Specifies which categories of trades to store in each test results record
Choices (multiple, separated by commas)
None - don't keep any trades (a good choice when running large optimizations)
Strategy - keep regular strategy trades (the most common choice)
Benchmark - keep benchmark strategy trades
Skipped - keep trades (setups) that were skipped for various reasons
All- a one-word shortcut for all of the above (except none)
Notes
If KeepTrades is not specified in a script then the choices from the Settings Panel will be used.
Strategy and Benchmark select whose trades are kept; Skipped additionally keeps the skipped setups of those same strategies (so Skipped on its own keeps nothing). Positions left open by EndOfTestExits: False are listed as "Open" rows following the same Strategy/Benchmark selection.