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Equity curve widget
Started:February 6th, 2011 (03:43 PM) by GoldStandard Views / Replies:1,193 / 3
Last Reply:February 10th, 2014 (01:23 PM) Attachments:0

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Equity curve widget

Old February 6th, 2011, 03:43 PM   #1 (permalink)
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Equity curve widget

Just found a handy widget for displaying likely equity curves given a win percentage and win/loss size ratio so I'm posting it in case others find it useful.

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Old February 6th, 2011, 03:43 PM   #2 (permalink)
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Old February 6th, 2011, 11:55 PM   #3 (permalink)
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Some interesting values to put in are
win/loss :3
win prob: .55

The optimal bet size for what people typically say as their edge is 40% of the account per bet. Obviously, most people are probably far over estimating their true edge.
Probably more interesting to play around with than the equity curve itself is a positive kelly value is a system with positive expectancy and a negative value is one with negative expectancy.
With the winning 3 times what you risk idea, a win rate of 25% is the threshold between positive and negative expectancy per bet.

The "common trading wisdom" double whammy of searching for a completely over stated edge, then even if finding one completely under betting it.

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Old February 10th, 2014, 01:23 PM   #4 (permalink)
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GoldStandard View Post
Just found a handy widget for displaying likely equity curves given a win percentage and win/loss size ratio so I'm posting it in case others find it useful.

Anyone know if this Widget is still available. This link is dead now.

Nil per os
-NJAMC [Generic Programmer]

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