blotter tradeStats Profit.factor is Infinite ?

most resources says  profit factor = gross profit / gross loss

one example is http://www.tradingmarkets.com/recent/whats_your_profit_factor_heres_an_assignment_for_you-657965.html


-----Original Message-----
From: "Ilya Kipnis" [ilya.kipnis at gmail.com]
Date: 10/06/2014 08:45 PM
To: "ce" <zadig_1 at excite.com>
CC: "r-sig-finance at r-project.org" <r-sig-finance at r-project.org>
Subject: Re: [R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?

Profit factor is defined as the absolute value of gross profits over gross losses. What is anything divided by zero?

My test program gives in tradeStats output some Profit factors as? Inf? .? I guess because Gross.Losses are zero .
Is it normal or am I doing something wrong ?

? ? ?Med.Trade.PL Largest.Winner Largest.Loser Gross.Profits Gross.Losses
ABTL? ?270.967742? ? ? 270.96774? ? ? ?0.00000? ? ?270.96774? ? ? 0.00000

? ? ?Std.Dev.Trade.PL Percent.Positive Percent.Negative Profit.Factor
ABTL? ? ? ? ? ? ? ?NA? ? ? ? 100.00000? ? ? ? ? 0.00000? ? ? ? ? ?Inf

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