Navigation: Realtest Script Language > Syntax Element Details >

S.Invested

 

 

 

 

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 long-only, the value is always positive.

If a strategy is short-only, 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).

 

 

 

 

Copyright © 2020-2022 Systematic Solutions, LLC