Profit factor statistic

[TomaszLakota]

Hey, this is one great backtesting framework.
I'm surprised that there is no profit factor (gross profit/gross loss) in backtest stats.
Why is that? Is that something you could add?

[kernc]

Thanks. We have expectancy which maybe is similar:

backtesting.py/backtesting/backtesting.py

Lines 948 to 949 in b460092

	s.loc['Expectancy [%]'] = ((returns[returns > 0].mean() * win_rate -
	returns[returns < 0].mean() * (100 - win_rate)))

Is profit factor something you could add? 😃

[TomaszLakota]

How could I not do that, if you made it that easy for me? :) Can I place it between # Trades and Win rate?

[kernc]

I would prefer it a bit further down, maybe before Expectancy or after SQN.

[TomaszLakota]

Sure. Added PR #85.

[TomaszLakota]

Adjusted test.