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Category
Daily Test Statistics
Description
The current account value of a strategy or group of strategies as of this test date
Notes
By default, S.Equity includes the mark-to-market value, S.M2M, of currently open positions. To get closed-trade-only equity, use S.Equity - S.M2M.
If MarkToMarket is set to False, then S.Equity does not include S.M2M, and will only change value when a position is closed.
S.Equity also includes net cash deposits and withdrawals (from the CashInOut strategy element). To factor those out, use S.Equity - S.CashInOut.
Use Combined to access the combined equity value of all strategies, i.e., Combined(S.Equity), which is also the default value of S.Alloc if a different Allocation was not specified.
Use Extern to access the combined equity of a specific group of strategies defined by a StatsGroup, e.g, Extern(@group_name, S.Equity).
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