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  • Optimal F 0.16: Click The Button For Another Set of Profits/losses

    Caricato da

    Gallo Solaris
    22 visualizzazioni2 pagine
    Gummy Finance

    Titolo originale

    Optimal f Test

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    © Attribution Non-Commercial (BY-NC)

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    Gummy Finance

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Scarica in formato XLS, PDF, TXT o leggi online su Scribd
    Segnala contenuti inappropriati
    22 visualizzazioni2 pagine

    Optimal F 0.16: Click The Button For Another Set of Profits/losses

    Caricato da

    Gallo Solaris
    Gummy Finance

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Scarica in formato XLS, PDF, TXT o leggi online su Scribd
    Segnala contenuti inappropriati
    di 2

    n

    1
    2
    3
    4
    5
    6
    7
    8
    9
    10
    11
    12
    13
    14
    15
    16
    17
    18
    19
    20

    Maximum Loss: L =
    f=
    W=
    Profits/Losses
    $0.29
    -$53.25
    -$98.63
    $76.32
    -$40.23
    -$15.04
    $6.10
    -$94.45
    -$67.70
    -$39.95
    $22.13
    -$49.41
    -$99.54
    $75.69
    $36.41
    -$7.40
    -$80.08
    -$37.85
    $77.64
    $25.10

    $99.54 Trade # 13
    0
    0.05
    0.1
    1.00
    0.83
    0.67
    Equity Equity Equity
    1.00
    1.00
    1.00
    1.00
    0.97
    0.95
    1.00
    0.93
    0.85
    1.00
    0.96
    0.92
    1.00
    0.94
    0.88
    1.00
    0.93
    0.87
    1.00
    0.94
    0.87
    1.00
    0.89
    0.79
    1.00
    0.86
    0.74
    1.00
    0.84
    0.71
    1.00
    0.85
    0.72
    1.00
    0.83
    0.69
    1.00
    0.79
    0.62
    1.00
    0.82
    0.67
    1.00
    0.84
    0.69
    1.00
    0.83
    0.68
    1.00
    0.80
    0.63
    1.00
    0.78
    0.61
    1.00
    0.82
    0.65
    1.00
    0.83
    0.67

    0.15
    0.53
    Equity
    1.00
    0.92
    0.78
    0.87
    0.82
    0.80
    0.81
    0.69
    0.62
    0.59
    0.61
    0.56
    0.48
    0.53
    0.56
    0.55
    0.49
    0.46
    0.51
    0.53

    0.2
    0.41
    Equity
    1.00
    0.89
    0.72
    0.83
    0.76
    0.74
    0.75
    0.60
    0.52
    0.48
    0.50
    0.45
    0.36
    0.42
    0.45
    0.44
    0.37
    0.34
    0.39
    0.41

    0.25
    0.32
    Equity
    1.00
    0.87
    0.65
    0.78
    0.70
    0.67
    0.68
    0.52
    0.43
    0.39
    0.41
    0.36
    0.27
    0.32
    0.35
    0.34
    0.27
    0.25
    0.30
    0.32

    Click the button for another set of profits/losses >>>

    optimal f = 0.16
    1.20
    W versus

    1.00
    0.80
    0.60
    0.40
    0.20
    0.00
    0
    -0.20

    0.1

    0.2

    0.3

    0.4

    0.5

    0.6

    0.7

    0.8

    0.9

    0.3
    0.23
    Equity
    1.00
    0.84
    0.59
    0.73
    0.64
    0.61
    0.62
    0.44
    0.35
    0.31
    0.33
    0.28
    0.20
    0.24
    0.27
    0.26
    0.20
    0.18
    0.22
    0.23

    0.35
    0.17
    Equity
    1.00
    0.81
    0.53
    0.67
    0.58
    0.55
    0.56
    0.37
    0.28
    0.24
    0.26
    0.22
    0.14
    0.18
    0.20
    0.20
    0.14
    0.12
    0.16
    0.17

    0.4
    0.12
    Equity
    1.00
    0.79
    0.48
    0.62
    0.52
    0.49
    0.50
    0.31
    0.23
    0.19
    0.21
    0.17
    0.10
    0.13
    0.15
    0.14
    0.10
    0.08
    0.11
    0.12

    0.45
    0.08
    Equity
    1.00
    0.76
    0.42
    0.57
    0.46
    0.43
    0.44
    0.25
    0.18
    0.14
    0.16
    0.12
    0.07
    0.09
    0.11
    0.10
    0.07
    0.05
    0.07
    0.08

    0.5
    0.05
    Equity
    1.00
    0.73
    0.37
    0.51
    0.41
    0.38
    0.39
    0.20
    0.14
    0.11
    0.12
    0.09
    0.05
    0.06
    0.07
    0.07
    0.04
    0.03
    0.05
    0.05

    0.55
    0.03
    Equity
    1.00
    0.71
    0.32
    0.46
    0.36
    0.33
    0.34
    0.16
    0.10
    0.08
    0.09
    0.06
    0.03
    0.04
    0.05
    0.05
    0.03
    0.02
    0.03
    0.03

    0.6
    0.02
    Equity
    1.00
    0.68
    0.28
    0.40
    0.31
    0.28
    0.29
    0.12
    0.07
    0.06
    0.06
    0.04
    0.02
    0.03
    0.03
    0.03
    0.02
    0.01
    0.02
    0.02

    0.65
    0.01
    Equity
    1.00
    0.65
    0.23
    0.35
    0.26
    0.23
    0.24
    0.09
    0.05
    0.04
    0.04
    0.03
    0.01
    0.02
    0.02
    0.02
    0.01
    0.01
    0.01
    0.01

    0.7
    0.01
    Equity
    1.00
    0.63
    0.19
    0.30
    0.21
    0.19
    0.20
    0.07
    0.03
    0.02
    0.03
    0.02
    0.01
    0.01
    0.01
    0.01
    0.00
    0.00
    0.01
    0.01

    0.75
    0.00
    Equity
    1.00
    0.60
    0.15
    0.24
    0.17
    0.15
    0.16
    0.05
    0.02
    0.02
    0.02
    0.01
    0.00
    0.00
    0.01
    0.01
    0.00
    0.00
    0.00
    0.00

    0.8
    0.00
    Equity
    1.00
    0.57
    0.12
    0.19
    0.13
    0.11
    0.12
    0.03
    0.01
    0.01
    0.01
    0.01
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00

    0.85
    0.00
    Equity
    1.00
    0.55
    0.09
    0.14
    0.09
    0.08
    0.09
    0.02
    0.01
    0.00
    0.01
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00

    0.9
    0.00
    Equity
    1.00
    0.52
    0.06
    0.10
    0.06
    0.05
    0.06
    0.01
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00

    0.95
    0.00
    Equity
    1.00
    0.49
    0.03
    0.05
    0.03
    0.03
    0.03
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00

    1
    0.00
    Equity
    1.00
    0.47
    0.00
    0.01
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00

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