Theoretical PL Lookback
| Description | The theoretical PL contributing to the eligibility statistics calculations |
|---|---|
| Hierarchies required in the view |
The measure helps to inspect the actual contributors to the eligibility statistics calculations and spot potential data quality issues, such as spikes or missing values.
note
You can change the lookback horizon (for instance 1M) to a shorter or longer observation window using the NbDaysPLMeasures context value.
See also
- Actual PL
- Actual PL Lookback
- Actual PL Lookback Rank
- Exception 97.5 (Actual) Lookback
- Exception 97.5 (Hypothetical) Lookback
- Exception 99 (Actual) Lookback
- Exception 99 (Hypothetical) Lookback
- Hypothetical PL
- Hypothetical PL Lookback
- Hypothetical PL Lookback Rank
- Kolmogorov-Smirnov Test Metric
- Lookback Index
- Mean Ratio
- Mean Unexplained PL
- Spearman Correlation Metric
- Spearman Correlation Metric Denominator
- Spearman Correlation Metric Numerator
- Std Dev Hypothetical PL
- Std Dev Hypothetical PL Lookback Rank
- Std Dev Theoretical PL Lookback Rank
- Theoretical PL
- Theoretical PL Lookback Rank
- Variance Hypothetical PL
- Variance Ratio
- Variance Unexplained PL
- p-value (Actual)
- p-value (Actual) Lookback
- p-value (Actual) Lookback Rank
- p-value (Hypothetical)
- p-value (Hypothetical) Lookback
- p-value (Hypothetical) Lookback Rank