Symmetrical Profit Factor and Score
A four decimal profit factor that can be summed or averaged properly with a zero baseline.
if (grossProfit > Math.abs(grossLoss)) { SymprofitFactor = (grossProfit - grossLoss) / Math.abs(grossLoss); } else { SymprofitFactor = (grossProfit - grossLoss) / Math.abs(grossProfit); } }
Symmetrical Profit Factor Score is Symmetrical Profit Factor multiplied by number of trades.
Thank you Bentra