-Instrument specs- symbol: SI COMEX Silver Index ticksize: $0.005 multiplier: 5000 initPrice: $24.7 annualDriftPerc: 10.14% endOfYearAbsoluteDrift: 2.50458 endOfYearAbsoluteDriftAsNumberOfTicks : 500.916 annualVolatilityPerc: 24.4% endOfYearAbsoluteVolatility: 6.0268 endOfYearAbsoluteVolatilityAsNumberOfTicks : 1205.36 commissionPerUnit: $2.42 rateTicksPerHour: 530/h minOrder: 1 maxMultipleOfMinOrder: 5 maxSpreadAsNumberOfTicks: 3 -Sim params- rnd_Prices_Seed : 388672 rnd_Orders_Seed : 399107 rnd_DelayB : 989951 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: $10,900.00 Elapsed hours for 313,394 new ticks at given avg tickrate (530/h): 591.31h (24.64 days) Phase 2 ΔPnL: $30,500.00 Elapsed hours for 377,412 new ticks at given avg tickrate (530/h): 712.1h (29.67 days) Phase 3 ΔPnL: $38,300.00 Elapsed hours for 413,516 new ticks at given avg tickrate (530/h): 780.22h (32.51 days) Phase 4 ΔPnL: $100,550.00 Elapsed hours for 2,236,305 new ticks at given avg tickrate (530/h): 4219.44h (175.81 days) Bid Ask Orders Position PnL Real Unr Delayed (S*) Position PnL Real Unr 24.700 24.705 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.705 24.710 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.700 24.705 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.705 24.710 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.700 24.705 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.705 24.710 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.705 24.710 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.705 24.710 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.705 24.710 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.705 24.710 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.705 24.710 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.710 24.715 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.715 24.720 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.715 24.720 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.720 24.725 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.715 24.720 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.720 24.725 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.725 24.730 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.720 24.725 0 0.00 0.00 0.00 0 0.00 0.00 0.00 24.715 24.720 0 0.00 0.00 0.00 0 0.00 0.00 0.00 [skipped 25,774] 25.535 25.540 Id0 Sell 2@25.535 -2 -59.68 0.00 -50.00 -2 -59.68 0.00 -50.00 [skipped 29,252] 24.640 24.645 Id1 Buy 3@24.645 1 8860.48 8900.00 -25.00 1 8860.48 8900.00 -25.00 [skipped 14,116] 24.900 24.905 Id2 Buy 4@24.905 5 10041.12 8900.00 1175.00 5 10041.12 8900.00 1175.00 [skipped 17,604] 24.685 24.690 Id3 Sell 1@24.685 => 4 4666.12 9100.00 -4400.00 5 4666.12 8900.00 -4200.00 [skipped 31,967] 24.035 24.040 Id4 Buy 4@24.040 8 -8453.24 9100.00 -17500.00 9 -11703.24 8900.00 -20550.00 [skipped 16,160] 23.505 23.510 Id5 Buy 3@23.510 11 -29742.76 9100.00 -38775.00 12 -35642.76 8900.00 -44475.00 [skipped 10,575] 23.240 23.245 Id6 Buy 5@23.245 16 -44466.96 9100.00 -53475.00 17 -51691.96 8900.00 -60500.00 [skipped 8,917] 23.850 23.855 Id7 Sell 4@23.850 => 12 4333.04 -12000.00 16425.00 17 158.04 8900.00 -8650.00 [skipped 17,103] 24.295 24.300 12 31033.04 -12000.00 43125.00 Id7 Sell 4@24.295 [23.850-->24.295] 13 37983.04 -2000.00 40075.00 [skipped 7,315] 24.825 24.830 Id8 Sell 1@24.825 11 62833.04 -8075.00 71000.00 12 72433.04 -2400.00 74925.00 [skipped 19,255] 24.325 24.330 Id9 Buy 5@24.330 16 35183.84 -8075.00 43375.00 17 42283.84 -2400.00 44800.00 [skipped 53,546] 23.885 23.890 Id10 Buy 2@23.890 18 -75.84 -8075.00 8125.00 19 4824.16 -2400.00 7350.00 [skipped 49,702] 25.085 25.090 18 107924.16 -8075.00 116125.00 Id3 Sell 1@25.085 [24.685-->25.085] 18 118824.16 2825.00 116125.00 [skipped 11,667] 25.085 25.090 Id11 Buy 4@25.090 => 22 107804.80 -8075.00 116025.00 18 118824.16 2825.00 116125.00 Empty queue ------------------------------------------ [skipped 59,347] 24.245 24.250 Id12 Sell 5@24.245 17 15404.80 2350.00 13200.00 13 43224.16 13250.00 30100.00 [skipped 1,328] 24.105 24.110 17 3504.80 2350.00 1300.00 Id11 Buy 4@24.110 [25.090-->24.110] 17 34004.80 13250.00 20900.00 [skipped 4,673] 23.830 23.835 Id13 Sell 3@23.830 => 14 -19870.20 9800.00 -29525.00 17 10629.80 13250.00 -2475.00 Empty queue ------------------------------------------ [skipped 32,682] 24.085 24.090 Id14 Buy 5@24.090 19 -2169.40 9800.00 -11800.00 22 32155.60 13250.00 19075.00 [skipped 2,455] 24.350 24.355 19 23005.60 9800.00 13375.00 Id13 Sell 3@24.350 [23.830-->24.350] 19 61305.60 28500.00 32975.00 Empty queue ------------------------------------------ [skipped 28,335] 24.410 24.415 Id15 Sell 3@24.410 16 28705.60 27275.00 1600.00 16 67005.60 45975.00 21200.00 [skipped 51,854] 24.690 24.695 Id16 Sell 5@24.690 11 51105.60 36275.00 15000.00 11 89405.60 54975.00 34600.00 [skipped 14,602] 25.630 25.635 Id17 Buy 5@25.635 => 16 102656.40 36275.00 66575.00 11 141105.60 54975.00 86300.00 [skipped 70,885] 26.640 26.645 Id18 Buy 2@26.645 => 18 183396.72 36275.00 147325.00 11 196655.60 54975.00 141850.00 [skipped 41,527] 26.920 26.925 Id19 Buy 1@26.925 19 208566.88 36275.00 172500.00 12 212025.76 54975.00 157225.00 [skipped 33,198] 27.125 27.130 Id20 Buy 3@27.130 22 227952.36 36275.00 191900.00 15 224236.24 54975.00 169450.00 [skipped 10,791] 26.945 26.950 Id21 Buy 5@26.950 27 208003.16 36275.00 171975.00 20 210587.04 54975.00 155825.00 [skipped 9,370] 26.110 26.115 Id22 Buy 5@26.115 32 95128.96 36275.00 59125.00 25 126937.84 54975.00 72200.00 [skipped 183,236] 26.545 26.550 Id23 Sell 2@26.545 30 164728.96 62825.00 102175.00 23 181312.84 81525.00 100025.00 [skipped 47,002] 26.370 26.375 Id24 Buy 4@26.375 34 138359.60 62825.00 75825.00 27 161068.48 81525.00 79800.00 [skipped 62,354] 26.125 26.130 Id25 Sell 2@26.125 32 96709.60 73175.00 23825.00 25 127993.48 101675.00 26575.00 [skipped 28,031] 25.690 25.695 Id26 Buy 2@25.695 34 27049.92 73175.00 -45825.00 27 73558.80 101675.00 -27850.00 [skipped 11,819] 25.935 25.940 Id27 Buy 3@25.940 37 68610.40 73175.00 -4250.00 30 106544.28 101675.00 5150.00 [skipped 63,324] 25.740 25.745 Id28 Sell 1@25.740 36 32535.40 76425.00 -43575.00 29 77294.28 109825.00 -32250.00 [skipped 21,555] 25.350 25.355 Id29 Sell 4@25.350 32 -37664.60 96625.00 -133975.00 25 20744.28 134925.00 -113900.00 [skipped 6,845] 25.530 25.535 Id30 Buy 2@25.535 34 -8924.28 96625.00 -105225.00 27 43184.60 134925.00 -91450.00 [skipped 38,624] 24.905 24.910 Id31 Buy 1@24.910 35 -115204.12 96625.00 -211500.00 28 -41220.24 134925.00 -175850.00 [skipped 24,307] 25.435 25.440 Id32 Sell 4@25.435 31 -22454.12 108075.00 -130200.00 