| PRACTICABILITY OF THE TRADE SYSTEMS | Ron | |||||||||||||||||||||||||||
| Number of trades | n | [1] | Min | Mid | Max | |||||||||||||||||||||||
| Number of win | nw | [1] | Kelly | K% | 12% | 35% | 40% | K% = W% . EF% | [1] | |||||||||||||||||||
| Sum of win | SW | [USD] | Win/Loss ratio | R | 1,0 | 4,0 | 10,0 | R = W / L | [1] | |||||||||||||||||||
| Sum of loss | SL | [USD] | Trade Expectancy | TE% | 30% | 150% | 250% | TE% = K% . R | [1] | |||||||||||||||||||
| Average win | W = SW / nw | [USD] | ||||||||||||||||||||||||||
| Average loss | L = SL / (n - nw) | [USD] | ||||||||||||||||||||||||||
| Winning percentage | W% = nw / n | [1] | ||||||||||||||||||||||||||
| Efficiency | EF% = (SW - SL) / SW | [1] | ||||||||||||||||||||||||||
| RF | 1,00 | 1,05 | 1,11 | 1,18 | 1,25 | 1,33 | 1,43 | 1,54 | 1,67 | 1,82 | 2,00 | 2,22 | 2,50 | 2,86 | 3,33 | 4,00 | 5,00 | 6,67 | 10,00 | 20,00 | ||||||||
| EF% | 0,0% | 5,0% | 10,0% | 15,0% | 20,0% | 25,0% | 30,0% | 35,0% | 40,0% | 45,0% | 50,0% | 55,0% | 60,0% | 65,0% | 70,0% | 75,0% | 80,0% | 85,0% | 90,0% | 95,0% | ||||||||
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| W% | ||||||||||||||||||||||||||||
| 24% | K% | 0,0% | 1,2% | 2,4% | 3,6% | 4,8% | 6,0% | 7,2% | 8,4% | 9,6% | 10,8% | 12,0% | 13,2% | 14,4% | 15,6% | 16,8% | 18,0% | 19,2% | 20,4% | 21,6% | 22,8% | |||||||
| R | 3,17 | 3,33 | 3,52 | 3,73 | 3,96 | 4,22 | 4,52 | 4,87 | 5,28 | 5,76 | 6,33 | 7,04 | 7,92 | 9,05 | 10,56 | 12,67 | 15,83 | 21,11 | 31,67 | 63,33 | ||||||||
| TE% | 0% | 4% | 8% | 13% | 19% | 25% | 33% | 41% | 51% | 62% | 76% | 93% | 114% | 141% | 177% | 228% | 304% | 431% | 684% | 1444% | ||||||||
| 26% | K% | 0,0% | 1,3% | 2,6% | 3,9% | 5,2% | 6,5% | 7,8% | 9,1% | 10,4% | 11,7% | 13,0% | 14,3% | 15,6% | 16,9% | 18,2% | 19,5% | 20,8% | 22,1% | 23,4% | 24,7% | |||||||
| R | 2,85 | 3,00 | 3,16 | 3,35 | 3,56 | 3,79 | 4,07 | 4,38 | 4,74 | 5,17 | 5,69 | 6,32 | 7,12 | 8,13 | 9,49 | 11,38 | 14,23 | 18,97 | 28,46 | 56,92 | ||||||||
| TE% | 0% | 4% | 8% | 13% | 19% | 25% | 32% | 40% | 49% | 61% | 74% | 90% | 111% | 137% | 173% | 222% | 296% | 419% | 666% | 1406% | ||||||||
| 28% | K% | 0,0% | 1,4% | 2,8% | 4,2% | 5,6% | 7,0% | 8,4% | 9,8% | 11,2% | 12,6% | 14,0% | 15,4% | 16,8% | 18,2% | 19,6% | 21,0% | 22,4% | 23,8% | 25,2% | 26,6% | |||||||
| R | 2,57 | 2,71 | 2,86 | 3,03 | 3,21 | 3,43 | 3,67 | 3,96 | 4,29 | 4,68 | 5,14 | 5,71 | 6,43 | 7,35 | 8,57 | 10,29 | 12,86 | 17,14 | 25,71 | 51,43 | ||||||||
| TE% | 0% | 4% | 8% | 13% | 18% | 24% | 31% | 39% | 48% | 59% | 72% | 88% | 108% | 134% | 168% | 216% | 288% | 408% | 648% | 1368% | ||||||||
