OPEN-SOURCE SCRIPT
Strategy's Annual Return [racer8]
I was trying to find the annual return for a particular strategy script based on profit factor, annual trade frequency, and win rate.
So on paper, I created some equations to help me solve this...and eventually, I created this indicator!
This indicator will help you find the annual return for any strategy. All you need to input is profit factor, number of trades per year, and win rate...oh and percentage of equity to risk in the trades.
By the way, if the output is 1.15, that means 15% annual return.
Keep in mind that this is a mere approximation...and the actual return is likely lower than this value.
Also if your margin trading, set order size to 100% of equity in the strategy's parameters.
Hopes this helps. Good luck and enjoy ;)
So on paper, I created some equations to help me solve this...and eventually, I created this indicator!
This indicator will help you find the annual return for any strategy. All you need to input is profit factor, number of trades per year, and win rate...oh and percentage of equity to risk in the trades.
By the way, if the output is 1.15, that means 15% annual return.
Keep in mind that this is a mere approximation...and the actual return is likely lower than this value.
Also if your margin trading, set order size to 100% of equity in the strategy's parameters.
Hopes this helps. Good luck and enjoy ;)
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免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。