# Calculate daily account value & returns on trading system backtest

Quick question, I'm having a brain freeze. I've done a simple system to practice array based backtesting. I was able to calculate my PnL by subtracting the "close" from the "buyPrice" and multiplying by 50 (point multiplier for ES) and Number of Contacts (1). Now if I want to add a column and calculate the daily account value starting with say an account of \$25,000, what's the best way to do that? I assume I would then add another column using "df.pct_change()" go get the daily returns.

Here is some sample data:

date    open    high    low     close   buyPrice  goLong  long_pnl

9/25/97 1132.2  1135.95 1123.95 1124.95 1144.28   FALSE     0
9/26/97 1124.7  1134.95 1124.7  1131.7  1136.21   FALSE     0
9/29/97 1131.7  1142.95 1128.7  1140.2  1142.26   TRUE     -103
9/30/97 1139.45 1143.7  1131.2  1132.95 1150.27   FALSE     0
10/1/97 1133.95 1144.95 1132.95 1141.95 1143.48   FALSE     0
10/2/97 1141.7  1147.95 1139.45 1147.45 1151.3    FALSE     0
10/3/97 1147.7  1163.95 1140.2  1153.95 1156.76   TRUE     -140.5


And the account value column would look like:

date    open    high    low     close   buyPrice  goLong  long_pnl  **account**

9/25/97 1132.2  1135.95 1123.95 1124.95 1144.28   FALSE     0       25000
9/26/97 1124.7  1134.95 1124.7  1131.7  1136.21   FALSE     0       25000
9/29/97 1131.7  1142.95 1128.7  1140.2  1142.26   TRUE     -103     24897
9/30/97 1139.45 1143.7  1131.2  1132.95 1150.27   FALSE     0       24897
10/1/97 1133.95 1144.95 1132.95 1141.95 1143.48   FALSE     0       24897
10/2/97 1141.7  1147.95 1139.45 1147.45 1151.3    FALSE     0       24897
10/3/97 1147.7  1163.95 1140.2  1153.95 1156.76   TRUE     -140.5   24756.5

• If this is for ES, how do you get OHLC prices that aren't multiples of the minimum tick size? – user42108 Nov 22 '20 at 23:05
• @user42108 : It's back-adjusted continuous contract data from Pinnacle Data Corp. – sslack88 Nov 22 '20 at 23:16
• Prices looked surprisingly neat for back-adjusted - perhaps they're rounded. For your change in account balance, I use the change in futures price and multiplier rather than calculating the % change. – user42108 Nov 23 '20 at 1:12

#Account Value Calculation