Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Reconcile daily positions and gains and the total returns - please help

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

1 response

Figured it out myself. Ignore me. I should be sleeping.