QuantConnect.Statistics.Trade Class Reference

Represents a closed trade More...

Properties
Symbol	Symbol [get, set]
	The symbol of the traded instrument More...
DateTime	EntryTime [get, set]
	The date and time the trade was opened More...
decimal	EntryPrice [get, set]
	The price at which the trade was opened (or the average price if multiple entries) More...
TradeDirection	Direction [get, set]
	The direction of the trade (Long or Short) More...
decimal	Quantity [get, set]
	The total unsigned quantity of the trade More...
DateTime	ExitTime [get, set]
	The date and time the trade was closed More...
decimal	ExitPrice [get, set]
	The price at which the trade was closed (or the average price if multiple exits) More...
decimal	ProfitLoss [get, set]
	The gross profit/loss of the trade (as account currency) More...
decimal	TotalFees [get, set]
	The total fees associated with the trade (always positive value) (as account currency) More...
decimal	MAE [get, set]
	The Maximum Adverse Excursion (as account currency) More...
decimal	MFE [get, set]
	The Maximum Favorable Excursion (as account currency) More...
TimeSpan	Duration [get]
	Returns the duration of the trade More...
decimal	EndTradeDrawdown [get]
	Returns the amount of profit given back before the trade was closed More...
bool	IsWin [get, set]
	Returns whether the trade was profitable (is a win) or not (a loss) More...

Detailed Description

Represents a closed trade

Definition at line 23 of file Trade.cs.

Property Documentation

Symbol

Symbol QuantConnect.Statistics.Trade.Symbol

getset

The symbol of the traded instrument

Definition at line 28 of file Trade.cs.

EntryTime

DateTime QuantConnect.Statistics.Trade.EntryTime

getset

The date and time the trade was opened

Definition at line 33 of file Trade.cs.

EntryPrice

decimal QuantConnect.Statistics.Trade.EntryPrice

getset

The price at which the trade was opened (or the average price if multiple entries)

Definition at line 38 of file Trade.cs.

Direction

TradeDirection QuantConnect.Statistics.Trade.Direction

getset

The direction of the trade (Long or Short)

Definition at line 43 of file Trade.cs.

Quantity

decimal QuantConnect.Statistics.Trade.Quantity

getset

The total unsigned quantity of the trade

Definition at line 48 of file Trade.cs.

ExitTime

DateTime QuantConnect.Statistics.Trade.ExitTime

getset

The date and time the trade was closed

Definition at line 53 of file Trade.cs.

ExitPrice

decimal QuantConnect.Statistics.Trade.ExitPrice

getset

The price at which the trade was closed (or the average price if multiple exits)

Definition at line 58 of file Trade.cs.

ProfitLoss

decimal QuantConnect.Statistics.Trade.ProfitLoss

getset

The gross profit/loss of the trade (as account currency)

Definition at line 63 of file Trade.cs.

TotalFees

decimal QuantConnect.Statistics.Trade.TotalFees

getset

The total fees associated with the trade (always positive value) (as account currency)

Definition at line 68 of file Trade.cs.

MAE

decimal QuantConnect.Statistics.Trade.MAE

getset

The Maximum Adverse Excursion (as account currency)

Definition at line 73 of file Trade.cs.

MFE

decimal QuantConnect.Statistics.Trade.MFE

getset

The Maximum Favorable Excursion (as account currency)

Definition at line 78 of file Trade.cs.

Duration

TimeSpan QuantConnect.Statistics.Trade.Duration

get

Returns the duration of the trade

Definition at line 84 of file Trade.cs.

EndTradeDrawdown

decimal QuantConnect.Statistics.Trade.EndTradeDrawdown

get

Returns the amount of profit given back before the trade was closed

Definition at line 92 of file Trade.cs.

IsWin

bool QuantConnect.Statistics.Trade.IsWin

getset

Returns whether the trade was profitable (is a win) or not (a loss)

Returns

True if the trade was profitable

Even when a trade is not profitable, it may still be a win:

• For an ITM option buyer, an option assignment trade is not profitable (money was paid), but it might count as a win if the ITM amount is greater than the amount paid for the option.
• For an ITM option seller, an option assignment trade is profitable (money was received), but it might count as a loss if the ITM amount is less than the amount received for the option.

Definition at line 107 of file Trade.cs.

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The documentation for this class was generated from the following file:

• Common/Statistics/Trade.cs