[R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?

[ce]

most resources says  profit factor = gross profit / gross loss

one example is http://www.tradingmarkets.com/recent/whats_your_profit_factor_heres_an_assignment_for_you-657965.html


-----Original Message-----
From: "Ilya Kipnis" [ilya.kipnis at gmail.com]
Date: 10/06/2014 08:45 PM
To: "ce" <zadig_1 at excite.com>
CC: "r-sig-finance at r-project.org" <r-sig-finance at r-project.org>
Subject: Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?

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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