Category

Daily Test Statistics

Description

Best-case ("favorable") net gain or loss, in dollars, of all positions remaining open in this strategy on this stat date

Notes

This is theoretically the best daily net P&L (M2M) value that could have occurred during this day, had all positions touched their most favorable prices simultaneously.

The default "M2MF" daily stats graph is calculated as S.M2MF / S.Alloc and displayed as a percentage.

 

 

 

 

Copyright © 2020-2021 Systematic Solutions, LLC