Blog
Artikel
Über Trading, Journaling und die Tools, die wir bei Tradeways bauen.
RisikoMetrikenMonte Carlo simulation for trading results
Learn how projection and reshuffle simulations turn your trade history into fan charts, drawdown ranges, and testable risk questions.
6 Min. Lesezeit
JournalingMetrikenHow to build an Excel trading journal
Build an Excel trading journal with a stable trade table, review fields, checks, and clear criteria for moving to dedicated software.
8 Min. Lesezeit
GlossarMetrikenR-multiple
An R-multiple expresses a trade result as profit or loss measured in units of the initial risk you put at stake when you entered.
3 Min. Lesezeit
GlossarMetrikenRealized vs. unrealized P&L
Realized P&L is profit booked when you close a position; unrealized P&L is the open, mark-to-market gain or loss on positions still running.
3 Min. Lesezeit
GlossarMetrikenBreakeven win rate
The minimum percentage of trades you need to win to break even at a given reward-to-risk ratio, before costs.
3 Min. Lesezeit
GlossarMetrikenTrading expectancy
Expectancy is the average profit or loss you can expect per trade, measured across a large sample of trades rather than any single outcome.
3 Min. Lesezeit
GlossarMetrikenProfit factor
Profit factor is your gross profit divided by your gross loss — the total dollars your winners made against the total dollars your losers cost.
3 Min. Lesezeit
GlossarMetrikenWin rate
Win rate is the share of your closed trades that finished in profit, expressed as a percentage.
3 Min. Lesezeit
GlossarMetrikenAverage win / average loss
The payoff ratio: your mean profit per winning trade divided by your mean loss per losing trade, measuring how much winners outsize losers.
3 Min. Lesezeit
GlossarMetrikenSharpe ratio
The Sharpe ratio measures risk-adjusted return: your average excess return over the risk-free rate divided by the volatility of your returns.
3 Min. Lesezeit
MetrikenRisikoMaximum Adverse Excursion (MAE)
Der größte unrealisierte Verlust, den ein Trade überstanden hat, und was deine MAE-Verteilung darüber aussagt, ob deine Stops wirklich arbeiten.
3 Min. Lesezeit
MetrikenPlaybookMaximum Continuation Excursion (MCE)
Was hat der Markt gemacht, nachdem du geschlossen hast? MCE misst die Bewegung, die du verpasst hast, und zeigt, ob dein Exit pünktlich oder zu früh war.
6 Min. Lesezeit