lazytrade (version 0.5.4)

util_profit_factor: Calculate Profit Factor

Description

Calculate profit factor using a data vector with the trading results

Usage

util_profit_factor(x)

Value

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

Arguments

x

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

Author

(C) 2019 Vladimir Zhbanko

Examples

library(magrittr)
library(dplyr)
library(lazytrade)
data(profit_factor_data)
profit_factor_data %>%
   group_by(X1) %>%
   summarise(PnL = sum(X5),
             NumTrades = n(),
             PrFact = util_profit_factor(X5)) %>%
   select(PrFact) %>% head(1) %>% round(3)