Difference between revisions of "Portfolio GrossLoss"
Jump to navigation
Jump to search
(→Notes) |
m (→Notes) |
||
| Line 7: | Line 7: | ||
* This function can only be used in signals intended to be used with the [[:Category:Portfolio_Backtesting|Portfolio Backtester]]. | * This function can only be used in signals intended to be used with the [[:Category:Portfolio_Backtesting|Portfolio Backtester]]. | ||
* Use [[Portfolio GrossProfit]] to get the gross profit of a portfolio, and [[Portfolio NetProfit]] for the net profit. | * Use [[Portfolio GrossProfit]] to get the gross profit of a portfolio, and [[Portfolio NetProfit]] for the net profit. | ||
| + | * Use [[Portfolio StrategyDrawdown]] and [[Portfolio MaxIDDrawdown]] to get information about the ''current'' decline in equity and the ''worst'' decline in equity for the whole portfolio during the whole trading period. | ||
== Examples == | == Examples == | ||
Revision as of 14:19, 19 February 2012
Returns a negative numerical value, indicating the total currency value of all completed losing trades for a portfolio.
Usage
Portfolio_GrossLoss
Notes
- This function can only be used in signals intended to be used with the Portfolio Backtester.
- Use Portfolio GrossProfit to get the gross profit of a portfolio, and Portfolio NetProfit for the net profit.
- Use Portfolio StrategyDrawdown and Portfolio MaxIDDrawdown to get information about the current decline in equity and the worst decline in equity for the whole portfolio during the whole trading period.
Examples
Portfolio_GrossLoss
- Will return a value of -50 if there were a total of four losing trades, with results of -10, -5, -20, and -15,
- Will return a value of 0 if no losing trades were completed during the entire trading period.
