StatCenter Risk analysis

From NakedMarkets
Revision as of 15:18, 23 March 2022 by NMWikiWeb (talk | contribs)
Jump to navigation Jump to search

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.

MAE/MFE charts

The MAE is the Maximum Adverse Excursion.
The MFE is the 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 :

  • MAE/Growth :
  • MFE/Growth :
  • MAE/Pips :
  • MFE/Pips :
Retrieved from "http://doc.naked-markets.com/index.php?title=StatCenter_Risk_analysis&oldid=806"