what is period mentioned in backtest report

Midhun

I tested positional logics. In report, it shows period in certain places. What does period means ?

rajat

It's the time period during which your trade is running.
Say your portfolio has a mixture of 4 strategies
Stg1- Intraday
Stg2- Intraday
Stg3- Positional Friday to Thursday
Stg4- Intraday

So the entire friday to thursday of the trading week is considered as 1 period in this case, and the PnL of each strategy during this period is aggregated to one single P/L point for the purpose of calculations.