対称型 Profit ファクターおよびスコア

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.