Optionally overrides the automatically-determined S.Compounded flag for a strategy
True - force the strategy to report stats as if compounded
False - force the strategy to report stats as if non-compounded
(unspecified) - report stats as compounded if equity is compounded or as non-compounded if equity is not compounded (default)
This setting mainly controls how percent-based stats are reported.
For tests where Compounded was True, the "ROR" stat is compound annual return (CAR) and the denominator used to calculate percent drawdown is the peak equity value.
For tests where Compounded was False, the "ROR" stat is average annual return (AAR) and the denominator used to calculate percent drawdown is the starting (constant) equity value.
If Allocation was not specified then it will default to Combined(S.Equity) when Compounded is True or to S.StartEquity when Compounded is False.
This in turn impacts Quantity (position size) calculations as the strategy runs.
To deliberately show compounded stats for a non-compounded test, explicitly specify Allocation: S.Equity or Allocation: Combined(S.Equity) while using QtyType of either Shares or Value and a Quantity formula that refers to neither S.Alloc nor S.Equity.
To deliberately show non-compounded stats for compounded test, explicitly specify Allocation: S.StartEquity while using QtyType of either Shares or Value and a Quantity formula that refers to S.Equity.
See also Compounding.