-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 : 918914 rnd_Orders_Seed : 748477 rnd_DelayB : 524720 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: $109,200.00 Elapsed hours for 620,983 new ticks at given avg tickrate (1100/h): 564.53h (23.52 days) Phase 2 ΔPnL: $159,910.00 Elapsed hours for 1,213,860 new ticks at given avg tickrate (1100/h): 1103.51h (45.98 days) Phase 3 ΔPnL: $171,350.00 Elapsed hours for 1,366,811 new ticks at given avg tickrate (1100/h): 1242.56h (51.77 days) Phase 4 ΔPnL: $274,780.00 Elapsed hours for 3,750,426 new ticks at given avg tickrate (1100/h): 3409.48h (142.06 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 2015.7 2015.8 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2015.9 2016.0 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2015.7 2015.8 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2015.9 2016.0 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2015.7 2015.8 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2015.5 2015.6 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2015.7 2015.8 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2015.9 2016.0 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2015.7 2015.8 0 0.00 0.00 0.00 0 0.00 0.00 0.00 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 2015.5 2015.6 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2015.7 2015.8 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2015.9 2016.0 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2016.2 2016.3 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2016.4 2016.5 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2016.6 2016.7 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2016.8 2016.9 0 0.00 0.00 0.00 0 0.00 0.00 0.00 2016.6 2016.7 0 0.00 0.00 0.00 0 0.00 0.00 0.00 [skipped 32,352] 1957.9 1958.0 Id0 Sell 3@1957.9 -3 -44.52 0.00 -30.00 -3 -44.52 0.00 -30.00 [skipped 29,457] 1926.1 1926.2 Id1 Buy 5@1926.2 2 9465.80 9510.00 -20.00 2 9465.80 9510.00 -20.00 [skipped 48,291] 1884.9 1885.0 Id2 Buy 3@1885.0 5 1181.28 9510.00 -8290.00 5 1181.28 9510.00 -8290.00 [skipped 146,496] 2122.0 2122.1 Id3 Sell 1@2122.0 4 119731.28 29090.00 90680.00 4 119731.28 29090.00 90680.00 [skipped 198,460] 2148.3 2148.4 Id4 Buy 5@2148.4 => 9 130177.08 29090.00 101150.00 4 130251.28 29090.00 101200.00 [skipped 49,501] 2167.3 2167.4 Id5 Sell 4@2167.3 5 147277.08 137890.00 9450.00 0 137851.28 137890.00 0.00 [skipped 17,865] 2136.9 2137.0 Id6 Sell 5@2136.9 0 132077.08 132140.00 0.00 -5 137777.08 137890.00 -50.00 [skipped 69,679] 1992.0 1992.1 Id7 Buy 3@1992.1 3 132032.56 132140.00 -30.00 -2 210227.08 181330.00 28960.00 [skipped 28,309] 1929.9 1930.0 3 113402.56 132140.00 -18660.00 Id4 Buy 5@1930.0 [2148.4-->1930.0] 3 222602.56 222710.00 -30.00 Empty queue ------------------------------------------ [skipped 25,072] 1977.5 1977.6 Id8 Sell 2@1977.5 => 1 127682.56 129220.00 -1460.00 3 236882.56 222710.00 14250.00 [skipped 49,423] 1939.9 1940.0 Id9 Buy 1@1940.0 2 123907.72 