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How is the profit of back calculated

I am wondering how the profit of the back test is calculated. The back test period is 6/1/2017 to 6/2/2017, but the return is a constant line at -0.2%. Any help will be appreciated. Thank you!

Please find the attached the log of the trading record.

2017-06-01 12:06 five_min_rebalance:564 INFO Buy Equity(67 [ADSK]) pct=0.1 and remove from long list price=111.49
2017-06-01 13:11 five_min_rebalance:564 INFO Buy Equity(128 [ADM]) pct=0.1 and remove from long list price=41.419
2017-06-01 14:36 five_min_rebalance:596 INFO Sell Equity(128 [ADM]) at 41.48
2017-06-01 14:36 five_min_rebalance:596 INFO Sell Equity(67 [ADSK]) at 112.54
2017-06-01 15:11 five_min_rebalance:564 INFO Buy Equity(114 [ADBE]) pct=0.1 and remove from long list price=141.15
2017-06-01 15:46 five_min_rebalance:596 INFO Sell Equity(114 [ADBE]) at 141.17
2017-06-02 12:01 five_min_rebalance:564 INFO Buy Equity(122 [ADI]) pct=0.1 and remove from long list price=80.87
2017-06-02 12:31 stop_loss:628 INFO Close Equity(122 [ADI])at price 80.44
End of logs.

1 response

Hi Chaoyu!

It might be easier to help you if you could attach the back test to your post.