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Category
Daily Test Statistics
Description
Total dollar value of positions held overnight
Notes
S.Invested is the sum of (shares * latest price) of open positions when MarkToMarket is True (the default).
When MarkToMarket is False S.Invested is the sum of (shares * entry price) of open positions.
For futures positions "shares" above means (contracts * point value), i.e., S.Invested uses notional dollars.
Use Combined or Extern to obtain this value for all strategies or for a specific other strategy or StatsGroup.
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