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Daily Test Statistics


Total dollars held overnight in open positions by this strategy on this test date


S.Invested is calculated as the sum of FillValue for each position held overnight each day.

S.Invested is always positive, regardless of side.

To calculate net long-short exposure while a test is running, use PositionSum(Side * FillValue).

When referenced from entry-related formulas in a strategy that enters positions at the open or at the close, S.Invested will have been reduced by any exits that occurred at that same time.

Use Combined or Extern to obtain this value for all strategies or for a specific other strategy or StatsGroup.






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