diff --git a/backtesting/backtesting.py b/backtesting/backtesting.py
index 7d1a3041..85a4aa76 100644
--- a/backtesting/backtesting.py
+++ b/backtesting/backtesting.py
@@ -945,6 +945,7 @@ def _round_timedelta(value, _period=_data_period(df)):
         s.loc['Avg. Trade [%]'] = mean_return * 100
         s.loc['Max. Trade Duration'] = _round_timedelta(durations.max())
         s.loc['Avg. Trade Duration'] = _round_timedelta(durations.mean())
+        s.loc['Profit Factor'] = returns[returns > 0].sum() / (abs(returns[returns < 0].sum()) or np.nan)  # noqa: E501
         s.loc['Expectancy [%]'] = ((returns[returns > 0].mean() * win_rate -
                                     returns[returns < 0].mean() * (100 - win_rate)))
         pl = pl.dropna()
diff --git a/backtesting/test/_test.py b/backtesting/test/_test.py
index 7e8ebc28..3cb8d794 100644
--- a/backtesting/test/_test.py
+++ b/backtesting/test/_test.py
@@ -256,6 +256,7 @@ def test_compute_stats(self):
                 'Max. Drawdown Duration': pd.Timedelta('584 days 00:00:00'),
                 'Max. Drawdown [%]': -48.15069053929621,
                 'Max. Trade Duration': pd.Timedelta('183 days 00:00:00'),
+                'Profit Factor': 2.060450149412349,
                 'Return [%]': 426.2429346696951,
                 'SQN': 0.91553210127173,
                 'Sharpe Ratio': 0.23169782960690408,