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아티클
트레이딩, 매매일지, 그리고 Tradeways에서 만드는 도구 이야기예요.
매매일지지표How 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.
읽기 8분
용어집지표R-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.
읽기 3분
용어집지표Realized 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.
읽기 3분
용어집지표Breakeven win rate
The minimum percentage of trades you need to win to break even at a given reward-to-risk ratio, before costs.
읽기 3분
용어집지표Trading 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.
읽기 3분
용어집지표Profit 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.
읽기 3분
용어집지표Win rate
Win rate is the share of your closed trades that finished in profit, expressed as a percentage.
읽기 3분
용어집지표Average 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.
읽기 3분
용어집지표Sharpe ratio
The Sharpe ratio measures risk-adjusted return: your average excess return over the risk-free rate divided by the volatility of your returns.
읽기 3분
지표리스크Maximum Adverse Excursion (MAE)
Trade가 견뎌낸 최대 미실현 손실, 그리고 당신의 MAE 분포가 Stop Loss가 진짜 일을 하고 있는지에 대해 말해주는 것.
읽기 7분
지표PlaybookMaximum Continuation Excursion (MCE)
청산한 뒤 시장은 어떻게 움직였을까요? MCE는 당신이 놓친 움직임을 측정해, 청산이 제때였는지 너무 일렀는지 보여줘요.
읽기 12분
지표PlaybookMaximum Favorable Excursion (MFE)
청산하기 전에 트레이드가 도달했던 최대 미실현 수익, 그리고 실현 P&L과의 차이가 당신의 청산에 대해 알려주는 것.
읽기 8분