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

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