Trade
QuantConnect.Statistics.Trade
Bases: Object
Represents a closed trade
entry_time
entry_time: datetime
The date and time the trade was opened
entry_price
entry_price: float
The price at which the trade was opened (or the average price if multiple entries)
quantity
quantity: float
The total unsigned quantity of the trade
exit_time
exit_time: datetime
The date and time the trade was closed
exit_price
exit_price: float
The price at which the trade was closed (or the average price if multiple exits)
profit_loss
profit_loss: float
The gross profit/loss of the trade (as account currency)
total_fees
total_fees: float
The total fees associated with the trade (always positive value) (as account currency)
mae
mae: float
The Maximum Adverse Excursion (as account currency)
mfe
mfe: float
The Maximum Favorable Excursion (as account currency)
duration
duration: timedelta
Returns the duration of the trade
end_trade_drawdown
end_trade_drawdown: float
Returns the amount of profit given back before the trade was closed
is_win
is_win: bool
Returns whether the trade was profitable (is a win) or not (a loss)
order_ids
order_ids: HashSet[int]
The IDs of the orders related to this trade