| Name: | BacktestingBasisDimension |
|---|---|
| Label: | Backtesting Basis |
| TREF ID: | DM411 |
| Type: | Predefined |
| Description: |
This dimension is used to categorise reported information in relation to back-testing, based on whether actual or hypothetical trading outcomes have been applied, as determined in accordance with relevant prudential standards. |
| Usage: |
Dimension Members
| Name | Label | TREF ID | Description |
| Actual | Actual | DV4463 |
The information reported relates to back-tests performed using actual trading outcomes.Actual trading outcomes used in backtesting represent clean trading outcomes, being actual trading outcomes adjusted to remove the impact of income arising from factors other than market movements alone, such as fees, spreads and intra-day trading results. |
| Hypothetical | Hypothetical | DV4462 |
The information reported relates to back-tests performed using hypothetical trading outcomes.Hypothetical trading outcomes, are calculated by applying the day's price movements to the previous day's end-of-day portfolio. |