One question about backtest()

Alphathon
#1

Hi Alphien team,


When we run backtest(), we will have a total return plot. My question is: does this total return already include the profit and loss of the carry or does it only accounts for the profit and loss from the bb_live movement.


Thanks,

James

#2

The bb_live takes into account everything affecting the futures contract therefore the carry as well to compute the total return.


#3

Thank you for the clarification!