[R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?
Ilya Kipnis
ilya.kipnis at gmail.com
Tue Oct 7 02:44:42 CEST 2014
Profit factor is defined as the absolute value of gross profits over gross
losses. What is anything divided by zero?
On Mon, Oct 6, 2014 at 8:40 PM, ce <zadig_1 at excite.com> wrote:
>
> My test program gives in tradeStats output some Profit factors as Inf .
> I guess because Gross.Losses are zero .
> Is it normal or am I doing something wrong ?
>
> Med.Trade.PL Largest.Winner Largest.Loser Gross.Profits Gross.Losses
> ABTL 270.967742 270.96774 0.00000 270.96774 0.00000
>
> Std.Dev.Trade.PL Percent.Positive Percent.Negative Profit.Factor
> ABTL NA 100.00000 0.00000 Inf
>
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