calculate_size_relative_realised_trading_returns#

API documentation for tradeexecutor.visual.equity_curve.calculate_size_relative_realised_trading_returns Python function.

calculate_size_relative_realised_trading_returns(state)[source]#

Calculate realised profitability of closed trading positions relative to the portfolio size..

This function returns the profitability of individually closed trading positions.

See Profitability calculations for more information.

Returns:

Pandas series (DatetimeIndex, % profit).

Empty series if there are no trades.

Parameters:

state (State) –

Return type:

Series