Thanks AndrewAMD for early answer.
Seem things are more clear to me, after uncommented USE_CDF, thanks
Abusing your kindness, now, new questions surges to me
.
1-No matter Capital=Number is, strategy go long 128*SPY, of course i can write enterlong(desired_amount), but enterlong() invoque 128*SPY, i am confused why 128, but i can solve entering desired amount in enterlong()
2-MaxDardown row in BuyHold.txt are forever= XXXX 0.0% (YYYY MAE 22.9%). I mean, Capital (the variable) can be 10k or 1000k but Maxdrawdown holds in 0.0% (MAE 22.9%), MAE have no sense for me, i understand if SPY had a -33% in 2020, MAE at least should have -33%, guessing MAE is just for the capital invested in SPY. For me the desirable MAE or MaxDarwdowm calculation would be from all equities+cash Top to all equities+cash bottom, i mean the usual MaxDrawdown of te whole thing.
At least Capital (the variable) is taken to calculate the CAGR as desirable, and also CAGR calculaltion is rigth, as it takes the Capital in cash left + the capital invested in SPY.
Thanks in advance