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 the default top-down mode use MaxExposure
•in Legacy Mode use an EntrySkip formula that references S.Usage
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