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S.Equity

 

 

 

 

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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