Calculate costs as percent of profits — costs_pct_profit • rsims

Calculate costs as percent of profits

costs_pct_profit(results_df, initial_equity)

Arguments

results_df: Results dataframe from rsims backtest
initial_equity: Starting equity

Value

Costs as a percentage of profit

Examples

if (FALSE) {
results_df <- cash_backtest(prices, weights)
costs_pct_profit(results_df, 20000)
}