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Gross Loss and Gross Win Analyzer
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Hello,
I would like to add the Gross Win and the Gross Loss to my backtest report.
However, I couldn't find it in the analyzers.How could I calculate these values ?
Cheers,
Marketwizard -
@marketwizard The trade analyzer provides gross wins and losses. Here's a sample output. Net would be net of commission.
Item Value total_total 2 total_open 0 total_closed 2 streak_won_current 0 streak_won_longest 0 streak_lost_current 2 streak_lost_longest 2 pnl_gross_total -3045.9996 pnl_gross_average -1522.9998 pnl_net_total -3045.9996 pnl_net_average -1522.9998 won_total 0 won_pnl_total 0 won_pnl_average 0 won_pnl_max 0 lost_total 2 lost_pnl_total -3045.9996 lost_pnl_average -1522.9998 lost_pnl_max -1841.1436 long_total 1 long_pnl_total -1204.85599999999 long_pnl_average -1204.85599999999 long_pnl_won_total 0 long_pnl_won_average 0 long_pnl_won_max 0 long_pnl_lost_total -1204.85599999999 long_pnl_lost_average -1204.85599999999 long_pnl_lost_max -1204.85599999999 long_won 0 long_lost 1 short_total 1 short_pnl_total -1841.1436 short_pnl_average -1841.1436 short_pnl_won_total 0 short_pnl_won_average 0 short_pnl_won_max 0 short_pnl_lost_total -1841.1436 short_pnl_lost_average -1841.1436 short_pnl_lost_max -1841.1436 short_won 0 short_lost 1 len_total 688 len_average 344 len_max 379 len_min 309 len_won_total 0 len_won_average 0 len_won_max 0 len_lost_total 688 len_lost_average 344 len_lost_max 379 len_lost_min 309 len_long_total 379 len_long_average 379 len_long_max 379 len_long_min 379 len_long_won_total 0 len_long_won_average 0 len_long_won_max 0 len_long_won_min 9.22337203685478E+018 len_long_lost_total 379 len_long_lost_average 379 len_long_lost_max 379 len_long_lost_min 379 len_short_total 309 len_short_average 309 len_short_max 309 len_short_min 309 len_short_won_total 0 len_short_won_average 0 len_short_won_max 0 len_short_won_min 9.22337203685478E+018 len_short_lost_total 309 len_short_lost_average 309 len_short_lost_max 309 len_short_lost_min 309 -
@run-out I mean the total gross loss (sum of all losing trades in $) and the total gross win (sum of all winning trades in $).
It this case it will be the "lost_pnl_total" and the "win_pnl_total" ? -
@marketwizard I believe that's correct what you say.
