Total trades

The cumulative count of all positions that have been opened and subsequently closed by the strategy during the testing period. This figure represents the total sample size used to calculate the strategy’s performance statistics.

Exclusions: This metric strictly counts completed trade cycles (entry + exit). It does not include currently open positions or pending orders that have not been filled.

Strategic value: A small number of total trades (e.g., under 30) often leads to "overfitting" or results based on luck. A larger sample size provides higher confidence that the strategy’s performance is a result of a repeatable edge rather than market coincidence.

Frequency validation: This count allows you to verify if the strategy is executing at its intended pace—whether it is a high-frequency scalper or a low-frequency position trader.

Calculation Formula

The sum of all realized outcomes.