One of the key statistics I use in assessing the practicality of a strategy is the maximum number of open positions during the back test period. Currently, I export the "By Period" Daily data & run it thru an Excel process to get this parameter.

Given the extensive nature of WLP's reporting, I've often wondered if this info is already there & I just haven't been able to find it.

The daily "Exposure %" in "By Period" and the "Equity Curve" "Cash vs Long" are approximations of what I'm looking for, but these don't directly match my favored "fixed amount" approach to Strategy evaluation.

If the subject info is available & my searches have missed it, I'd appreciate a pointer to where it can be found.

Thanks.


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The easiest way that I know to get it is by right clicking the Equity curve and selecting "Show Open Positions".

Can't believe how many times I've right clicked the Equity curve to "Copy Data" & never noticed the Show Open Positions. Wish the the Open Position info was included in the "Copy To Clipboard" data, but nevertheless, this is very helpful.

Thank you.