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- yoriz replied Jun 9, 2024
At the extremes you get measurement errors because either the TP or SL is tiny. This means your backtest simulation is extra sensitive to slippage, spread, commission because the ...
- Ryan420 replied Jun 7, 2024
Oh, I'd be interested in bridging the gap as to why. Since I have this in Excel, I made it in to a graph to plot the slope
- yoriz replied Jun 7, 2024
Always good to double check your assumptions. Nice that your measurements confirmed this. Only at the extreme ends of your table, the math doesn't add up, but I assume these are ...
- yoriz replied Jun 7, 2024
There is no need to measure this. If you assume the market is a random walk, you can simply calculate using: winrate = 100% * (1 - RR/(RR+1)) For example: RR = 5.0 winrate = 100% ...
- KarlKraus replied May 28, 2024
WTF does this have to do with the thread? And the previous post was over 17 years ago anyway! What’s wrong with you?!