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Pine Script™
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I'd like to know more about values in the Strategy Tester Report
I'd like to know more about values in the Strategy Tester Report
Overview tab
Overview: Equity
Overview: Drawdown
Overview: Buy & hold equity
Performance Summary Tab
Performance Summary: Net Profit
Performance Summary: Gross Profit
Performance Summary: Gross Loss
Performance Summary: Max Run-up
Performance Summary: Max Drawdown
Performance Summary: Buy & Hold Return
Performance Summary: Sharpe Ratio
Performance Summary: Sortino Ratio
Performance Summary: Profit Factor
Performance Summary: Max Contracts Held
Performance Summary: Open PL
Performance Summary: Commission Paid
Performance Summary: Total Closed Trades
Performance Summary: Total Open Trades
Performance Summary: Number Winning Trades
Performance Summary: Number Losing Trades
Performance Summary: Percent Profitable
Performance Summary: Avg Trade
Performance Summary: Avg Winning Trade
Performance Summary: Avg Losing Trade
Performance Summary: Ratio Avg Win / Avg Loss
Performance Summary: Largest Winning Trade
Performance Summary: Largest Losing Trade
Performance Summary: Avg # Bars in Trades
Performance Summary: Avg # Bars in Winning Trades
Performance Summary: Avg # Bars in Losing Trades
Performance Summary: Margin Calls
List Of Trades Tab
List Of Trades: Trade #
List Of Trades: Type
List Of Trades: Signal
List Of Trades: Date/Time
List Of Trades: Price
List Of Trades: Contracts
List Of Trades: Profit
List Of Trades: Cumulative Profit
List Of Trades: Run-up
List Of Trades: Drawdown