Separate Profit Factor for Short and Long operations

 

Hey there!

How can I calculate separate profit factors for long and short operations in OnTester()?

I want to refine my scenarios considering those ones in which both profict fators for short and long operations are nice enough (separately). However, as long as I have a consolidated profit factor, it is really common to have a very good consolidated profit factor, but with bad results when I analyzed short operations. It means that the long operations are compensating the short operations... So, in order to avoid such thing, I need to manually run each scenario aiming to find that one with good results for both trend.

In the library, there the bult-in formulas consider only consolidated results as far as I know.

Thank you all!

 

Profit Factor = Gross Profit / Gross Loss. Go through your trades and compute it for longs and for shorts. What's the problem?

 
William Roeder #:

Profit Factor = Gross Profit / Gross Loss. Go through your trades and compute it for longs and for shorts. What's the problem?

Thanks William!

Should I code it out of OnTester() after reaching the last date of the backtesting, right? I was thinking of a smart solution that wouldnt be too process consuming...