RealTest User Guide
RealTest User Guide

 

 

Navigation: Realtest Script Language > Syntax Element Details >

S.TWEQ

 

 

 

 

Category

Daily Test Statistics

Description

The time-weighted equity of this strategy as of this test date

Notes

If a test uses compounded stats (if S.Compounded is 1) then S.TWEQ is a compounded series of daily returns.

In this case, S.TWEQ starts a $1 and then is multiplied each day by (1 + that day's percent return), resulting in a "growth of $1" series.

When a test does not use compounding, S.TWEQ is the same as S.Equity.

 

 

 

Copyright © 2020-2024 Systematic Solutions, LLC