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Category
Daily Test Statistics
Description
Best-case ("favorable") net gain or loss, in dollars, of all positions remaining open in this strategy on this test 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.
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