TT Backtesting

Analytics reference

Analytics reference

For each piece of analytical data, the results the following values:

  • Long: all trading information regarding long trades (e.g. Largest Gain Long).
  • Short: all trading information regarding short trades (e.g. Largest Gain Short).
  • Total: total trading activity for the selected instrument (e.g. Largest Gain Total).
Field Name Field Type Description
Avg Hold Time Losers Time The average amount of time that the trader is holding onto losing trades.
Avg Hold Time Scratch Time The average amount of time that the trader is holding onto breakeven trades.
Avg Hold Time Winners Time The average amount of time that the trader is holding onto winning trades.
Avg Loss Currency This is the average amount of money lost per losing trade.
Avg Time After Losing Time The average amount of time the trader completed a trade after a losing trade.
Avg Time Between Time Shows the average amount of time the trader was inactive between trades. The numbers under “Winning” and “Losing” are meant to be the same thing, broken down by periods during which the trader had a positive cumulative P/L (Winning) or a negative cumulative P/L (Losing) for the selected instrument.
Avg Total Hold Time Time The average amount of time that the trader is holding onto trades.
Avg Time After Winning Time The average amount of time the trader completed a trade after a winning trade.
Closed P/L Currency This is the total amount of money made or lost on closed positions before transaction fees have been deducted.
Largest Gain Currency Displays the amount of money made on the most profitable trade.
Largest Loss Currency Displays the amount of money lost on the biggest losing trade.
Longest Time Between Time The longest amount of time the trader was inactive between trades.
Losing Trades Integer Shows the total number of losing trades made.
Max Consecutive Losses Integer Shows the maximum number of consecutive losing trades.
Max Consecutive Wins Integer Shows the maximum number of consecutive winning trades.
Open Position Integer Displays position as either long(+), short(-), or flat (0).
Scratch Trades Integer Shows the total number of trades on which money was neither made nor lost.
Shortest Time Between Time The shortest amount of time the trader was inactive between trades.
Total Losing Trade Integer Shows the total amount of money lost on losing trades.
Total Traded Lots Integer Displays the total number of lots traded.
Total Winning Trade Integer Shows the total amount of money made on profitable trades.
Winning Trades Integer Shows the total number of profitable trades made.