These items provide detailed information about each specific trade in a test.
T.Bars - trade duration (same-bar entry and exit is 0)
T.CommIn - entry commision ($)
T.CommOut - exit commision ($)
T.DateIn - date of trade entry (numeric yyyymmdd)
T.DateOut - date of trade exit (yyyymmdd)
T.Div - net dividend received or paid ($)
T.Fraction - fraction of allocation at trade entry time that was used as the position size
T.Highest - highest high during trade (uses exit split factor)
T.Lowest - lowest low during trade (uses exit split factor)
T.Points - net points gained or lost ($/share)
T.PriceIn - as-traded entry price
T.PriceOut - as-traded exit price
T.Profit - net trade profit after commission and dividend ($)
T.PtVal - point value of symbol of a trade
T.QtyIn - shares or contracts bought or shorted
T.QtyOut - shares or contracts sold or covered
T.Reason - exit or skip reason code
T.Side - side of a trade (1=long, -1=short)
T.SlipIn - entry slippage ($)
T.SlipOut - exit slippage ($)
T.SplitIn - split factor (real / adj) at entry time
T.SplitOut - split factor (real / adj) at exit time
T.Strat - strategy number of a trade
T.TimeIn - trade entry time-of-day code
T.TimeOut - trade exit time-of-day code
These syntax elements are used most often in the special-purpose script Trades.rts or in a substitute Trades Section.
They can also be used in Charts Section and the Trade Plot Options Dialog formula.
As well, a Strategy can use these items to refer to Past Trades as part of its trading logic.