Glossário
Glossário de trading
Os números e termos que descrevem o Edge de uma estratégia, definidos sem jargão e relacionados às ferramentas que os utilizam.
Excursão e qualidade do trade
Quanto um trade rendeu, quanto ameaçou custar e quanto ficou pelo caminho.
R-multiple
3 min de leituraAn R-multiple expresses a trade result as profit or loss measured in units of the initial risk you put at stake when you entered.
Realized vs. unrealized P&L
3 min de leituraRealized 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.
Breakeven win rate
3 min de leituraThe minimum percentage of trades you need to win to break even at a given reward-to-risk ratio, before costs.
Edge e expectativa
As métricas que mostram se uma estratégia realmente dá lucro.
Trading expectancy
3 min de leituraExpectancy is the average profit or loss you can expect per trade, measured across a large sample of trades rather than any single outcome.
Profit factor
3 min de leituraProfit factor is your gross profit divided by your gross loss — the total dollars your winners made against the total dollars your losers cost.
Win rate
3 min de leituraWin rate is the share of your closed trades that finished in profit, expressed as a percentage.
Average win / average loss
3 min de leituraThe payoff ratio: your mean profit per winning trade divided by your mean loss per losing trade, measuring how much winners outsize losers.
Sharpe ratio
3 min de leituraThe Sharpe ratio measures risk-adjusted return: your average excess return over the risk-free rate divided by the volatility of your returns.
Risco e dimensionamento de posição
Dimensionamento de cada trade, sobrevivência ao Drawdown e proteção do capital.
Position sizing
3 min de leituraPosition sizing is deciding how much to trade so each position risks a controlled, predetermined slice of your account.
Kelly criterion
3 min de leituraThe Kelly criterion is the fraction of capital to bet on each trade that maximizes the long-run geometric growth rate of your account.
Maximum drawdown
3 min de leituraMaximum drawdown is the largest peak-to-trough decline in account equity over a period, measured in currency or percent.
Drawdown recovery
3 min de leituraDrawdown recovery is the percentage gain needed to climb back to a prior equity peak after a loss — and it grows faster than the loss itself.
Noções básicas de instrumentos
As unidades em que os brokers cotam: pips, lotes, margem e alavancagem.
Pip
3 min de leituraA pip is the standard smallest price increment quoted in a forex pair, usually the fourth decimal place (0.0001), or the second (0.01) for JPY pairs.
Lot size
3 min de leituraLot size is the standardized quantity of an instrument you buy or sell per trade unit — the block your broker measures every position in.
Margin
3 min de leituraMargin is the capital your broker requires you to post as collateral to open and hold a leveraged position.
Leverage
3 min de leituraLeverage lets you control a position larger than your deposited capital using broker margin, expressed as a ratio such as 30:1.
Mais termos
Adições recentes que ainda não foram classificadas em uma área.
Hawkish vs. Dovish: What They Actually Mean
3 min de leituraTwo words carry most of the meaning in central-bank commentary. Hawkish leans toward tighter money; dovish leans toward easier money. The nuance, and the mistakes, come from what they are measured against.
How to Read a Central Bank Statement
6 min de leituraA rate decision is rarely the news. The news is what changed since the last one: the guidance, the votes, the projections, the balance sheet. This is how to read a policy statement the way desks do, by comparison.