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Discussion Reward Risk Ratio

Dec 08, 2009 at 17:50
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Membre depuis Nov 23, 2009   posts 7
Dec 08, 2009 at 17:50
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.
Membre depuis Jul 31, 2009   posts 1449
Dec 08, 2009 at 17:58
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 [email protected].

Thank you.
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