Considered is essentially the first state of the trade, when the actual formula "signal" triggers.

Cancelled - Open Cost typically occurs when "Realistic Market Prices" is enabled and a significant gap up or down occurs in price the following day. When this option is enabled (it is enabled by default in the "Trade Options" tab), the trade is delayed until the Open of the following day (which is why you see it attempting to execute the trade on the next date). However, the System Tester calculated the number of shares it could purchase on the date of the signal (Considered). If the share price goes up enough so that you can no longer buy the same number of shares the tester originally wanted to (due to not having enough equity in your account), it will cancel the trade due to open cost.

Cancelled - Zero Size means you did not have enough Equity in your account. This could happen for various reasons. For example, if your default Trade Size is set to "Number of Units" 100, this would mean that if you did not have enough equity to buy 100 units of whatever you're back-testing, it would cancel the trade.

Cancelled - Position Limit occurs when you are in a position and get multiple signals in the same direction in a row (i.e. two "Enter Long" signals) and you have the option set to "Limit the number of simultaneous positions" to 1.

Edited by user Tuesday, February 17, 2015 5:25:11 PM(UTC)  | Reason: Not specified