I have a strategy will all wins and no losses. The Performance Report omits the Profit factor & PRR line.

> Annual return 142%
> Sharpe ratio 1.12
> Kelly criterion 0.23
> R2 coefficient 0.910
> Ulcer index 7.0%
> Prediction error 96%

(Zorro 1.30.1)

I believe displaying the profit factor of a strategy with all wins and no losses is beyond today's technology.

Wise guy.

For consistency with the rest of the performance report please produce symbols, such as +++ to represent infinity instead of completely omitting the line.

I parse the Performance Report to assess the fitness of a candidate strategy. PRR plays a role. In this edge case, my parser thought the PRR was 0, a default value, since it was absent.

It's already fixed on my side. I'm just trying to help the next person.

It helps insofar as it illustrates that it is not a very good idea to parse the performance report. You need to fix your parser to all special cases, like this one, and also have to adapt it to any Zorro update that might contain new features or different text in the report. The report omits all figures that are not relevant for the current system and is thus not well suited for machine parsing. It can even be a HTML page in a future version.

For evaluating the result, you got the evaluate function - it was implemented especially for you and others who produce statistics from Zorro runs. You have direct access to the data and won't need to parse text. Better request features for this function, rather than for the performance report.

Where is described in the wiki the function evaluate?
I have read the description in the editor help. The link to the online manual version does not work to me and doing a browser search does not come up wiky any relevant result
Thank you

There are no Zorro functions in the Wiki. For Zorro you got the manual, you can look up all functions there. The Wiki is for Gamestudio only.

Hi jcl. FYI, on the Performance Report page of the manual all the evaluate links are broken. In the Help within Zorro, the evaluate page is present.

Which links do you mean? I found only one evaluate link on the manual page, under "remarks", and that link works as far as I see. - Update: Ah, I see you probably meant the online manual.

Yes. The online manual. All work now.

Thanks.