.09635 1.09640 Id2 Sell 5@1.09635 -11 -5160.59 0.00 -5106.25 -11 1164.41 0.00 1218.75 [skipped 88,902] 1.08820 1.08825 Id3 Buy 3@1.08825 -8 6045.66 1412.50 4687.50 -8 12370.66 2993.75 9431.25 [skipped 35,340] 1.09585 1.09590 Id4 Buy 3@1.09590 -5 -1604.34 -1831.25 281.25 -5 4720.66 4493.75 281.25 [skipped 57,998] 1.10960 1.10965 Id5 Buy 1@1.10965 => -4 -10198.09 -3493.75 -6650.00 -5 -3873.09 4493.75 -8312.50 [skipped 68,221] 1.09305 1.09310 Id6 Buy 4@1.09310 0 -1923.09 -1868.75 0.00 -1 6470.66 6118.75 406.25 [skipped 3,613] 1.08945 1.08950 0 -1923.09 -1868.75 0.00 Id5 Buy 1@1.08950 [1.10965-->1.08950] 0 6920.66 6975.00 0.00 Empty queue ------------------------------------------ [skipped 275,565] 1.07690 1.07695 Id7 Buy 4@1.07695 4 -1967.85 -1868.75 -25.00 4 6875.90 6975.00 -25.00 [skipped 67,255] 1.08450 1.08455 Id8 Sell 5@1.08450 => -1 1820.96 1906.25 -6.25 4 10675.90 6975.00 3775.00 [skipped 64,805] 1.07730 1.07735 Id9 Buy 4@1.07735 3 2687.39 2800.00 -18.75 8 7031.14 6975.00 150.00 [skipped 130,814] 1.06555 1.06560 Id10 Sell 5@1.06555 -2 -1741.24 -1625.00 -12.50 3 -4718.86 -200.00 -4425.00 [skipped 160,223] 1.07260 1.07265 Id11 Buy 1@1.07265 -1 -3503.74 -2512.50 -887.50 4 -2086.30 -200.00 -1787.50 [skipped 161,394] 1.05885 1.05890 Id12 Sell 2@1.05885 => -3 -1807.37 -2512.50 818.75 4 -8961.30 -200.00 -8662.50 [skipped 123,810] 1.08405 1.08410 Id13 Buy 4@1.08410 1 -11268.56 -11143.75 -6.25 8 3593.94 -200.00 3912.50 [skipped 339,466] 1.06105 1.06110 Id14 Sell 4@1.06105 -3 -14177.13 -14025.00 -18.75 4 -19406.06 -7762.50 -11525.00 [skipped 130,613] 1.06975 1.06980 Id15 Buy 1@1.06980 -2 -17439.63 -15118.75 -2187.50 5 -15067.25 -7762.50 -7181.25 [skipped 69,213] 1.09165 1.09170 -2 -22914.63 -15118.75 -7662.50 Id12 Sell 2@1.09165 [1.05885-->1.09165] 3 -1379.75 -5875.00 4618.75 [skipped 54,814] 1.09750 1.09755 -2 -24377.13 -15118.75 -9125.00 Id8 Sell 5@1.09750 [1.08450-->1.09750] -2 791.62 937.50 -12.50 Empty queue ------------------------------------------ [skipped 106,185] 1.10315 1.10320 Id16 Sell 4@1.10315 -6 -25834.39 -15118.75 -10562.50 -6 -665.64 937.50 -1450.00 [skipped 139,152] 1.08945 1.08950 Id17 Buy 3@1.08950 -3 -15559.39 -20525.00 5118.75 -3 9609.36 4643.75 5118.75 [skipped 44,157] 1.08095 1.08100 Id18 Sell 3@1.08095 => -6 -12405.46 -20525.00 8287.50 -3 12796.86 4643.75 8306.25 Empty queue ------------------------------------------ -Results- priceIntervalCounter: 2,487,105 countRandomOrders: 19 countRandomOrdersUndelayed: 14 countRandomOrdersDelayed: 5 countRandomOrdersDelayedExecuted: 5 countPhases: 4 queueDelayedOrders.Count: 0 Elapsed hours for 2,487,105 new ticks at given avg tickrate (750/h): 3316.14h (138.17 days) PnL differences at phases: Phase 1 ΔPnL: $6,325.00 Phase 2 ΔPnL: $8,843.75 Phase 3 ΔPnL: $25,168.75 Phase 4 ΔPnL: $29,312.50