Navigation: Realtest Script Language > Syntax Element Details >







Daily Test Statistics


Net fraction of allocation held overnight in open positions by this strategy on this test date


S.Exposure is calculated as the sum of (side * T.Fraction) for each open position.

If a strategy is long-only, the exposure is always positive.

If a strategy is short-only, the exposure is always negative.

If a strategy trades both sides, the exposure reflects the long/short balance (will be near zero if both sides are fully invested).





Copyright © 2020-2022 Systematic Solutions, LLC