util_profit_factor: Calculate Profit Factor
In lazytrade: Learn Computer and Data Science using Algorithmic Trading

Description Usage Arguments Value Author(s) Examples

Calculate profit factor using a data vector with the trading results

1	util_profit_factor(x)

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

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

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)