Simple frameworks can help us understand complex systems (part 2)
In your Q2 am/FX results, pos size and P&L is in $'s or another denomination? e.g. total P&L for the quarter is $790,526 ?
in $ risking $100k on each trade stop loss 4m
so 2.5% of free capital on each trade
OK thanks, all capital ($4m) placed into each trade with stop loss at $100,000. Profit approx. 19.8% for the quarter.
Risk on each trade is 100k margin and capital usage varies I just normalize for dollars at risk on each trade not capital usage. 2.5 percent of capital at risk each trade
In your Q2 am/FX results, pos size and P&L is in $'s or another denomination? e.g. total P&L for the quarter is $790,526 ?
in $ risking $100k on each trade stop loss 4m
so 2.5% of free capital on each trade
OK thanks, all capital ($4m) placed into each trade with stop loss at $100,000. Profit approx. 19.8% for the quarter.
Risk on each trade is 100k margin and capital usage varies I just normalize for dollars at risk on each trade not capital usage. 2.5 percent of capital at risk each trade