Time Analysis Tab Glossary
Avg Time in Trades - The average time spent in all trades.
Avg Time Between Trades - The average time from trade to trade.
Avg Time in Winning Trades - The average time spent in winning trades.
Avg Time in Losing Trades - The average time spent in losing trades.
Avg # Bars in Winners - The average number of bars that elapsed during winning trades for all closed trades.
Avg # Bars in Losers - The average number of bars that elapsed during losing trades for all closed trades.
Avg Time Between Winning Trades - The average time spent between two winning trades.
Avg Time Between Losing Trades - The average time spent between two losing trades.
Compression - The timeframe using to plot a data bar on the chart to which the strategy is applied.
End Date - The last date in the chart to which the strategy is applied.
Longest flat period - The longest period the strategy refrained from trading, the system's patience measure. Keep in mind long flat periods mean the trader must have patience enough to follow the strategy. An important value to consider.
Max Run-up Date - The date and time the maximum run-up so far occurred.
Max DrawDown Date - The date and time the maximum drawdown so far occurred.
Start Date - The first date in the chart to which the strategy is applied.
Trading Period - The test period in the selected time frame. To set the time frame for displaying the results go to the Time Analysis tab of the Settings dialog box.
Time in the Market - The time that the strategy is in market. The longer the strategy is in the market, the more the strategy equity is exposed to price moves, and consequently the greater the risk.