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]