backtest.plot: generate plots of the cumulative returns and drawdown for...

In braverock/PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

generate plots of the cumulative returns and drawdown for back-testing

Description

generate plots of the cumulative returns and drawdown for back-testing

Usage

backtest.plot(
  R,
  log_return = FALSE,
  plotType = "both",
  colorSet = NULL,
  ltySet = NULL,
  lwdSet = NULL
)

Arguments

R	an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
log_return	arithmetic return or log return, the default is arithmetic return
plotType	"cumRet", "drawdown", or the default is both
colorSet	users can design the color by providing a vector of color
ltySet	users can design lty by providing a vector of lty
lwdSet	users can design lwd by providing a vector of lwd

Author(s)

Peter Carl, Xinran Zhao, Yifu Kang

braverock/PortfolioAnalytics documentation built on April 18, 2024, 4:09 a.m.