pull_perf_stats: Extract Performance Stats from a Backtest Parameter Screen

In rengelke/tradr:

Description

Extract Performance Stats from a Backtest Parameter Screen

Usage

pull_perf_stats(
  screen_results,
  stat_parameter = "Annualized Return",
  spread = FALSE,
  par1_seqf = par1_seq,
  par2_seqf = par2_seq
)

Arguments

screen_results	list containing backtest parameter screen results
stat_parameter	character indicating which parameter to extract. One of Annualized Return, Calmar Ratio, Treynor Ratio, Burke Ratio, CAPM beta, CDaR, Max. Drawdown, Annualized Turnover
spread	logical, if results including spread
par1_seqf	parameter 1 sequence
par2_seqf	parameter 2 sequence

Examples

pull_perf_stats(strategy_screen_results, "Annualized Return")

rengelke/tradr documentation built on Jan. 2, 2022, 2:03 p.m.