| 30% | K% | 0,0% | 1,5% | 3,0% | 4,5% | 6,0% | 7,5% | 9,0% | 10,5% | 12,0% | 13,5% | 15,0% | 16,5% | 18,0% | 19,5% | 21,0% | 22,5% | 24,0% | 25,5% | 27,0% | 28,5% | |||||||
| R | 2,33 | 2,46 | 2,59 | 2,75 | 2,92 | 3,11 | 3,33 | 3,59 | 3,89 | 4,24 | 4,67 | 5,19 | 5,83 | 6,67 | 7,78 | 9,33 | 11,67 | 15,56 | 23,33 | 46,67 | ||||||||
| TE% | 0% | 4% | 8% | 12% | 18% | 23% | 30% | 38% | 47% | 57% | 70% | 86% | 105% | 130% | 163% | 210% | 280% | 397% | 630% | 1330% | ||||||||
| 32% | K% | 0,0% | 1,6% | 3,2% | 4,8% | 6,4% | 8,0% | 9,6% | 11,2% | 12,8% | 14,4% | 16,0% | 17,6% | 19,2% | 20,8% | 22,4% | 24,0% | 25,6% | 27,2% | 28,8% | 30,4% | |||||||
| R | 2,13 | 2,24 | 2,36 | 2,50 | 2,66 | 2,83 | 3,04 | 3,27 | 3,54 | 3,86 | 4,25 | 4,72 | 5,31 | 6,07 | 7,08 | 8,50 | 10,63 | 14,17 | 21,25 | 42,50 | ||||||||
| TE% | 0% | 4% | 8% | 12% | 17% | 23% | 29% | 37% | 45% | 56% | 68% | 83% | 102% | 126% | 159% | 204% | 272% | 385% | 612% | 1292% | ||||||||
| 34% | K% | 0,0% | 1,7% | 3,4% | 5,1% | 6,8% | 8,5% | 10,2% | 11,9% | 13,6% | 15,3% | 17,0% | 18,7% | 20,4% | 22,1% | 23,8% | 25,5% | 27,2% | 28,9% | 30,6% | 32,3% | |||||||
| R | 1,94 | 2,04 | 2,16 | 2,28 | 2,43 | 2,59 | 2,77 | 2,99 | 3,24 | 3,53 | 3,88 | 4,31 | 4,85 | 5,55 | 6,47 | 7,76 | 9,71 | 12,94 | 19,41 | 38,82 | ||||||||
| TE% | 0% | 3% | 7% | 12% | 17% | 22% | 28% | 36% | 44% | 54% | 66% | 81% | 99% | 123% | 154% | 198% | 264% | 374% | 594% | 1254% | ||||||||
| 36% | K% | 0,0% | 1,8% | 3,6% | 5,4% | 7,2% | 9,0% | 10,8% | 12,6% | 14,4% | 16,2% | 18,0% | 19,8% | 21,6% | 23,4% | 25,2% | 27,0% | 28,8% | 30,6% | 32,4% | 34,2% | |||||||
| R | 1,78 | 1,87 | 1,98 | 2,09 | 2,22 | 2,37 | 2,54 | 2,74 | 2,96 | 3,23 | 3,56 | 3,95 | 4,44 | 5,08 | 5,93 | 7,11 | 8,89 | 11,85 | 17,78 | 35,56 | ||||||||
| TE% | 0% | 3% | 7% | 11% | 16% | 21% | 27% | 34% | 43% | 52% | 64% | 78% | 96% | 119% | 149% | 192% | 256% | 363% | 576% | 1216% | ||||||||
| 38% | K% | 0,0% | 1,9% | 3,8% | 5,7% | 7,6% | 9,5% | 11,4% | 13,3% | 15,2% | 17,1% | 19,0% | 20,9% | 22,8% | 24,7% | 26,6% | 28,5% | 30,4% | 32,3% | 34,2% | 36,1% | |||||||
| R | 1,63 | 1,72 | 1,81 | 1,92 | 2,04 | 2,18 | 2,33 | 2,51 | 2,72 | 2,97 | 3,26 | 3,63 | 4,08 | 4,66 | 5,44 | 6,53 | 8,16 | 10,88 | 16,32 | 32,63 | ||||||||
| TE% | 0% | 3% | 7% | 11% | 16% | 21% | 27% | 33% | 41% | 51% | 62% | 76% | 93% | 115% | 145% | 186% | 248% | 351% | 558% | 1178% | ||||||||
| 40% | K% | 0,0% | 2,0% | 4,0% | 6,0% | 8,0% | 10,0% | 12,0% | 14,0% | 16,0% | 18,0% | 20,0% | 22,0% | 24,0% | 26,0% | 28,0% | 30,0% | 32,0% | 34,0% | |||||||||