Deepvue

Elana, trading is just a remarkable and beautiful endeavor into math. I am intrigued by the math of trading. I enter the results of every single trade and have for many years into data analysis. Among the data I monitor: Win rate Avg win and loss values (in basis points against total nominal capital) Profit Factor Gain to Pain (a different mathematical expression of Profit Factor) 3-Yr rolling Calmar Bell curve distributions by trade outcomes Expected Value Kurtosis Skewness Worst DDs (based on sequential closed trades) The best book to understand metrics is by Jack Schwager -- "Sense and Common Sense" Pareto factors ROR and Sharpe are worthless IMO I analyze trades based on the character of price breakouts and pattern types If you look at the table at the top of my stream you will gain a little understanding of the top line data I collect