</> Codebase - profit factor

A four decimal profit factor that can be summed or averaged properly with a zero baseline.

What if snippet  Profit Factor MA Trading  calculates the profit factor of the strategy and when profit factor is lower than threshold  you have set, the strategy changes trade size. Snippet still calculates the profit factor of the strategy even if the current profit factor is below the threshold. At the moment when the profit factor gets above the threshold we have chosen, the strategy changes positions size again

Profit Factor which includes MAE and MFE as well as PL.

This Databank snippet returns the median Profit factor of all tested additional markets.