Friday, February 14, 2014

Updated R curve

Below is the updated chart showing the returns expressed in terms of R, trade-by-trade. This chart only covers closed trades. Given that these returns have been attained with only a win rate below 40%, such a result can only be achieved by keeping losses as small as possible, and having the ability to not restrict the winning trades. 

This helps lead to an overall positive expectancy. The occasional big winning trade accounts for the bulk of all profits made, and show themselves here where there are big jumps in the curve. Refer to this post for more.

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