Category

Test Statistics Arrays

Description

Net gain or loss, in dollars, of the currently open short positions in this strategy, measured from their entry prices

Notes

S.ShortM2M is the short-side portion of S.M2M; the long-side portion is S.LongM2M, and S.M2M = S.LongM2M + S.ShortM2M.

Use Combined or Extern to obtain this value for all strategies or for a specific other strategy or StatsGroup.

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