StatCenter Risk analysis: Difference between revisions
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=== Risk of ruin | === Risk of ruin === | ||
This array depicts each drawdown level with the occuring probability and the number of losing trades needed to reach this level. | |||
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=== MAE/MFE charts === | === MAE/MFE charts === | ||
Revision as of 15:10, 23 March 2022
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.
Risk of ruin
This array depicts each drawdown level with the occuring probability and the number of losing trades needed to reach this level.