Category
Daily Test Statistics
Description
Net dollars held overnight in open positions by this strategy on this stat date
Notes
S.Exposure is calculated as the sum of (side * shares * entry price) for each open position.
If a strategy is longonly, the exposure is always positive.
If a strategy is shortonly, the exposure is always negative.
If a strategy trades both sides, the exposure reflects the long/short balance (will be zero if both sides are fully invested).
The default "Exposure" daily stats graph is calculated as S.Exposure / S.Alloc and displayed as a percentage.
