Hi,
I have a question about how QuantTrader calculates a strategy return. I have created a custom strategy and I need to calculate percent change over an arbitrary time period as well as see daily returns for my custom strategy. The only place I know to find this data is in the #xxxx.csv files.
As an example, if I select the DOW 30 hedged strategy with fixed range of MTD it shows the date range of Mar 29 2019 to April 5 2019 (as of today April 6 2019) and a strategy return of 100.95. If I look in #DOW 30 hedged.csv and I calculate percent change from Mar 29 to April 5 I calculate 0.86% (here is my calculation: (1044.41876/1035.56355)-1).
How does QT calculate the 0.95% strategy return?
Thanks.