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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.
Likewise for FeesInOut and S.FeesInOut, the difference being that CashInOut is not included in backtest stats while FeesInOut are included.
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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