[amibroker] Backtest - %exposure

["Ara Kaloustian" <ara1@xxxxxxxxxx>]

Doing some testing with futures (1 min data).

 

Am long or short all the time. The data for closing one position and opening another looks fine (done at same time).

 

Problem: The % exposure in summary statistics seems incorrect. It is 10.20%.  I would expect that it should be 100%. This of course messes up Annual return and RAR.

 

Anyone experience this?

 

Ara

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