report metrics

the exhaustive list of metrics shown as part of the Backtest Report

CAGR

compounded annual growth rate aka CAGR is the annualised average rate of return that the strategy would have generated. it is calculated from start to end date given in the strategy

note: when the date range is less than 1 year, then the results are un-annualised

Maximum Drawdown

Drawdown(DD) generally refers to the 'peak-to-trough' decline. Maximum Drawdown refers to the difference between the peak/highest point/profits (also, highest account value) and the lowest point from that highest point during the holding period of the series of trades you've made with the strategy and the given scrip

Maximum Drawdown %

Maximum Drawdown % refers to the Maximum Drawdown you've incurred on top of the peak/highest point/profits your account value would've reached

Net PL

Net Profit & Loss refers to the total profit or loss you've incurred for all trades you made with the strategy during the holding period

Net PL %

Net Profit & Loss % refers to the net profits & loss you've made on top of the initially deployed capital

Avg Net PL

Average Net Profit & Loss refers to the total profit or loss divided by the number of trades made with the strategy during the holding period

Avg Net PL %

Average Net Profit & Loss % refers to the average net profits & loss you've made on top of the initially deployed capital

Capital Deployed

Initial Capital Deployed in the given trade for each scrip

Account Value

Account Value refers to the value of the capital you deployed plus the Net profit & loss you've made over a series of trades with the strategy during the holding period

Total Days Spent

Total number of days spent refers to the actual number of days the trade was held, otherwise called as the holding period

Total Trades

Total number of trades refers to the actual number of trades taken with the strategy in the given period

Won

Won count refers to the number of trades you've won out of the series of trades made with the strategy

Lost

Lost count refers to the number of trades you've lost out of the series of trades made with the strategy

Winning %

Winning % refers to the number of trades you've won divided by the total number of trades

Losing %

Losing % refers to the number of trades you've lost divided by the total number of trades

Winning Streaks

Winning Streaks refers to the number of trades you've won in a row, consecutively.

Losing Streaks

Losing Streaks refers to the number of trades you've lost in a row, consecutively.

Largest Profit

Largest Profit refers to the highest/largest profits you've made in any of the series of trades with the given strategy and the scrip

Largest Loss

Largest Loss refers to the highest/largest loss you've made in any of the series of trades with the given strategy and the scrip.

Total Charges

Total Charges includes all the charges you would incur for any given trade namely: Brokerage, Turnover, GST, STT, SEBI, Stamp Duty.

Charges are calculated for every single trade and finally summed up

Total Charges %

Total Charges % refers to the total charges you've incurred on top of your final account value

Buy & Hold Net PL

Buy & Hold Net PL simply ignores the entry & exit conditions and takes a side trade which is entered with the entry value of the first trade and exit value of the last trade

Buy & Hold Net PL %

Buy & Hold Net PL % refers to the net profits & loss you've made on top of the initially deployed capital