strategy.closedtrades
Information about closed trades in a strategy
strategy.closedtrades
Access detailed information about closed trades in a strategy. Each closed trade stores entry/exit details, timing information, commissions, and profit metrics. Trades are numbered starting from zero.
Quick Example
from pynecore.lib import close, strategy, bar_index, script
@script.strategy(title="Trade Analysis")
def main():
# Entry logic
if bar_index == 10:
strategy.entry("buy", strategy.long, 1.0)
# Exit logic
if bar_index == 20:
strategy.close("buy")
# Access the first closed trade (if it exists)
if strategy.closedtrades.size(0) != 0:
entry_px: float = strategy.closedtrades.entry_price(0) # Entry price
exit_px: float = strategy.closedtrades.exit_price(0) # Exit price
profit: float = strategy.closedtrades.profit(0) # P/L in currency
pct: float = strategy.closedtrades.profit_percent(0) # P/L as %Entry Information
entry_bar_index()
Returns the bar index at which the trade was entered.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: int
idx: int = strategy.closedtrades.entry_bar_index(0) # 10entry_time()
Returns the UNIX time (in milliseconds) when the trade was entered.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: int
ts: int = strategy.closedtrades.entry_time(0) # 1672531200000entry_price()
Returns the price at which the trade was entered.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: float
px: float = strategy.closedtrades.entry_price(0) # 100.5entry_id()
Returns the ID string of the entry order.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: str
eid: str = strategy.closedtrades.entry_id(0) # "buy_signal_1"entry_comment()
Returns the comment message attached to the entry order, or NA if no comment was provided.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: str
msg: str = strategy.closedtrades.entry_comment(0) # "Long signal detected"Exit Information
exit_bar_index()
Returns the bar index at which the trade was exited.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: int
idx: int = strategy.closedtrades.exit_bar_index(0) # 20exit_time()
Returns the UNIX time (in milliseconds) when the trade was exited.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: int
ts: int = strategy.closedtrades.exit_time(0) # 1672617600000exit_price()
Returns the price at which the trade was exited.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: float
px: float = strategy.closedtrades.exit_price(0) # 102.3exit_id()
Returns the ID string of the exit order.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: str
eid: str = strategy.closedtrades.exit_id(0) # "close_buy_1"exit_comment()
Returns the comment message attached to the exit order, or NA if no comment was provided.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: str
msg: str = strategy.closedtrades.exit_comment(0) # "Stop loss hit"Trade Metrics
profit()
Returns the profit or loss of the closed trade, expressed in the strategy’s account currency. Commissions are deducted from the result.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: float
pl: float = strategy.closedtrades.profit(0) # 1.8 (positive for gain, negative for loss)profit_percent()
Returns the profit or loss of the closed trade as a percentage of the entry price.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: float
pct: float = strategy.closedtrades.profit_percent(0) # 1.79commission()
Returns the total commissions (entry + exit fees) paid for the trade, expressed in the account currency.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: float
fee: float = strategy.closedtrades.commission(0) # 0.10size()
Returns the trade size. Positive values indicate a long position, negative values indicate a short position.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: float
sz: float = strategy.closedtrades.size(0) # 1.0 (long) or -1.0 (short)Drawdown & Runup
max_drawdown()
Returns the maximum drawdown during the trade, expressed in account currency. This is the largest loss that occurred between entry and exit.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: float
dd: float = strategy.closedtrades.max_drawdown(0) # 1.5max_drawdown_percent()
Returns the maximum drawdown as a percentage of the entry price.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: float
ddpct: float = strategy.closedtrades.max_drawdown_percent(0) # 1.49max_runup()
Returns the maximum runup during the trade, expressed in account currency. This is the largest unrealized profit that occurred between entry and exit.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: float
ru: float = strategy.closedtrades.max_runup(0) # 3.2max_runup_percent()
Returns the maximum runup as a percentage of the entry price.
| Parameter | Type | Description |
|---|---|---|
| trade_num | int | Trade number (first trade is 0) |
Returns: float
rupct: float = strategy.closedtrades.max_runup_percent(0) # 3.18Compatibility
strategy.closedtrades.first_index— Not available in PyneCore. Access closed trades by iterating from trade number 0 onwards until a function returns NA.