calculate_naive_profitability#
- calculate_naive_profitability(total_equity_series, look_back=None, start_at=None, end_at=None)[source]#
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:
- Returns:
Tuple (Profitability as %, duration of the sample period). (None, None) if we cannot calculate anything yet.
- Return type: