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Positions Return-Duration

The Positions Return-Duration Plot is a scatter plot that visualizes the relationship between the return and holding duration of each position during a backtest.

  • X-Axis (Return (%)): Represents the return of each position in percent.

  • Y-Axis (Duration in Days): Indicates how long each position was held before closing.

  • Data Points: Each dot represents a single position, plotted based on its return and duration. The run-up and drawdown of each position are depicted with two bars, indicating the maximum profit and loss while the position was open.

Daily Returns Chart
Last modified: 10 March 2025