backtest.plot {PortfolioAnalytics}

generate plots of the cumulative returns and drawdown for back-testing

Description

generate plots of the cumulative returns and drawdown for back-testing

Usage

backtest.plot(
  R,
  log_return = FALSE,
  plotType = "both",
  colorSet = NULL,
  ltySet = NULL,
  lwdSet = NULL
)

Arguments

R

an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns

log_return

arithmetic return or log return, the default is arithmetic return

plotType

"cumRet", "drawdown", or the default is both

colorSet

users can design the color by providing a vector of color

ltySet

users can design lty by providing a vector of lty

lwdSet

users can design lwd by providing a vector of lwd

Author(s)

Peter Carl, Xinran Zhao, Yifu Kang