-Instrument specs- symbol: GC COMEX Gold ticksize: $0.1 multiplier: 100 initPrice: $2015.5 annualDriftPerc: 7.78% endOfYearAbsoluteDrift: 156.8059 endOfYearAbsoluteDriftAsNumberOfTicks : 1568.059 annualVolatilityPerc: 28.5% endOfYearAbsoluteVolatility: 574.4175 endOfYearAbsoluteVolatilityAsNumberOfTicks : 5744.175 commissionPerUnit: $2.42 rateTicksPerHour: 1100/h minOrder: 1 maxMultipleOfMinOrder: 5 maxSpreadAsNumberOfTicks: 3 -Sim params- rnd_Prices_Seed : 349267 rnd_Orders_Seed : 294543 rnd_DelayB : 322282 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: $71,880.00 Elapsed hours for 2,245,958 new ticks at given avg tickrate (1100/h): 2041.78h (85.07 days) Phase 2 ΔPnL: $175,980.00 Elapsed hours for 4,593,248 new ticks at given avg tickrate (1100/h): 4175.68h (173.99 days) Phase 3 ΔPnL: $196,720.00 Elapsed hours for 5,570,280 new ticks at given avg tickrate (1100/h): 5063.89h (211 days) Phase 4 ΔPnL: $264,690.00 Elapsed hours for 6,440,678 new ticks at given avg tickrate (1100/h): 5855.16h (243.97 days) Bid Ask Orders Position PnL Real Unr Delayed (S*) Position PnL Real Unr 2015.5 2015.6 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2015.3 2015.4 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2015.1 2015.2 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2014.8 2014.9 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2014.6 2014.7 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2014.8 2014.9 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2015.1 2015.2 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2014.8 2014.9 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2014.6 2014.7 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2014.4 2014.5 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2014.2 2014.3 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2014.4 2014.5 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2014.6 2014.7 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2014.4 2014.5 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2014.6 2014.7 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2014.8 2014.9 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2015.1 2015.2 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2014.8 2014.9 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2014.6 2014.7 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2014.8 2014.9 0 0.00 0.00 0.00 0 0.00 0.00 0.00 [skipped 1,749] 2016.7 2016.8 Id0 Sell 1@2016.7 -1 -14.84 0.00 -10.00 -1 -14.84 0.00 -10.00 [skipped 29,639] 1977.7 1977.8 Id1 Buy 3@1977.8 2 3855.48 3890.00 -20.00 2 3855.48 3890.00 -20.00 [skipped 255,935] 1833.6 1833.7 Id2 Buy 1@1833.7 3 -24979.36 3890.00 -28850.00 3 -24979.36 3890.00 -28850.00 [skipped 124,928] 1873.3 1873.4 Id3 Sell 5@1873.3 => -2 -13099.04 -13050.00 -20.00 3 -13069.36 3890.00 -16940.00 [skipped 41,946] 1860.7 1860.8 Id4 Buy 5@1860.8 3 -10623.56 -10550.00 -30.00 8 -16923.56 3890.00 -20770.00 [skipped 208,703] 1879.0 1879.1 Id5 Sell 3@1879.0 0 -5133.56 -5090.00 0.00 5 -2283.56 -11340.00 9100.00 [skipped 15,642] 1913.0 1913.1 Id6 Buy 1@1913.1 1 -5148.40 -5090.00 -10.00 6 14701.60 -11340.00 26090.00 [skipped 172,476] 1818.0 1818.1 Id7 Buy 2@1818.1 3 -14678.08 -5090.00 -9530.00 8 -42328.08 -11340.00 -30930.00 [skipped 76,889] 1875.5 1875.6 Id8 Buy 4@1875.6 7 2512.56 -5090.00 7680.00 12 3612.56 -11340.00 15030.00 [skipped 231,561] 1855.5 1855.6 Id9 Sell 5@1855.5 