Trading Positions Summary Report
This report provides a summary of all positions taken by the strategy during the backtest period. It is divided into three main sections:
Total Trades: Covers all positions executed by the strategy.
Long Trades: Includes only long positions.
Short Trades: Includes only short positions.
Each section is further broken down into three parts:
Total: Represents the overall performance of the section.
Win: Shows the performance of positions that closed in profit.
Loss: Shows the performance of positions that closed at a loss.
Total
The Total section reports the metrics shown in the table below.
Metric | Description |
|---|---|
Net Return (%) | The total return generated by the strategy, reported in percent. |
Worst Return (%) | The largest loss incurred by the strategy during the backtest period. |
Number of Positions | The total number of positions opened by the strategy during the backtest period. |
Worst Daily Return (%) | The worst return the strategy has in a single day. |
Last Position's Date | The opening date of the most recent position. |
First Position's Date | The opening date of the first position that the strategy opens. |
Mean Number of Entries | The average number of entries the strategy makes each time it opens a position, including pyramiding entries. |
Average Position's Duration | The average time a position remains open. |
Max Position's Duration | The longest duration a position remained open during the backtest period. |
Average Return (%) | The average return per position in the backtest period, reported in percent. |
Best Return (%) | The highest return made by a single position. |
First Position's Date | The opening date of the first position. |
Positions Duration (Multi-pairs mode only) | The total time that all positions take together. |
Min Position's Duration | The shortest time a position remained open during the backtest period. |
Win
The Win part in each section reports the metrics shown in the table below.
Metric | Description |
|---|---|
Net Return (%) | The total return generated by the strategy, reported in percent. |
Average Return (%) | The average return per profitable position in the backtest period. |
Number of Positions | The total number of positions opened and closed in profit during the backtest period. |
Positions' Duration | The total time all profitable positions remained open. |
Average Position's Duration (Multi-pairs mode only) | The average duration of profitable positions. |
Max Sequence | The maximum number of consecutive profitable positions. |
Mean Number of Entries | The average number of entries the strategy has in positions closed profit, including pyramiding entries. |
Loss
The metrics shown in the table below are reported in the Loss section.
Metric | Description |
|---|---|
Net Return (%) | The total loss incurred by the strategy, reported in percent. |
Average Return (%) | The average loss per position that resulted in a loss during the backtest period. |
Number of Positions | The total number of positions opened and closed at a loss during the backtest period. |
Positions' Duration | The total time all losing positions remained open. |
Average Position's Duration (Multi-pairs mode only) | The average duration of positions that resulted in a loss. |
Max Sequence | The maximum number of consecutive positions that were all closed in loss. |
Mean Number of Entries | The average number of entries the strategy has in positions closed loss, including pyramiding entries. |
Positions Table
This table shows details of all positions during the backtest. The report includes the information shown in the table below.
Metric | Description |
|---|---|
Position ID | A unique Id dedicated to a position so that you can find it later. |
Side | The type of the position; this can be Long or Short. |
Return (%) | The return of the position reported in percent. |
Portfolio Return (%) | The effect of the return in the strategy's portfolio reported in percent. (Portfolio Mode Only) |
Close Date | The time at which the position was closed. |
Open Rate | The rate of the asset at the time the position was opened. |
Open Date | The time at which the position was opened. |
Close Rate | The rate of the asset at the time the position was closed. |
Average Rate | The effective position's open rate considering pyramiding entries. |
Number of Entries | The total number of entries the position has including the initial entry and all pyramiding entries. |
Close Reason | The rationale behind closing the position. |
Status | Indicates the status of a position, which can be either open or closed. A position remains open if it is not closed before the final day of the backtest period; otherwise, it is closed. |
Min Rate | The minimum rate of the asset during the position. |
Min Rate's Date | The time at which the rate reaches its minimum while the position is open. |
Max Rate | The maximum rate the asset reaches during the position. |
Max Rate's Date | The time at which the rate reaches its maximum while the position is open. |
Run-up (%) | The maximum return of the position during when it was open, reported in percent. |
Drawdown (%) | The maximum loss of the position during when it was open, reported in percent. |
Duration | The duration of the position. |
Pair | The trading pair involved in the position. (Portfolio Mode Only) |