</> Codebase - profit factor
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
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Symmetrical Profit Factor and Score
A four decimal profit factor that can be summed or averaged properly with a zero baseline.
profit factor
What If scenarios (SQ)
What If: Profit Factor Trading Moving Average Money Management Simulation
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
Columns > Databank / Filter
MAFE Profit Factor
Profit Factor which includes MAE and MFE as well as PL.
stat
Timothy Masters
profit factor
PF
MAE
MFE
column
Columns > Databank / Filter
Median Profit Factor Of Additional Markets
This Databank snippet returns the median Profit factor of all tested additional markets.
profit factor
additional markets
portfolio
median
kpi