24 32979.76 132450.00 -99175.00 [skipped 67,752] 25.600 25.605 Id33 Sell 1@25.600 30 3120.88 107900.00 -104450.00 23 52779.76 124800.00 -71725.00 [skipped 6,457] 25.450 25.455 Id34 Sell 4@25.450 26 -19379.12 94100.00 -113150.00 19 35529.76 93900.00 -58075.00 [skipped 96,541] 25.615 25.620 Id35 Sell 4@25.615 22 2070.88 64825.00 -62425.00 15 51204.76 75550.00 -24050.00 [skipped 54,754] 26.460 26.465 Id36 Buy 1@26.465 23 94991.04 64825.00 30500.00 16 114549.92 75550.00 39300.00 [skipped 27,164] 26.290 26.295 Id37 Sell 3@26.290 20 75441.04 54925.00 20850.00 13 100949.92 78175.00 23075.00 [skipped 75,710] 26.620 26.625 Id38 Sell 3@26.620 17 108441.04 54150.00 54625.00 10 122399.92 81850.00 40850.00 [skipped 27,655] 25.985 25.990 Id39 Buy 2@25.990 19 54406.36 54150.00 600.00 12 90590.24 81850.00 9050.00 [skipped 27,607] 26.410 26.415 Id40 Buy 5@26.415 24 94632.16 54150.00 40850.00 17 115941.04 81850.00 34425.00 [skipped 43,461] 26.750 26.755 Id41 Sell 4@26.750 20 135432.16 66850.00 68950.00 13 144841.04 98325.00 46850.00 [skipped 13,711] 27.095 27.100 Id42 Buy 3@27.100 23 169842.64 66850.00 103375.00 16 167176.52 98325.00 69200.00 [skipped 70,844] 27.590 27.595 Id43 Buy 2@27.595 25 226707.96 66850.00 160250.00 18 206716.84 98325.00 108750.00 [skipped 35,268] 27.120 27.125 Id44 Buy 2@27.125 27 167898.28 66850.00 101450.00 20 164357.16 98325.00 66400.00 [skipped 29,405] 26.775 26.780 Id45 Buy 2@26.780 29 121263.60 66850.00 54825.00 22 129797.48 98325.00 31850.00 [skipped 22,823] 26.400 26.405 Id46 Buy 3@26.405 32 66799.08 66850.00 375.00 25 88457.96 98325.00 -9475.00 [skipped 20,455] 26.560 26.565 Id47 Sell 2@26.560 30 92399.08 68700.00 24125.00 23 108457.96 104525.00 4325.00 [skipped 25,436] 26.385 26.390 Id48 Buy 1@26.390 31 66119.24 68700.00 -2150.00 24 88303.12 104525.00 -15825.00 [skipped 85,108] 25.550 25.555 Id49 Sell 4@25.550 27 -63305.76 59000.00 -121875.00 20 -11896.88 103300.00 -114800.00 [skipped 69,028] 26.590 26.595 Id50 Sell 2@26.590 25 77094.24 65500.00 12025.00 18 92103.12 109300.00 -16800.00 [skipped 11,346] 26.300 26.305 Id51 Buy 4@26.305 29 40724.88 65500.00 -24325.00 22 65883.76 109300.00 -43000.00 [skipped 9,238] 26.755 26.760 Id52 Sell 1@26.755 28 106699.88 69575.00 37575.00 21 115933.76 111000.00 5350.00 [skipped 16,660] 26.360 26.365 Id53 Sell 3@26.360 25 51399.88 85075.00 -33225.00 18 74458.76 110175.00 -35300.00 [skipped 44,227] 25.415 25.420 Id54 Buy 3@25.420 28 -66814.64 85075.00 -151425.00 21 -10680.76 110175.00 -120425.00 [skipped 41,957] 25.260 25.265 Id55 Sell 3@25.260 25 -88514.64 71750.00 -159800.00 18 -26955.76 86000.00 -112525.00 [skipped 104,401] 24.595 24.600 Id56 Buy 1@24.600 26 -171669.48 71750.00 -242950.00 19 -86835.60 86000.00 -172400.00 [skipped 9,214] 24.800 24.805 Id57 Sell 2@24.800 24 -145019.48 55600.00 -200150.00 17 -67360.60 60525.00 -127450.00 Empty queue ------------------------------------------ -Results- priceIntervalCounter: 2,236,305 countRandomOrders: 58 countRandomOrdersUndelayed: 52 countRandomOrdersDelayed: 6 countRandomOrdersDelayedExecuted: 6 countPhases: 4 queueDelayedOrders.Count: 0 Elapsed hours for 2,236,305 new ticks at given avg tickrate (530/h): 4219.44h (175.81 days) PnL differences at phases: Phase 1 ΔPnL: $10,900.00 Phase 2 ΔPnL: $30,500.00 Phase 3 ΔPnL: $38,300.00 Phase 4 ΔPnL: $100,550.00