Hi,
When I look at the Daily Positions and Gains of this back test, towards the end the available cash and final gains are as below:
cash: 101,332.84
Gains: 2206.94
However, the total return of this back test is only 1.1%. I thought the returns should be excess available cash + final gain = approx. 3.3%.
What am I doing wrong with this analysis?
Best regards,
Pravin