4. 1. 2023

5 1

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.

Subscribe
Notify of
1 Comment
Oldest
Newest Most Voted
Inline Feedbacks
View all comments
Emmanuel
15. 1. 2023 8:54 am

Thank you Bentra