Metrics

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

Multi-TF Exit PnL = Simulated PnL at specified time intervals from first execution

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

  1. Options Holding Period: Should you hold options for 1 day? 3 days?
  2. Swing Trade Timing: Identify optimal holding duration for your style
  3. Scaling Analysis: Is scaling in/out helping or hurting your returns?
  4. 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

Exit Analysis tab in main dashboard shows multi-timeframe comparison charts. Toggle which exit types to display using the dropdown. Each chart is explorable. More info: /blog/multi-timeframe-exit-analysis/

Example

Trade entered Monday: EOD PnL = $50, EOD+1 = $120, EOD+2 = $85, EOD+3 = $200. Optimal holding was 3 days.