StatCenter Risk analysis - Revision history

NMWikiWeb: /* MAE/MFE charts */

2022-03-23T15:41:06Z

MAE/MFE charts

← Older revision		Revision as of 15:41, 23 March 2022
Line 45:		Line 45:

	For each of these charts, the user can hover the mouse cursor on the dots to display, the X value, the Y value, and the Ticket position number.		For each of these charts, the user can hover the mouse cursor on the dots to display, the X value, the Y value, and the Ticket position number.
	If the statement is coming from an external source (ie : Metatrader statement), these charts will not be displayed because the MAE and MFE values can only be calculated under Naked Markets. The external statements do not provide this kind of data.		<br>If the statement is coming from an external source (ie : Metatrader statement), these charts will not be displayed because the MAE and MFE values can only be calculated under Naked Markets. The external statements do not provide this kind of data.

NMWikiWeb at 15:40, 23 March 2022

2022-03-23T15:40:51Z

← Older revision		Revision as of 15:40, 23 March 2022
Line 45:		Line 45:

	For each of these charts, the user can hover the mouse cursor on the dots to display, the X value, the Y value, and the Ticket position number.		For each of these charts, the user can hover the mouse cursor on the dots to display, the X value, the Y value, and the Ticket position number.
			If the statement is coming from an external source (ie : Metatrader statement), these charts will not be displayed because the MAE and MFE values can only be calculated under Naked Markets. The external statements do not provide this kind of data.

NMWikiWeb: /* MAE/MFE charts */

2022-03-23T15:26:21Z

MAE/MFE charts

← Older revision		Revision as of 15:26, 23 March 2022
Line 38:		Line 38:
	<br>The MFE is the [https://www.tradingheroes.com/mfe-mae-explained/ Maximum Favorable Excursion].		<br>The MFE is the [https://www.tradingheroes.com/mfe-mae-explained/ Maximum Favorable Excursion].
	<br>The MAE and MFE ratios are useful to analyse the potential of the trading strategy. By displaying the MAE/MFE ratios related to the Pips and the Growth, the trader can see if it’s better to let run some positions or to cut the losses quickly.		<br>The MAE and MFE ratios are useful to analyse the potential of the trading strategy. By displaying the MAE/MFE ratios related to the Pips and the Growth, the trader can see if it’s better to let run some positions or to cut the losses quickly.
	Different charts can be displayed :		<br>Different charts can be displayed :
	* <u>MAE/Growth</u> : the X-Axis represents the positions MAE in terms of percentage. Since the MAE is the adverse excursion, it will always be negative. The Y-Axis represents the positions growth in terms of percentage.		* <u>MAE/Growth</u> : the X-Axis represents the positions MAE in terms of percentage. Since the MAE is the adverse excursion, it will always be negative. The Y-Axis represents the positions growth in terms of percentage.
	* <u>MFE/Growth</u> : the X-Axis represents the positions MFE in terms of percentage. Since the MAE is the favorable excursion, it will always be positive. The Y-Axis represents the positions growth in terms of percentage.		* <u>MFE/Growth</u> : the X-Axis represents the positions MFE in terms of percentage. Since the MAE is the favorable excursion, it will always be positive. The Y-Axis represents the positions growth in terms of percentage.

NMWikiWeb: /* MAE/MFE charts */

2022-03-23T15:26:01Z

MAE/MFE charts

← Older revision		Revision as of 15:26, 23 March 2022
Line 37:		Line 37:
	The MAE is the [https://www.tradingheroes.com/mfe-mae-explained/ Maximum Adverse Excursion].		The MAE is the [https://www.tradingheroes.com/mfe-mae-explained/ Maximum Adverse Excursion].
	<br>The MFE is the [https://www.tradingheroes.com/mfe-mae-explained/ Maximum Favorable Excursion].		<br>The MFE is the [https://www.tradingheroes.com/mfe-mae-explained/ Maximum Favorable Excursion].
	The MAE and MFE ratios are useful to analyse the potential of the trading strategy. By displaying the MAE/MFE ratios related to the Pips and the Growth, the trader can see if it’s better to let run some positions or to cut the losses quickly.		<br>The MAE and MFE ratios are useful to analyse the potential of the trading strategy. By displaying the MAE/MFE ratios related to the Pips and the Growth, the trader can see if it’s better to let run some positions or to cut the losses quickly.
	Different charts can be displayed :		Different charts can be displayed :
	* <u>MAE/Growth</u> : the X-Axis represents the positions MAE in terms of percentage. Since the MAE is the adverse excursion, it will always be negative. The Y-Axis represents the positions growth in terms of percentage.		* <u>MAE/Growth</u> : the X-Axis represents the positions MAE in terms of percentage. Since the MAE is the adverse excursion, it will always be negative. The Y-Axis represents the positions growth in terms of percentage.

