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Performance report: Wgt% sum not 100, why?
#470146
12/28/17 19:57
12/28/17 19:57
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Joined: Nov 2016
Posts: 66
GreenBoat
OP
Junior Member
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OP
Junior Member
Joined: Nov 2016
Posts: 66
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In the performance report, there is a column called Wgt%. It should be "Weight of the component; contribution to the overall profit of the strategy in percent. The weight can be negative, f.i. with a losing component and a positive overall result." Source http://manual.zorro-trader.com/performance.htmBut the sum of all the Wgt% numbers is usually NOT 100, even in the manual example. How should I interpret the Wgt% number?
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