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Date/Time: Sun, 24 Nov 2024 13:24:21 +0000



Expectancy Ratio

View Count: 151

[2024-05-30 06:39:36]
seandunaway - Posts: 268
Would you please consider adding Expectancy Ratio in the Trade Activity Log Statistics? I think it's also helpful for quickly evaluating edge of a strategy independent of sizing, etc.


Expectancy Ratio = (Reward-to-Risk Ratio x Win Ratio) – Loss Ratio


Reward-to-Risk Ratio = Average Win / Average Loss
Win Ratio = Number of Wins / Total Number of Trades
Loss Ratio = 100 - Win Ratio

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