Expectancy
In German: Erwartungswert eines Systems
The average profit or loss per trade: win rate × average gain − loss rate × average loss. A system with only 40 % winners can be profitable if the winners are clearly larger than the losers.
In German: Erwartungswert eines Systems
The average profit or loss per trade: win rate × average gain − loss rate × average loss. A system with only 40 % winners can be profitable if the winners are clearly larger than the losers.