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[blotter] Diff of /pkg/quantstrat/demo/faber.R
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Diff of /pkg/quantstrat/demo/faber.R

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revision 1194, Sun Sep 23 11:48:25 2012 UTC revision 1212, Sat Oct 6 17:47:08 2012 UTC
# Line 139  Line 139 
139          charts.PerformanceSummary(cbind(ret1$total,SPY.ret), geometric=FALSE, wealth.index=TRUE)          charts.PerformanceSummary(cbind(ret1$total,SPY.ret), geometric=FALSE, wealth.index=TRUE)
140  }  }
141    
142  faber.stats<-tradeStats('faber')[,c('Net.Trading.PL','maxDrawdown','Num.Trades','Profit.Factor','Std.Dev.Trade.PL','Largest.Winner','Largest.Loser','Max.Equity','Min.Equity')]  faber.stats<-tradeStats('faber')[,c('Net.Trading.PL','Max.Drawdown','Num.Trades','Profit.Factor','Std.Dev.Trade.PL','Largest.Winner','Largest.Loser','Max.Equity','Min.Equity')]
143  faber.stats  faber.stats
144    
145  ###############################################################################  ###############################################################################

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