Multi-Timeframe Exit Analysis
Exit simulation analyzing what your PnL would have been if you exited at specific time intervals (EOD, EOD+1, EOD+2, SOD+1, etc.).
Formula
More Details
What is Multi-Timeframe Exit Analysis?
Multi-Timeframe Exit answers: What if you closed your position at specific time intervals? This helps swing traders and position holders understand optimal holding periods.
Learn more: Multi-Timeframe Exit Analysis | Multi-Timeframe Exit PnL
Available Timeframes
| Exit Type | Description |
|---|---|
| EOD (First Exit) | Close at end of day based on first execution |
| EOD (Last Exit) | Close at end of day based on last execution |
| EOD+1 | Close at end of next trading day |
| EOD+2 | Close at end of 2nd trading day |
| EOD+3 | Close at end of 3rd trading day |
| SOD+1 | Close at start of next trading day |
| SOD+2 | Close at start of 2nd trading day |
| SOD+3 | Close at start of 3rd trading day |
First Exit vs Last Exit
EOD Exit (First Exit): Simulates exiting only the first execution at EOD. Useful for analyzing if your scaling/scalping is actually helping.
EOD Exit (Last Exit): Moves the last execution to EOD, considering the entire trade. This is the standard EOD exit analysis.
Example
- First execution: Buy 50 @ $158.01
- Second execution: Buy 50 @ $157.79
- Actual exit: Sell 100 @ $158.27
- EOD close price: $159.58
Last Exit EOD PnL: (159.58 - 157.90) × 100 = ~$170
First Exit EOD PnL: (159.58 - 158.01) × 50 = ~$80
The 2x difference shows the impact of your entire position vs just the initial entry.
Multi-Timeframe Charts
Charts available for all exit types:
- vs Price Range
- vs Volume Range
- vs Time of Day
- vs Day of Week
- vs Month/Year
- vs Duration
- vs Side (Long/Short)
- vs Asset Type
Key Use Cases
- Options Holding Period: Should you hold options for 1 day? 3 days?
- Swing Trade Timing: Identify optimal holding duration for your style
- Scaling Analysis: Is scaling in/out helping or hurting your returns?
- Seasonality Patterns: Do Friday trades benefit from holding over weekend?
Automatic Calculation
All multi-timeframe exit stats are automatically calculated for your trades. If missing, use the Recalculate button on trade explore or Group Apply for bulk recalculation.
Availability
Multi-Timeframe Exit analysis is available for Platinum plan users.
Where to find it in TradesViz
Example
Trade entered Monday: EOD PnL = $50, EOD+1 = $120, EOD+2 = $85, EOD+3 = $200. Optimal holding was 3 days.