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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).
Example
To ensure that a system never exceeds 200% of allocation on an intraday basis, add something like "EntrySkip: Combined(S.Usage) >= 1.9" (depending on position sizing) to each strategy or to a shared template.
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