calculate_naive_profitability

calculate_naive_profitability(total_equity_series, look_back=None, start_at=None, end_at=None)

Calculate the profitability as value at end - value at start.

This formula ignores any deposits and withdraws from the strategy.

TODO: This needs to include gas fee costs

Parameters:

• total_equity – As received from get_portfolio_statistics_dataframe()

• total_equity_series (Series) –

• look_back (Optional[Timedelta]) –

• start_at (Optional[Timestamp]) –

• end_at (Optional[Timestamp]) –

Returns:

Tuple (Profitability as %, duration of the sample period). (None, None) if we cannot calculate anything yet.

Return type:

Tuple[Optional[float], Optional[Timedelta]]