129220.00 -5230.00 4 225587.72 222710.00 2960.00 [skipped 21,654] 1982.1 1982.2 Id10 Buy 2@1982.2 4 132318.04 129220.00 3190.00 6 242438.04 222710.00 19820.00 [skipped 57,412] 1911.5 1911.6 Id11 Buy 5@1911.6 9 104003.84 129220.00 -25100.00 11 200003.84 222710.00 -22590.00 [skipped 99,551] 1976.2 1976.3 Id12 Sell 2@1976.2 7 162233.84 131250.00 31100.00 9 271173.84 231950.00 39340.00 [skipped 6,096] 1960.5 1960.6 Id13 Sell 5@1960.5 2 151243.84 141580.00 9780.00 4 257043.84 237600.00 19560.00 [skipped 21,932] 1932.3 1932.4 Id14 Buy 1@1932.4 3 145589.00 141580.00 4130.00 5 245749.00 237600.00 8270.00 [skipped 165,762] 1912.4 1912.5 Id15 Sell 5@1912.4 => -2 139589.32 139740.00 -20.00 5 235799.00 237600.00 -1680.00 [skipped 90,428] 1997.1 1997.2 -2 122649.32 139740.00 -16960.00 Id15 Sell 5@1997.1 [1912.4-->1997.1] 0 278149.00 278270.00 0.00 [skipped 13,949] 2019.3 2019.4 -2 118209.32 139740.00 -21400.00 Id8 Sell 2@2019.3 [1977.5-->2019.3] -2 278119.32 278270.00 -20.00 Empty queue ------------------------------------------ [skipped 50,104] 1944.1 1944.2 Id16 Buy 1@1944.2 -1 133249.32 136560.00 -3180.00 -1 293159.32 285780.00 7510.00 [skipped 103,456] 2027.4 2027.5 Id17 Sell 1@2027.4 -2 124904.48 136560.00 -11520.00 -2 284814.48 285780.00 -830.00 [skipped 35,931] 2007.3 2007.4 Id18 Buy 4@2007.4 => 2 128894.80 129060.00 -20.00 -2 288834.48 285780.00 3190.00 [skipped 5,518] 1978.7 1978.8 2 123174.80 129060.00 -5740.00 Id18 Buy 4@1978.8 [2007.4-->1978.8] 2 294524.80 294690.00 -20.00 Empty queue ------------------------------------------ [skipped 2,444] 1989.6 1989.7 Id19 Buy 5@1989.7 7 125280.60 129060.00 -3610.00 7 296630.60 294690.00 2110.00 [skipped 25,408] 1912.1 1912.2 Id20 Buy 5@1912.2 12 70956.40 129060.00 -57910.00 12 242306.40 294690.00 -52190.00 [skipped 9,083] 1925.7 1925.8 Id21 Buy 4@1925.8 16 87217.04 129060.00 -41630.00 16 258567.04 294690.00 -35910.00 [skipped 40,058] 1897.4 1897.5 Id22 Sell 3@1897.4 => 13 41937.04 97830.00 -55680.00 16 213287.04 294690.00 -81190.00 [skipped 79,152] 1803.3 1803.4 Id23 Buy 2@1803.4 15 -80422.64 97830.00 -178030.00 18 62697.36 294690.00 -231770.00 [skipped 166,659] 1702.1 1702.2 Id24 Buy 3@1702.2 18 -232267.16 97830.00 -329860.00 21 -119507.16 294690.00 -413960.00 [skipped 70,605] 1596.0 1596.1 Id25 Sell 2@1596.0 => 16 -423247.16 19090.00 -442100.00 21 -342317.16 294690.00 -636770.00 [skipped 16,279] 1563.0 1563.1 Id26 Buy 2@1563.1 18 -476076.84 19090.00 -494920.00 23 -411646.84 294690.00 -706090.00 [skipped 87,859] 1740.1 1740.2 Id27 Buy 2@1740.2 20 -157326.52 19090.00 -176160.00 25 -4346.52 294690.00 -298780.00 [skipped 29,357] 1755.9 1756.0 Id28 Sell 2@1755.9 18 -125726.52 -27670.00 -97800.00 23 35153.48 250110.00 -214700.00 [skipped 68,374] 1801.4 1801.5 Id29 Sell 3@1801.4 15 -43826.52 -60910.00 17340.00 20 139803.48 193620.00 -53560.00 [skipped 22,834] 1829.3 1829.4 Id30 Buy 2@1829.4 17 -2006.20 -60910.00 59170.00 22 195573.80 193620.00 2220.00 [skipped 155,266] 1683.6 1683.7 Id31 Buy 4@1683.7 21 -249755.56 -60910.00 -188560.00 26 -125025.56 193620.00 -318360.00 [skipped 87,200] 1662.2 1662.3 Id32 Sell 5@1662.2 16 -294695.56 -189990.00 -104420.00 21 -180665.56 53120.00 -233500.00 [skipped 59,483] 1648.9 1649.0 Id33 Buy 2@1649.0 18 -316005.24 -189990.00 -125720.00 23 -208625.24 53120.00 -261450.00 [skipped 26,742] 1621.7 1621.8 Id34 Sell 1@1621.7 17 -364965.24 -220400.00 -144270.00 22 -271185.24 24070.00 -294960.00 [skipped 83,248] 1575.8 1575.9 Id35 Buy 1@1575.9 18 -443010.08 -220400.00 -222310.00 23 -372180.08 24070.00 -395950.00 [skipped 93,963] 1615.4 1615.5 Id36 Buy 4@1615.5 22 -371789.44 -220400.00 -151070.00 27 -281159.44 24070.00 -304910.00 [skipped 71,775] 1634.1 1634.2 Id37 Buy 3@1634.2 25 -330693.96 -220400.00 -109960.00 30 -230713.96 24070.00 -254450.00 [skipped 204,606] 1737.1 1737.2 Id38 Sell 5@1737.1 20 -73193.96 -223190.00 150330.00 25 78286.04 -68920.00 147540.00 [skipped 59,894] 1764.6 1764.7 Id39 Buy 1@1764.7 21 -18208.80 -223190.00 205320.00 26 147021.20 -68920.00 216280.00 [skipped 36,677] 1746.7 1746.8 Id40 Sell 5@1746.7 16 -55798.80 -193440.00 137980.00 21 100481.20 -66910.00 167730.00 [skipped 13,675] 1721.2 1721.3 Id41 Sell 2@1721.2 14 -96598.80 -200510.00 104250.00 19 46931.20 -35290.00 82560.00 [skipped 5,000] 1707.3 1707.4 Id42 Buy 3@1707.4 17 -116103.32 -200510.00 84760.00 22 20476.68 -35290.00 56120.00 [skipped 42,122] 1729.0 1729.1 Id43 Sell 5@1729.0 12 -79213.32 -170920.00 92060.00 17 68216.68 -53080.00 121650.00 [skipped 266,798] 1782.3 1782.4 Id44 Sell 1@1782.3 11 -15253.32 -150280.00 135380.00 16 158826.68 -43220.00 202400.00 [skipped 26,024] 1823.6 1823.7 Id45 Sell 2@1823.6 9 30176.68 -108660.00 139190.00 14 224906.68 -15240.00 240500.00 [skipped 80,478] 1906.4 1906.5 Id46 Sell 1@1906.4 8 104696.68 -79570.00 184620.00 13 340826.68 10500.00 330680.00 [skipped 45,872] 1868.0 1868.1 Id47 Buy 5@1868.1 13 73902.48 -79570.00 153850.00 18 290832.48 10500.00 280710.00 [skipped 72,819] 1852.4 1852.5 Id48 Sell 5@1852.4 8 53622.48 18350.00 35650.00 13 262752.48 129560.00 133570.00 [skipped 220,398] 1824.0 1824.1 Id49 Sell 3@1824.0 5 30902.48 53330.00 -22050.00 10 225832.48 188370.00 37840.00 [skipped 27,589] 1779.6 1779.7 Id50 Buy 5@1779.7 10 8628.28 53330.00 -44300.00 15 181358.28 188370.00 -6610.00 [skipped 79,305] 1974.4 1974.5 10 203428.28 53330.00 150500.00 Id25 Sell 2@1974.4 [1596.0-->1974.4] 13 473558.28 243360.00 230600.00 [skipped 552] 1974.6 1974.7 Id51 Sell 1@1974.6 9 203628.28 63980.00 140050.00 12 473818.28 270080.00 204140.00 Empty queue ------------------------------------------ -Results- priceIntervalCounter: 3,750,426 countRandomOrders: 52 countRandomOrdersUndelayed: 46 countRandomOrdersDelayed: 6 countRandomOrdersDelayedExecuted: 6 countPhases: 4 queueDelayedOrders.Count: 0 Elapsed hours for 3,750,426 new ticks at given avg tickrate (1100/h): 3409.48h (142.06 days) PnL differences at phases: Phase 1 ΔPnL: $109,200.00 Phase 2 ΔPnL: $159,910.00 Phase 3 ΔPnL: $171,350.00 Phase 4 ΔPnL: $274,780.00