best_worst_month {backtestGraphics}R Documentation

Find the best-performing and the worst-performing months

Description

This function takes in a data set and returns a list with the best and the worst month and their respective pnl's.

Usage

best_worst_month(x)

Arguments

x

A data frame that contains data for individual instruments.

Value

A list with the best month and the worst month, as well as their respective p&l's.


[Package backtestGraphics version 0.1.8 Index]