Category
Daily Test Statistics
Description
Net dollars held overnight in open positions by this strategy on this stat date
Notes
S.Invested is calculated as the sum of (side * shares * entry price) for each open position.
If a strategy is longonly, the value is always positive.
If a strategy is shortonly, the value is always negative.
If a strategy trades both sides, the value reflects the long/short balance (will be near zero if both sides are fully invested).
