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Reward Risk Ratio Discussion

christof
Dec 08 2009 at 17:50
7 posts
The Reward Risk Ratio calculation has a bug, or seems at least very weird: It turns negative, when the average loss is bigger than the average winner.

So there's a gap between 0 and 1 and it's non monotonic, e.g., from better to worse: 3 -> 2 -> 1.5 -> 1.0 -> -1.0 -> -0.8 -> -0.2 -> 0.

If you want to emphasize the lower values, you could take the log of the ratio.

Staff (Staff)
Dec 08 2009 at 17:58
1390 posts
Christof,

The reward:risk ratio is showing the average win versus the average loss per currency in the selected month, so it is normal behavior if it becomes negative when the average loss is bigger than the average win.

If you're referring to another issue or you still feel something is wrong, please send us a screen-shot with a more detailed explanation to support@myfxbook.com.

Thank you.

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