Combine perTradeStats output with closed order information.
tradeOrderStats(portfolio, symbol, ...)text name of the portfolio the order book is associated with
text string defining the symbol to get trades and orders for
any other passthrough parameters
A xts object containing:
should be 'closed' only
time of the closing trade, should match 'End' column
prefer argument for getPrice
order set of the closing trade
and fees applied to the closing trade
the name of the rule that generated the order which closed the position
the POSIXct timestamp of the start of the trade
the initial position on opening the trade
the maximum (largest) position held during the open trade
the number of transactions included in this trade
the largest notional investment cost of this trade
net trading P&L in the currency of Symbol
Maximum Adverse Excursion (MAE), in the currency of Symbol
Maximum Favorable Excursion (MFE), in the currency of Symbol
net trading P&L in percent of invested Symbol price gained or lost
Maximum Adverse Excursion (MAE), in percent
Maximum Favorable Excursion (MFE), in percent
net trading P&L in ticks
Maximum Adverse Excursion (MAE) in ticks
Maximum Favorable Excursion (MFE) in ticks
TODO: decide which of these columns are actually important TODO: add option for opening order/trade pairing rather than closing