Trade history: forecast versus outcome
Short version for experts: tables, lists and screenshots only.
Words in this lesson (8)
What's on the screen
"Trade history" shows closed trades. For each one — what MAMAY promised at entry and what came out at exit.
At the top:
- Total P&L — the overall result and a breakdown by trade type.
- Average accuracy — how closely, on average, the outcome matches the forecast.
- Sorting — by close date, by result, by forecast, by accuracy, by holding time.
Below are zones by trade type: "Arbitrage (spot-futures / futures-futures)", "Spot rebalancing", "Range-flip scalping". Each zone has its own mini summary in the header: the share of winning trades (WR), the total and the average result.
The columns of the "Arbitrage" zone
| Column | Meaning |
|---|---|
| Symbol | the coin |
| Long / Short | where the buy leg and the sell leg were |
| Capital | how much money was tied up |
| Held | how long the trade lasted |
| Forecast NET | the net result the calculation promised at entry |
| Actual P&L | what actually happened |
| Funding | how much funding brought or took |
| Accuracy | outcome ÷ forecast, % |
| Closed | when |
In the "Spot rebalancing" zone, instead of legs there's the route (from → to), the buy and sell prices, the effective spread, "Plan NET", "Actual NET" and the "Deviation" between them.
How to read accuracy
| Accuracy | What it means |
|---|---|
| around 100% | the calculation came true |
| 30–80% | there's a profit, but part of it was lost along the way |
| around 0% | working to pay the fees |
| negative | expected a profit — got a loss |
Click a trade — MAMAY shows a breakdown: why the outcome differed from the forecast. Typical reasons:
- the position was closed before the spread converged (an early exit);
- a funding opportunity was closed before the first payment — no funding income was received at all;
- the spread at the moment of execution was worse than at the moment of the signal.
What to look at in the screenshot above
Look at the "Arbitrage" zone: 58 trades, 34% winners, a total of −$64.59. In every visible row the forecast is positive (+$1.70 … +$6.24), and the outcome negative. Accuracy from −6% to −69%.
This isn't "bad luck". When all trades of one type go against the forecast, it means the forecast for that type is systematically too high or the exit happens too early. The conclusion is in the lesson "Review: an arbitrage trade that didn't converge".
Next to it, the "Spot rebalancing" zone — 93% winners and a profit. The same program, the same market, a different trade type. That's exactly the kind of comparison history is for.