Duration Analysis

4 min readUpdated March 15, 2026

Duration Analysis

The Duration Analysis page examines the relationship between how long you hold trades and how profitable they are. This is one of the most overlooked dimensions of trading analysis, yet it often reveals critical behavioral patterns — particularly the tendency to cut winners short and hold losers too long, which is one of the most common and costly mistakes in futures trading.

What This Page Shows

P&L by Hold Duration

A chart that groups your trades by duration and shows the net P&L for each duration bucket. Typical buckets include:

Under 5 minutes — Ultra-short scalps.
5-15 minutes — Quick scalps.
15-60 minutes — Short-term day trades.
1-4 hours — Day trades.
4-24 hours — Intraday swing positions.
1-3 days — Multi-day swings.
3+ days — Longer-term positions.

For each bucket, you can see the number of trades, win rate, average P&L per trade, and total P&L. This quickly reveals which trade durations are most and least profitable for you.

Duration Distribution

A histogram showing how many trades fall into each duration bucket. This tells you about your trading style: if 80% of your trades are under 15 minutes, you are predominantly a scalper. If most trades last 1-4 hours, you are a day trader. Understanding your style helps you choose the right strategies and rules.

Average Duration: Winners vs. Losers

Two important metrics displayed as highlight cards:

Average winning trade duration — How long your profitable trades last.
Average losing trade duration — How long your unprofitable trades last.

The relationship between these two numbers is critically important and reveals a common behavioral pattern discussed below.

Are You Cutting Winners Short and Holding Losers Too Long?

This is the single most important question the Duration Analysis page can answer. The pattern works like this:

Fear with winners: When a trade is profitable, you feel anxious about losing the unrealized profit. So you close it quickly — even though the trade has more room to run toward your take profit target.
Hope with losers: When a trade is losing, you feel hope that it will come back. So you hold it longer and longer — sometimes even moving your stop loss further away — hoping the price reverses. It usually does not.

The result: your losing trades last longer than your winning trades. On the Duration Analysis page, this manifests as:

Average losing trade duration significantly higher than average winning trade duration (e.g., losers last 3.2 hours vs. winners lasting 1.1 hours).
Negative P&L in the longer duration buckets (because those are held losers) and small positive P&L in the shorter buckets (because those are prematurely closed winners).

Warning: If your Duration Analysis shows that your average losing trade lasts more than 2x your average winning trade, you have a significant discipline problem that is probably one of the top contributors to your losses. Address this before anything else.

What to Do About Duration Issues

Set Take Profit and Stop Loss Before Entering

Decide your exit levels before you enter the trade. Do not let in-trade emotions dictate when you close. If your analysis says the target is slug: "duration-analysis", title: "Duration Analysis", description: "How long you hold trades and how duration affects your profitability.", categorySlug: "insights-reports", content: 00 away, let the trade reach that target.

Use Time-Based Stop Losses

If a trade has not moved in your direction within a certain time frame (e.g., 2 hours), consider closing it regardless of whether it has hit your stop loss. Stagnant trades tie up capital and mental energy.

Add a "Never Widen Stop" Rule

Create a 5-star strategy rule: "Never move a stop loss further from entry." This single rule prevents the most damaging form of holding losers too long.

Review Long-Duration Losers

Click on the longest-duration losing trades in the table below the chart. Review each one. At what point should you have closed it? What were you hoping for? Recognizing the pattern in specific trades helps you break the habit.

Finding Your Optimal Trade Duration

Use the P&L by Duration chart to identify the duration range where you are most profitable. For many traders, there is a "sweet spot" — a duration range that consistently produces the best results. Once you identify yours, consider creating a strategy rule around it (e.g., "Plan trades with an expected duration of 1-4 hours").

Tip: Filter the Duration Analysis by strategy to see whether different strategies have different optimal durations. A scalping strategy should naturally have shorter durations than a swing trading strategy. If your scalps are averaging 2 hours, something is wrong with your execution.