NMWikiWeb at 15:25, 23 March 2022

2022-03-23T15:25:41Z

← Older revision		Revision as of 15:25, 23 March 2022
Line 39:		Line 39:
	The MAE and MFE ratios are useful to analyse the potential of the trading strategy. By displaying the MAE/MFE ratios related to the Pips and the Growth, the trader can see if it’s better to let run some positions or to cut the losses quickly.		The MAE and MFE ratios are useful to analyse the potential of the trading strategy. By displaying the MAE/MFE ratios related to the Pips and the Growth, the trader can see if it’s better to let run some positions or to cut the losses quickly.
	Different charts can be displayed :		Different charts can be displayed :
	* <u>MAE/Growth</u> :		* <u>MAE/Growth</u> : the X-Axis represents the positions MAE in terms of percentage. Since the MAE is the adverse excursion, it will always be negative. The Y-Axis represents the positions growth in terms of percentage.
	* <u>MFE/Growth</u> :		* <u>MFE/Growth</u> : the X-Axis represents the positions MFE in terms of percentage. Since the MAE is the favorable excursion, it will always be positive. The Y-Axis represents the positions growth in terms of percentage.
	* <u>MAE/Pips</u> :		* <u>MAE/Pips</u> : the X-Axis represents the positions MAE in terms of percentage. Since the MAE is the adverse excursion, it will always be negative. The Y-Axis represents the positions amount of pips.
	* <u>MFE/Pips</u> :		* <u>MFE/Pips</u> : the X-Axis represents the positions MFE in terms of percentage. Since the MAE is the favorable excursion, it will always be positive. The Y-Axis represents the positions amount of pips.

			For each of these charts, the user can hover the mouse cursor on the dots to display, the X value, the Y value, and the Ticket position number.

NMWikiWeb at 15:18, 23 March 2022

2022-03-23T15:18:17Z

← Older revision		Revision as of 15:18, 23 March 2022
Line 35:		Line 35:

	=== MAE/MFE charts ===		=== MAE/MFE charts ===
			The MAE is the [https://www.tradingheroes.com/mfe-mae-explained/ Maximum Adverse Excursion].
			<br>The MFE is the [https://www.tradingheroes.com/mfe-mae-explained/ Maximum Favorable Excursion].
			The MAE and MFE ratios are useful to analyse the potential of the trading strategy. By displaying the MAE/MFE ratios related to the Pips and the Growth, the trader can see if it’s better to let run some positions or to cut the losses quickly.
			Different charts can be displayed :
			* <u>MAE/Growth</u> :
			* <u>MFE/Growth</u> :
			* <u>MAE/Pips</u> :
			* <u>MFE/Pips</u> :

NMWikiWeb: /* Risk of ruin array */

2022-03-23T15:10:41Z

Risk of ruin array

← Older revision		Revision as of 15:10, 23 March 2022
Line 30:		Line 30:


	=== Risk of ruin ~~array~~ ===		=== Risk of ruin ===
			This array depicts each drawdown level with the occuring probability and the number of losing trades needed to reach this level.
			<br>

	~~<br>~~
	=== MAE/MFE charts ===		=== MAE/MFE charts ===

NMWikiWeb at 15:08, 23 March 2022

2022-03-23T15:08:01Z

← Older revision		Revision as of 15:08, 23 March 2022
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	<br>		<br>
	[[File:Statriskanalysis.png\|left\|frameless\|upright=3.0]]		[[File:Statriskanalysis.png\|left\|frameless\|upright=3.0]]
	~~<br>~~
	~~<br>~~
	~~<br>~~
	~~<br>~~
	<br>		<br>
	<br>		<br>

NMWikiWeb: Created page with "=== Summary === The Risk analysis pane is aimed to provide important information on the reliability of the trading system.
This allows to assess the risk of ruin and ident..."

2022-03-23T15:07:46Z

Created page with "=== Summary === The Risk analysis pane is aimed to provide important information on the reliability of the trading system. This allows to assess the risk of ruin and ident..."

New page

=== Summary ===
The Risk analysis pane is aimed to provide important information on the reliability of the trading system.
 This allows to assess the risk of ruin and identify the different levels of drawdowns prone to happen during the trading system lifetime.
 
[[File:Statriskanalysis.png|left|frameless|upright=3.0]]
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

=== Risk of ruin array ===

 
=== MAE/MFE charts ===

StatCenter Risk analysis - Revision history

NMWikiWeb: /* MAE/MFE charts */

NMWikiWeb at 15:40, 23 March 2022

NMWikiWeb: /* MAE/MFE charts */

NMWikiWeb: /* MAE/MFE charts */

NMWikiWeb at 15:25, 23 March 2022

NMWikiWeb at 15:18, 23 March 2022

NMWikiWeb: /* Risk of ruin array */

NMWikiWeb at 15:08, 23 March 2022

NMWikiWeb: Created page with "=== Summary === The Risk analysis pane is aimed to provide important information on the reliability of the trading system. This allows to assess the risk of ruin and ident..."

NMWikiWeb: Created page with "=== Summary === The Risk analysis pane is aimed to provide important information on the reliability of the trading system.
This allows to assess the risk of ruin and ident..."