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| what is the definition of ProfitFactor |
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cb888trader
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| Post subject: what is the definition of ProfitFactor |
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Posted: Thu 06 Dec, 2012, 07:54
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Joined: Tue 22 Nov, 2011, 12:47
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Location: United States,
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in JForex Platform Historical Tester - Optimisation :
What is the definition of Profit Factor? Is it Sharpe Ratio? if not - what is it?
How is it calculated?
Please provide code example how to calculate it in stand alone JForex.
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Platform Support
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| Post subject: Re: what is the definition of ProfitFactor |
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Posted: Wed 12 Dec, 2012, 15:15
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| JForex Master |  |
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Joined: Wed 16 Sep, 2009, 18:23
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Location: Geneva, Switzerland
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No, it is not the same. We don't have them in the Jforex platform reports. You can find the formulas on the internet.
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cb888trader
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| Post subject: Re: what is the definition of ProfitFactor |
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Posted: Wed 12 Dec, 2012, 16:01
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Maybe I'm not clear so I'm asking again - in the JForex UI there is a grid that displays the Historical Tester optimisation progress. one of the headers is called: "Profit Factor"
What is the calculation you use for profit factor?
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Platform Support
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| Post subject: Re: what is the definition of ProfitFactor |
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Posted: Thu 13 Dec, 2012, 17:18
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| JForex Master | |
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Joined: Wed 16 Sep, 2009, 18:23
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It is the Gross Profit / Gross Loss, in other words, the profit of the positive trades against the loss of the negative trades.
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