optionhk wrote: Thu Mar 24, 2022 12:53 am Can you please put together a spread sheet based on depreciation (as against compounding)?
I have located the formula, but I am an Excel novice. Corresponding graphic is also located. But unable to find the kind of spreadsheet with starting balance (for counting drawdown) .
Let ne check:
for 40% losses gains to substitute must be . . . . %
To loss:
B1*(1-L%/100) = B2 --------------(1)
To retain:
B1 = B2*(1+P%/100) ----------------(2)
divide (1) by (2)
(B2*(1+P%/100))*(1-L%/100) = B2
(1+P%/100)*(1-L%/100) = 1
(1+P%/100) = 1/(1-L%/100)
P%/100 = 1/(1-L%/100)-1
P% = 100 * [ 1/(1-L%/100)-1 ]
substitute L% by 40
P% = 100 * [ 1/(1-40/100)-1 ]
P% = 100 * [ 1/0.60-1 ] = 66.67%
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Re: XARD - Simple Trend Following Trading System
chris006, Thu Mar 24, 2022 6:50 am
Is this what you are looking for?