I am using R / Quantstrat for backtesting and it all works well.
I have a strategy which only generates a few trades per year for a symbol, but I have many symbols in my portfolio.
I like the statistics generated by the tradeStats() function, however it only generates the data per symbold. Having just a few trade for each symbol the numbers vary a lot between symbols.
Question: Is it possible to generate numbers like tradeStats does for the whole portfolio in an accumulated way? I am using risk-based position-sizing that for each trade, there is always the same amount of equity at risk and the same amount of equity to gain.
