getReportCalendar: Report of strategy year by year

In Vitalic57/stratbuilder2pub: It Provides Tools to Create and Backtest Financial Models

Description

Returns model statistics, see details

Usage

getReportCalendar(this)

## S3 method for class 'modelStrategy'
getReportCalendar(this)

## S3 method for class 'list'
getReportCalendar(this)

## S3 method for class 'modelPortfolio'
getReportCalendar(this)

Arguments

this	modelStrategy

Details

sharpe.ann - sharpe coefficient https://en.wikipedia.org/wiki/Sharpe_ratio

return.pos.drawdown - PnL/(max(money in pos) + max.drawdow), where max.drawdow -> https://en.wikipedia.org/wiki/Drawdown_(economics)

return.avg - Average annual return on capital employed

return.ann - Average annual return

return.drawdown.year - PnL/max.drawdow

Value

list of data.frames

Vitalic57/stratbuilder2pub documentation built on Dec. 18, 2019, 2:56 a.m.