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S.Interest

 

 

 

 

Category

Daily Test Statistics

Description

The net interest received and/or paid for excess cash and/or margin loan on this date

Notes

S.Interest is only relevant in the Combined stats series. It will always be 0 for individual strategies.

Total net interest in a backtest can be added to Results.rts as Interest: Sum(S.Interest, S.Number).

See CashIntPct, MarginIntPct, and RiskFreeRateSym for details on how interest received and/or charged is calculated and applied.

 

 

 

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