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S.Compounded

 

 

 

Category

Daily Test Statistics

Description

Stats compounding flag

Notes

Returns 1 (true) if the test used compounding, or 0 (false) otherwise.

A test uses compounding if the Allocation or Quantity formula of any strategy refers to S.Equity.

If neither formula refers to S.Equity in any strategy then the test does not use compounding.

If either formula is absent in any strategy, then the test does use compounding, because the default formula for both of these strategy elements is, in fact, S.Equity.

Because this is a test-level statistic, the value returned will be the same for every strategy (hence no need for "Combined").

 

 

 

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