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RISK OF RUIN calculation on OPEN EQUITY not on realized loss.投票結果
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RISK OF RUIN calculation on OPEN EQUITY not on realized loss. 討論

forex_trader_767
Sep 14, 2009からメンバー
86 投稿
Jul 14, 2011 at 10:35
Sep 14, 2009からメンバー
86 投稿
It is also well known that during the first weeks and months of an account there might be a DD from capital.
MyfxBook statistical engine for RISK of ruin, is showing everything as 99% even if you are -1% in loss at that moment.
Does not distinct either if you are about to loose account or have a 70% realized loss...
Even worst, MYFXBOOK calculation is bad for OPEN DD and does not take into account the EQUITY in order to
calculate the RISK OF RUIN.. So a system that has equity 110% but it is currently at 5% Loss,
risk of ruin will ERRONEOUSLY calculate it as 99,9% to fail, which is WRONG.
So for any credibility for Risk of Ruin, there must be a profitable 6 months + period.
MyfxBook statistical engine for RISK of ruin, is showing everything as 99% even if you are -1% in loss at that moment.
Does not distinct either if you are about to loose account or have a 70% realized loss...
Even worst, MYFXBOOK calculation is bad for OPEN DD and does not take into account the EQUITY in order to
calculate the RISK OF RUIN.. So a system that has equity 110% but it is currently at 5% Loss,
risk of ruin will ERRONEOUSLY calculate it as 99,9% to fail, which is WRONG.
So for any credibility for Risk of Ruin, there must be a profitable 6 months + period.

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