getReportTrades: Report of trades

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

Description

Returns model statistics, see details

Usage

getReportTrades(this)

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

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

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

Arguments

this	modelStrategy

Details

ind.start - index start trade

index.send - index end trede

date.start - date start trade

date.end - date end trade

side - position 1 - long, -1 - short

beta - beta spread

price.start - price in the date.start

price.end - price in the date.end

pnl.asset - pnl by asset

com.asset - commission by asset

com.sum - commissions on all assets

pnl.sum - PnL on all assets

MAE.with.com - max loss in position

MFE.with.com - max win in position

return.from.money - profit/(money_in_strategy)

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