lazytrade (version 0.4.0)

profit_factor: Calculate Profit Factor

Description

Calculate profit factor using a data vector with the trading results

Usage

profit_factor(x)

Arguments

x

column vector with profit or loss of the orders for one system

Value

function should calculate profit factor for this vector and return one value also as vector

Examples

# NOT RUN {
library(magrittr)
library(dplyr)
data(profit_factor_data)
profit_factor_data %>%
   group_by(X1) %>%
   summarise(PnL = sum(X5),
             NumTrades = n(),
             PrFact = profit_factor(X5)) %>%
   select(PrFact) %>% head(1) %>% as.vector() %>% round(3)


# }