원문에서 자동 번역됨 · 원문 읽기 (English)
안녕하세요, 여기는 처음인데 적절한 일지 작성, 특히 위험 조정 수익률을 기록하는 방법에 대해 이해하려고 노력 중입니다. 거래를 추적하지만, 각 거래에서 실제로 감수한 위험에 대한 성과를 연결하려고 할 때 너무 단순화하거나 중요한 것을 놓치고 있는 것 같습니다. 모든 항목에 대해 완전한 통계 분석으로 바꾸지 않고도 이를 정확하게 반영하기 위해 일지 항목에서 어떤 지표에 중점적으로 다루시나요?
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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