summary_acount: Summary the acount performance

In cloud-brain/backtest: back test for stock acount

Description

Plot the acount performance and return perfomance indicator

Usage

summary_acount(total_acount, benchmark = F, plot = T,
  show_result = T, unit = "day", ...)

Arguments

total_acount	dataframe, with column date, acount, if benchmark mod there must be a variable named benchmark. All acount should stardardize for 1 million initial amount
benchmark	logical, if relative mod or not
plot	logical, plot or not
unit	the time period of barplot
...	see details in charts.PerformanceSummary

Details

when it has benchmark, input data must have a variable named benchmark, and it can only have two acount when it benchmark is FALSE, input data can have a variable names benchmark but it will be ignore.

Value

A plot show the cumulative return and drawdown If there's no benchmark ,a dataframe includes that by year

• yield: last value this year / last value last year

• max_back: max back

• back_ratio: yield / max_back

• sharpratio: mean(yield)/(sd(yield) * sqrt(the business day this year))

• capital_loss: min(0,min(net value)/1000000 - 1)

If there's benchmark mode,a dataframe includes more by year that

• yield_r: cumprod(yield - benchmark yield)

• max_back_r: max back for yield_r

• back_ratio_r: yield_r / max_back_r

• sharpratio: mean(yield_r)/(sd(yield_r) * sqrt(the business day this year))

Examples

data(m_index_acount)
summary_acount(m_index_acount, benchmark = FALSE)

cloud-brain/backtest documentation built on Feb. 6, 2020, 11:17 p.m.