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皆さん、こんにちは。ここに来てまだ日が浅く、特にリスク調整後リターンを把握する際の適切な記録方法について理解しようとしています。トレードは記録していますが、個々のトレードで取った実際のリスクとパフォーマンスを結びつけようとすると、単純化しすぎているか、何か重要なことを見落としているように感じます。皆さんは、すべてのエントリーについて本格的な統計分析にすることなく、これを正確に反映するために、ジャーナルエントリーでどのような指標に焦点を当てていますか？
For risk-adjusted returns, I focus on maximum adverse excursion (MAE) and maximum favorable excursion (MFE) for each trade, alongside the initial stop loss. This helps contextualize the outcome relative to the potential range of movement and my initial risk assessment.
Most just use a basic R-multiple per trade. If you're getting bogged down in complex risk-adjusted metrics for every single entry, you're probably spending more time journaling than trading.
For risk-adjusted returns, I focus on maximum adverse excursion and the initial stop loss. You can calculate a simple R-multiple for each trade with that data and then track the distribution of your R-multiples over time.
·1dThis is a great question. I've been wondering the same thing! Do you use any specific software for your journaling, or are you doing it manually? I'm curious if there are tools that make this easier.
For risk-adjusted returns, I've found it helpful to track not just profit/loss, but also the initial capital at risk per trade and the maximum adverse excursion. This gives a clearer picture of whether a win was due to good risk management or just luck.
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