Trade Log

Every backtest on StratBase.ai produces a Trade Log — a row-by-row record of each position the engine opened and closed during the simulation. Rather than summarizing performance in aggregate, the Trade Log lets you examine the mechanics of individual trades: what triggered an entry, how far price moved in your favor (or against you) before the exit, and exactly what it cost in fees and slippage.

Core columns appear for every backtest regardless of strategy type:

| Column | What to read from it | |---|---| | Type | Long (blue) or Short (red) badge | | Entry Price | Execution price when the position opened | | Exit Price | Execution price when the position closed | | P&L ($) / P&L (%) | Net result after fees and slippage | | Entry Time / Exit Time | UTC timestamps for open and close | | Exit Reason | Trigger that closed the trade (see below) | | Fees ($) | Commission charged on both legs | | Volume ($) | Total notional size of the position |

Contextual columns appear only when your strategy uses the relevant feature:

• MFE ($) / MFE (%) — Maximum Favorable Excursion: the peak unrealized gain the trade reached at any point before closing. Shown in green.
• MAE ($) / MAE (%) — Maximum Adverse Excursion: the deepest unrealized loss before closing. Shown in red.
• Slippage ($) — appears in orange only when slippage is configured above zero.
• Grid — number of DCA grid levels that filled, with Entry Price reflecting the weighted average.
• TP Level — which take-profit tier triggered the close (relevant for multi-level TP setups).
• Step / Multiplier / Cycle — recovery mode fields showing progression through the martingale sequence.

| Label | Meaning | |---|---| | Take Profit | Price hit a defined TP level | | Stop Loss | Price hit the SL threshold | | Trailing Stop | Trailing mechanism locked in and triggered | | Signal | A strategy indicator condition forced the exit | | Liquidation | Margin exhausted — only relevant in leveraged futures |

1. Run any backtest. Navigate to Results → Trade Log tab.
2. The table loads the first 50 trades. Scroll to the bottom to fetch the next batch automatically.
3. Click any column header to sort. Click again to reverse. Useful combos: sort by P&L ($) ascending to find your worst trades, or MAE (%) descending to find trades that came closest to hitting your stop.
4. To inspect a grid-entry trade in detail, click the row — a drawer opens showing each individual fill with its price, quantity, and timestamp.

Suppose you run a long-only strategy on BTCUSDT with a 3-level grid, 2% TP, and 3% SL. One trade row shows:

• Entry Price: $41,250 (average across 3 grid fills at $42,000 / $41,400 / $40,350)
• Exit Price: $42,078
• P&L: +$183.40 / +1.97%
• MFE: +$310.00 / +3.09%
• MAE: −$112.00 / −1.11%
• Grid: 3
• Fees: $8.60
• Exit Reason: Take Profit

The MFE of 3.09% against a TP of 2% tells you the trade pushed well past your target before it exited — which is expected, since the TP was set on the average entry, not the last fill. The MAE of −1.11% is well inside the 3% SL, meaning the position was never under serious pressure.

Use these two columns together to diagnose strategy weaknesses before touching any parameters:

• High MFE, modest P&L: Your TP is capturing less than half the move the trade naturally reaches. Try widening TP by 50% and re-running.
• MAE consistently ≥ 80% of SL: Nearly every trade brushes your stop before recovering. Your SL is tight relative to normal volatility on that timeframe — consider switching from a fixed-pip SL to an ATR-based one.
• Profitable trade, large MAE: The strategy works, but positions spend time deep in drawdown. This increases liquidation risk at higher leverage — a meaningful flag if you're testing futures pairs on StratBase.ai with leverage above 5×.

• Sort by Exit Reason = Stop Loss mentally (visually scan the column) to count SL frequency vs. TP frequency. A healthy trend-following strategy should show more TP exits than SL exits.
• If your strategy uses multi-level TP (e.g., 50% closed at 1.5%, remainder at 3%), a trade can show Exit Reason: Take Profit while still posting a small negative P&L — the second tranche may have closed at a loss if price reversed after the partial close.
• All timestamps are UTC. When cross-referencing with the Charts tab on StratBase.ai, the chart's candle timestamps match the Trade Log exactly.