quant-zero/src/utils/maths/pl.ts

Node-Quant is a powerful Node.js package for developing and testing quantitative trading strategies in cryptocurrency markets, offering tools for backtesting and performance analysis.

import { PositionType } from '@/types'

export function calcPL(
  currentClose: number,
  openPrice: number,
  positionType: PositionType,
): number {
  return positionType === PositionType.LONG
    ? 100 * ((currentClose - openPrice) / openPrice)
    : 100 * ((openPrice - currentClose) / openPrice)
}