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S.Usage

 

 

 

 

Category

Daily Test Statistics

Description

Peak fraction of allocation used in open positions by this strategy on this test date

Notes

S.Usage is calculated as the sum of T.Fraction for each position that was open at any time this day.

The purpose of this stat is to show the maximum intraday capital usage required to trade the strategy (or Combined strategies).

To constrain a strategy or set of strategies to not exceed a S.Usage cap:

in top-down mode use MaxExposure

in legacy mode use an EntrySkip formula that references S.Usage

 

 

 

 

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