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Used in the special-purpose scripts results.rts and graphs.rts, and can also be used in strategy formulas. Similar to a bar fields in that these represent a series of values, one per date.
FunStat - ordinal number of a stat period within the calculation of a multi-bar function
S.Alloc - current allocation amount
S.BPY - strategy bars per year
S.CashInOut - cumulative net cash in-out
S.Comms - total commissions this period
S.Compounded - strategy compounding flag
S.Date - date of the current stat period
S.DDBars - current drawdown duration
S.DDDlr - current dollar drawdown
S.DDPct - current percent drawdown
S.Dividends - total dividends this period
S.Entries - count of positions entered this period
S.EntryOrders - number of entry orders that were placed this period
S.Equity - current equity amount
S.Exits - count of positions exited this period
S.Exposure - total percent of allocation held overnight in open positions
S.First - period number in which first strategy trade entry occurred
S.FreeCash - current free cash balance
S.Interest - net interest received-paid this period
S.Invested - total dollar value held overnight in all open positions
S.LongExp - total percent of allocation held overnight in open long positions
S.LongInv - total dollar value held overnight in open long positions
S.LossBars - duration of losing trades this period
S.LossDlr - dollar P&L of losing trades this period
S.Losses - count of losing exits this period
S.LossPct - percent P&L of losing trades this period based on position size
S.LossPctAlloc - percent P&L of losing trades this period based on allocation
S.M2M - net mark-to-market
S.MAE - maximum adverse excursion (worst intraday drawdown)
S.MaxAlloc - highest allocation amount
S.MaxDDBars - longest drawdown duration
S.MaxDDDlr - largest dollar drawdown
S.MaxDDPct - largest percent drawdown
S.MaxEquity - highest equity amount
S.MFE - maximum favorable excursion (best intraday runup)
S.MinAlloc - lowest allocation amount
S.MinEquity - lowest equity amount
S.NetDlr - dollar change in allocation value for this period
S.NetPct - percent change in allocation value for this period
S.NetFx - sum of net currency exchange rate change impact on trade profit or loss for this period
S.Number - number of current stat period in a test
S.Positions - count of overnight open positions
S.RollCosts - total futures roll costs this period
S.Setups - total count of entry setups this period
S.ShortExp - total percent of allocation held overnight in open short positions
S.ShortInv - total dollar value held overnight in open short positions
S.Slips - total slippage this period
S.StartEquity - starting equity amount
S.Stops - count of exits that were stops this period
S.Targets - count of exits that were targets this period
S.TradeBars - duration of all trades this period
S.TradeDlr - dollar P&L of all trades this period
S.TradePct - percent P&L of all trades this period based on position size
S.TradePcAlloc - percent P&L of all trades this period based on allocation
S.TWEQ - time-weighted equity value
S.Usage - total long+short dollars in intraday open positions
S.WinBars - duration of winning trades this period
S.WinDlr - dollar P&L of winning trades this period
S.WinPct - percent P&L of winning trades this period based on position size
S.WinPcAlloc - percent P&L of winning trades this period based on allocation
S.Wins - count of winning exits this period
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