[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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