BTW, looking into your example, it seems to me that the squirrel time is the whole of compiling+running the script (why running ?) and evaluating the function; it would be more interesting to take evaluation part of pre-compiled script separate.

1 / (1 - x * y + x - y) = -0.01851851852
fn->Execute() = -0.01851851852
sum = 5190404.858
sum = 5190404.858
sum = 5190404.858
sum = 5190404.858
TIMING Squirrel (fully interpreted): 195.00 ms - 195.00 ms (195.00 ms / 1 ), min: 195.00 ms, max: 195.00 ms, nesting: 1 - 1
TIMING Direct         : 13.00 ms - 13.00 ms (13.00 ms / 1 ), min: 13.00 ms, max: 13.00 ms, nesting: 1 - 1
TIMING Compiled       : 58.00 ms - 58.00 ms (58.00 ms / 1 ), min: 58.00 ms, max: 58.00 ms, nesting: 1 - 1
TIMING Interpreted    : 759.00 ms - 759.00 ms (759.00 ms / 1 ), min: 759.00 ms, max: 759.00 ms, nesting: 1 - 1

	using namespace Sqrat;

	double sum = 0;
	const String text =
	"function compute() {\n"
	"	local x, y, sum = 0.0;\n"
	"	for (x = 0.0; x < 1; x += 0.001)\n"
	"		for (y = 0.0; y < 1; y += 0.001)\n"
	"			sum += 1 / (1 - x * y + x - y);\n"
	"	return sum;\n"
	"}\n";

	// creates a VM with initial stack size 1024
	HSQUIRRELVM vm = sq_open(1024);

	DefaultVM::Set(vm);

	Script script;
	{
		RTIMING("Squirrel (compiling)")
		try {
			script.CompileString(~text);
		}
		catch (Error ex) {
			Cerr() << "Exception: " << ex.Message(vm).c_str() << '\n';
			SetExitCode(1);
			return;
		}
	}

	Function compute;

	{
		RTIMING("Squirrel (running and getting function)")
		try {
			script.Run();
		}
		catch(Error ex) {
			Cerr() << "Exception: " << ex.Message(vm).c_str() << '\n';
			SetExitCode(1);
			return;
		}

		compute = RootTable().GetFunction("compute");
	}

	{
		RTIMING("Squirrel (fully interpreted)")
		if (!compute.IsNull()) {
			try {
				SharedPtr<double> val = compute.Evaluate<double>();
				sum = *val;
			}
			catch (Error ex) {
				Cout() << "Exception: " << ex.Message(vm).c_str() << '\n';
				SetExitCode(1);
				return;
			}
		}
	}

	//sq_close(vm);
	RDUMP(sum);

1 / (1 - x * y + x - y) = -0.01851851852
fn->Execute() = -0.01851851852
sum = 5190404.858
sum = 5190404.858
sum = 5190404.858
sum = 5190404.858
TIMING Squirrel (fully interpreted): 222.00 ms - 222.00 ms (222.00 ms / 1 ), min: 222.00 ms, max: 222.00 ms, nesting: 1 - 1
TIMING Squirrel (running and getting function):  0.00 ns -  0.00 ns ( 0.00 ns / 1 ), min:  0.00 ns, max:  0.00 ns, nesting: 1 - 1
TIMING Squirrel (compiling):  0.00 ns -  0.00 ns ( 0.00 ns / 1 ), min:  0.00 ns, max:  0.00 ns, nesting: 1 - 1
TIMING Direct         : 14.00 ms - 14.00 ms (14.00 ms / 1 ), min: 14.00 ms, max: 14.00 ms, nesting: 1 - 1
TIMING Compiled       : 59.00 ms - 59.00 ms (59.00 ms / 1 ), min: 59.00 ms, max: 59.00 ms, nesting: 1 - 1
TIMING Interpreted    : 848.00 ms - 848.00 ms (848.00 ms / 1 ), min: 848.00 ms, max: 848.00 ms, nesting: 1 - 1