Formule du pourcentage de gain ou de perte
Tu as acheté un actif 10 USD et tu le revends 12 USD.
Quel est ton pourcentage de gain?
[math]\Large{Gain_\%=\frac{prix\ de\ vente – prix\ d’achat}{prix\ d’achat}}[/math]
[math]\Large{\frac{12 – 10}{10}\ =\ 0.2\ =\ 20\%}[/math]
[math]\Large{\frac{12 – 10}{10}\ =\ 0.2\ =\ 20\%}[/math]
Performance nécessaire pour compenser une perte
Un actif a perdu 20%. De quel pourcentage l’actif doit-il remonter pour retrouver sa valeur d’origine?
[math]
\Large{Compensation_\%\ = \ (\frac{1}{1\ -\ Perte_\%})\ -\ 1}
[/math]
[math] \Large{(\frac{1}{1\ -\ 0.2})\ -\ 1}\ =\ 0.25\ =\ 25\% [/math]
[math] \Large{(\frac{1}{1\ -\ 0.2})\ -\ 1}\ =\ 0.25\ =\ 25\% [/math]
| Perte | Compensation |
| 5% | 5.26% |
| 10% | 11.11% |
| 15% | 17.65% |
| 20% | 25.00% |
| 25% | 33.33% |
| 30% | 42.86% |
| 35% | 53.85% |
| 40% | 66.67% |
| 45% | 81.82% |
| 50% | 100.00% |
| 55% | 122.22% |
| 60% | 150.00% |
| 65% | 185.71% |
| 70% | 233.33% |
| 75% | 300.00% |
| 80% | 400.00% |
| 85% | 566.67% |
| 90% | 900.00% |
| 95% | 1900.00% |
Facteur de récompense Reward Rate
Rapport entre le ‘take profit’ et ‘stop loss’
[math]
\Large{Reward\ Rate\ = \ \frac{V_{TakeProfit}\ -\ V_{Entrée}}{V_{Entrée}\ -\ V_{StopLoss}}}
[/math]
[math] \Large{\frac{1200\ -\ 1000}{1000\ -\ 920}\ =\ 2.5} [/math]
[math] \Large{\frac{1200\ -\ 1000}{1000\ -\ 920}\ =\ 2.5} [/math]
Winrate vs RewardRate
[math]
\Large{Winrate\ = \ \frac{1}{1\ +\ RewardRate}}
[/math]
[math] \Large{\frac{1}{1\ +\ 2.5}\ =\ 0.285714\ =\ 29\%} [/math]
[math] \Large{\frac{1}{1\ +\ 2.5}\ =\ 0.285714\ =\ 29\%} [/math]
| RewardRate | WinRate | LooseRate |
| 0.5 | 67% | 33% |
| 1 | 50% | 50% |
| 1.5 | 40% | 60% |
| 2 | 33% | 67% |
| 2.5 | 29% | 71% |
| 3 | 25% | 75% |
| 3.5 | 22% | 78% |
| 4 | 20% | 80% |
| 4.5 | 18% | 82% |
| 5 | 17% | 83% |
| 5.5 | 15% | 85% |
| 6 | 14% | 86% |
| 6.5 | 13% | 87% |
| 7 | 13% | 88% |
| 7.5 | 12% | 88% |
| 8 | 11% | 89% |
| 8.5 | 11% | 89% |
| 9 | 10% | 90% |
| 9.5 | 10% | 90% |
| 10 | 9% | 91% |