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.

Last modified: 10 March 2025