2 -11487.44 -7390.00 -4020.00 7 -20387.44 -13990.00 -6320.00 [skipped 16,385] 1808.7 1808.8 Id10 Sell 3@1808.7 => -1 -20862.28 -20770.00 -10.00 7 -53147.44 -13990.00 -39080.00 [skipped 117,896] 1792.6 1792.7 Id11 Buy 2@1792.7 1 -19267.12 -19170.00 -10.00 9 -64447.12 -13990.00 -50370.00 [skipped 48,140] 1758.7 1758.8 Id12 Sell 2@1758.7 -1 -22671.96 -22570.00 -10.00 7 -94957.12 -35370.00 -59500.00 [skipped 53,685] 1786.7 1786.8 Id13 Buy 5@1786.8 4 -25531.32 -25380.00 -40.00 12 -75431.32 -35370.00 -39950.00 [skipped 4,353] 1766.8 1766.9 Id14 Buy 4@1766.9 8 -33550.68 -25380.00 -8040.00 16 -99370.68 -35370.00 -63870.00 [skipped 174,682] 1734.6 1734.7 Id15 Buy 2@1734.7 10 -59340.36 -25380.00 -33820.00 18 -150920.36 -35370.00 -115410.00 [skipped 129,978] 1713.4 1713.5 Id16 Sell 1@1713.4 9 -80540.36 -32720.00 -47680.00 17 -189080.36 -45840.00 -143100.00 [skipped 19,876] 1664.2 1664.3 Id17 Sell 3@1664.2 6 -124820.36 -69500.00 -55180.00 14 -272720.36 -109260.00 -163320.00 [skipped 77,916] 1778.5 1778.6 Id18 Buy 5@1778.6 11 -56314.56 -69500.00 13350.00 19 -112774.56 -109260.00 -3350.00 [skipped 74,442] 1892.3 1892.4 11 68865.44 -69500.00 138530.00 Id10 Sell 3@1892.3 [1808.7-->1892.3] 16 103445.44 -87670.00 191280.00 [skipped 266,514] 1890.3 1890.4 Id19 Sell 2@1890.3 9 66665.44 -44820.00 111650.00 14 100245.44 -66970.00 167380.00 [skipped 82,848] 1926.8 1926.9 Id20 Buy 4@1926.9 13 99456.08 -44820.00 144460.00 18 151286.08 -66970.00 218440.00 [skipped 19,213] 1966.9 1967.0 13 151586.08 -44820.00 196590.00 Id3 Sell 5@1966.9 [1873.3-->1966.9] 13 223466.08 27060.00 196590.00 Empty queue ------------------------------------------ [skipped 217,948] 1985.1 1985.2 Id21 Buy 4@1985.2 => 17 175186.72 -44820.00 220210.00 13 247126.08 27060.00 220250.00 [skipped 84,382] 1940.6 1940.7 Id22 Sell 2@1940.6 15 99536.72 -10080.00 109820.00 11 189276.08 61800.00 127660.00 [skipped 36,399] 2013.2 2013.3 Id23 Sell 2@2013.2 13 208436.72 45620.00 163020.00 9 269136.08 117500.00 151820.00 [skipped 259,712] 2041.3 2041.4 Id24 Sell 1@2041.3 12 244966.72 71890.00 173280.00 8 294426.08 143770.00 150840.00 [skipped 25,710] 2064.4 2064.5 Id25 Buy 2@2064.5 => 14 272657.04 71890.00 200980.00 8 312906.08 143770.00 169320.00 [skipped 35,951] 2081.3 2081.4 Id26 Buy 1@2081.4 15 296302.20 71890.00 224630.00 9 326411.24 143770.00 182830.00 [skipped 369,612] 2027.0 2027.1 Id27 Sell 2@2027.0 13 214852.20 121570.00 93500.00 7 277541.24 193450.00 84280.00 [skipped 55,285] 1971.7 1971.8 Id28 Buy 1@1971.8 14 142947.36 121570.00 21600.00 8 238816.40 193450.00 45560.00 [skipped 20,304] 2009.8 2009.9 Id29 Buy 3@2009.9 17 196242.84 121570.00 74910.00 11 269251.88 193450.00 76010.00 [skipped 321,338] 2038.6 2038.7 Id30 Sell 4@2038.6 13 245202.84 195910.00 49530.00 7 300931.88 267790.00 33350.00 [skipped 8,312] 2075.5 2075.6 Id31 Buy 4@2075.6 17 293113.48 195910.00 97460.00 11 326702.52 267790.00 59140.00 [skipped 69,756] 2093.0 2093.1 Id32 Buy 1@2093.1 18 322848.64 195910.00 127200.00 12 345937.68 267790.00 78380.00 [skipped 210,878] 2079.0 2079.1 Id33 Sell 5@2079.0 13 297648.64 254470.00 43440.00 7 329137.68 315600.00 13770.00 [skipped 53,169] 2038.0 2038.1 Id34 Sell 5@2038.0 8 244348.64 256730.00 -12120.00 2 300437.68 309940.00 -9270.00 [skipped 242,612] 1918.3 1918.4 Id35 Sell 5@1918.3 3 148588.64 197790.00 -48940.00 -3 276453.16 276730.00 -30.00 [skipped 124,523] 2017.4 2017.5 Id36 Sell 3@2017.4 0 178318.64 