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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: Net profit
  • Performance: Gross profit
  • Performance: Gross loss
  • Performance: Max run-up
  • Performance: Max drawdown
  • Performance: Buy & hold return
  • Risk/performance ratios: Sharpe ratio
  • Risk/performance ratios: Sortino Ratio
  • Risk/performance ratios: Profit factor
  • Performance: Max contracts held
  • Trades analysis: Open PL
  • Performance: Commission paid
  • Trades analysis: Total trades
  • Trades analysis: Total open trades
  • Trades analysis: Winning trades
  • Trades analysis: Losing trades
  • Trades analysis: Percent profitable
  • Trades analysis: Avg trade
  • Trades analysis: Avg winning trade
  • Trades analysis: Avg losing trade
  • Trades analysis: Ratio avg win / avg loss
  • Trades analysis: Largest Winning Trade
  • Trades analysis: Largest Losing Trade
  • Trades analysis: Avg # Bars in Trades
  • Trades analysis: Avg # Bars in Winning Trades
  • Trades analysis: Avg # Bars in Losing Trades
  • Risk/performance ratios: 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

Select market data provided by ICE Data services. Select reference data provided by FactSet. Copyright © 2025 FactSet Research Systems Inc.© 2025 TradingView, Inc.

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