Posts made by aceBox
RE: Double commission when switching from long to short (or viceversa)
Daily Absolute PnL For A Strategy
Is there a way to get the absolute daily PnL for a strategy? I am aware of the Time Return analyzer, but it calculates the returns on the beginning of a timeframe. What I require is, say if I am testing a strategy from Jun 1, 2019 to Sep 1, 2019, then I want to get daily profit / loss (in absolute sense rather than a percent return) as well as cumulative profit / loss for this time period. Is there a direct way to do this, without having to calculate the same via Time Return?