178580.00 0.00 -6 246678.64 276730.00 -29790.00 [skipped 111,651] 1959.9 1960.0 Id37 Buy 1@1960.0 1 178303.80 178580.00 -10.00 -5 281178.64 272560.00 8880.00 [skipped 52,074] 1845.1 1845.2 1 166823.80 178580.00 -11490.00 Id25 Buy 2@1845.2 [2064.5-->1845.2] -3 338578.64 287180.00 51660.00 [skipped 14,136] 1872.9 1873.0 Id38 Sell 2@1872.9 -1 169588.96 169870.00 -10.00 -5 330208.96 287180.00 43300.00 [skipped 16,091] 1834.5 1834.6 -1 173428.96 169870.00 3830.00 Id21 Buy 4@1834.6 [1985.2-->1834.6] -1 349408.96 345850.00 3830.00 [skipped 7,332] 1814.8 1814.9 Id39 Sell 2@1814.8 => -3 175369.28 169870.00 5780.00 -1 351378.96 345850.00 5800.00 Empty queue ------------------------------------------ [skipped 19,170] 1797.7 1797.8 Id40 Sell 2@1797.7 -5 180469.60 169870.00 10890.00 -3 353059.28 345850.00 7490.00 [skipped 424,214] 1838.2 1838.3 Id41 Sell 2@1838.2 -7 160189.92 169870.00 -9380.00 -5 340879.60 345850.00 -4680.00 [skipped 39,521] 1853.4 1853.5 Id42 Sell 3@1853.4 -10 149505.40 169870.00 -20050.00 -8 333235.08 345850.00 -12310.00 [skipped 20,782] 1895.1 1895.2 Id43 Sell 3@1895.1 -13 107760.88 169870.00 -61780.00 -11 299830.56 345850.00 -45700.00 [skipped 130,739] 1776.1 1776.2 Id44 Buy 2@1776.2 -11 262460.88 183400.00 79390.00 -9 430730.56 357670.00 73380.00 [skipped 322,084] 1918.5 1918.6 -11 105820.88 183400.00 -77250.00 Id39 Sell 2@1918.5 [1814.8-->1918.5] -11 302540.88 357670.00 -54800.00 [skipped 20,516] 1959.7 1959.8 Id45 Buy 1@1959.8 => -10 60500.88 168900.00 -108070.00 -11 257220.88 357670.00 -100120.00 Empty queue ------------------------------------------ [skipped 78,399] 1992.3 1992.4 Id46 Buy 5@1992.4 -5 27900.88 85220.00 -56990.00 -6 221360.88 279560.00 -57870.00 [skipped 108,853] 2010.9 2011.0 Id47 Sell 3@2010.9 -8 18556.36 85220.00 -66320.00 -9 210156.36 279560.00 -69060.00 [skipped 29,824] 1956.1 1956.2 Id48 Buy 3@1956.2 -5 62396.36 58550.00 4190.00 -6 259476.36 257060.00 2760.00 [skipped 27,387] 1917.6 1917.7 Id49 Buy 3@1917.7 -2 81646.36 63350.00 18640.00 -3 282576.36 254960.00 27960.00 [skipped 100,184] 2051.6 2051.7 Id50 Buy 4@2051.7 => 2 54816.68 55190.00 -20.00 -3 242376.36 254960.00 -12240.00 [skipped 123,793] 2030.4 2030.5 Id51 Sell 1@2030.4 1 50576.68 53060.00 -2130.00 -4 248721.52 254960.00 -5890.00 [skipped 44,417] 2006.1 2006.2 Id52 Buy 2@2006.2 3 48117.00 53060.00 -4580.00 -2 258441.52 255900.00 2890.00 [skipped 133,523] 1960.7 1960.8 Id53 Buy 1@1960.8 4 34482.16 53060.00 -18210.00 -1 267521.52 260910.00 6960.00 [skipped 43,964] 1943.7 1943.8 Id54 Sell 5@1943.7 -1 27667.32 28050.00 -10.00 -6 269147.32 260910.00 8610.00 [skipped 98,196] 1990.8 1990.9 Id55 Buy 2@1990.9 1 22942.48 23330.00 -10.00 -4 240887.32 260140.00 -18880.00 [skipped 53,566] 1965.1 1965.2 Id56 Buy 5@1965.2 6 20298.28 23330.00 -2630.00 1 251152.48 251540.00 -10.00 [skipped 37,543] 1898.7 1898.8 6 -19541.72 23330.00 -42470.00 Id50 Buy 4@1898.8 [2051.7-->1898.8] 5 244453.12 251540.00 -6690.00 Empty queue ------------------------------------------ -Results- priceIntervalCounter: 6,440,678 countRandomOrders: 57 countRandomOrdersUndelayed: 50 countRandomOrdersDelayed: 7 countRandomOrdersDelayedExecuted: 7 countPhases: 4 queueDelayedOrders.Count: 0 Elapsed hours for 6,440,678 new ticks at given avg tickrate (1100/h): 5855.16h (243.97 days) PnL differences at phases: Phase 1 ΔPnL: $71,880.00 Phase 2 ΔPnL: $175,980.00 Phase 3 ΔPnL: $196,720.00 Phase 4 ΔPnL: $264,690.00