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聊聊交易、记录复盘，以及我们在 Tradeways 打造的工具。
交易日志指标How 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 分钟阅读
术语表指标R-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 分钟阅读
术语表指标Realized 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 分钟阅读
术语表指标Breakeven win rate
The minimum percentage of trades you need to win to break even at a given reward-to-risk ratio, before costs.
3 分钟阅读
术语表指标Trading 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 分钟阅读
术语表指标Profit 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 分钟阅读
术语表指标Win rate
Win rate is the share of your closed trades that finished in profit, expressed as a percentage.
3 分钟阅读
术语表指标Average 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 分钟阅读
术语表指标Sharpe 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 分钟阅读
指标风险Maximum Adverse Excursion (MAE)
一笔 Trade 扛过的最大浮亏，以及你的 MAE 分布如何揭示 Stop Loss 是否真正在起作用。
6 分钟阅读
指标PlaybookMaximum Continuation Excursion (MCE)
平仓之后，市场又走了多远？MCE 量化你错过的那段行情，并揭示你的出场究竟是恰到好处，还是离场太早。
9 分钟阅读
指标PlaybookMaximum Favorable Excursion（MFE）
一笔 Trade 在平仓前所达到的最高浮动盈利，以及它与已实现 P&L 之间的差距能告诉你哪些关于出场的信息。
7 分钟阅读