Category
Daily Test Statistics
Description
Net dollars held overnight in open positions by this strategy on this test 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).
When referenced from entryrelated 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.
