Summary performance table

Summary performance table

summary_performance(results_df, initial_equity)

Arguments

results_df

Results dataframe from rsims backtest

initial_equity

Starting equity

Value

dataframe of summary statistics: annualised return, annualised volatility, annualised Sharpe ratio, average annual turnover, total profit, and costs as a percentage of total profit.

Examples

if (FALSE) {
cash_backtest(prices, weights) %>%
  summary_performance(20000)
}