RealTest User Guide
RealTest User Guide

 

 

Navigation: Realtest Script Language > Syntax Element Details >

S.DDDlr

 

 

 

 

Category

Daily Test Statistics

Description

The size, in dollars, of the current drawdown for this strategy as of this test date

Notes

The internal daily equity value used to calculate drawdown includes the mark-to-market value of open positions.

 

 

 

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