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In this specific case:
( .99^n/2 - 1 ) *100
where n = total number of trades.
Val.
Andy Dunn wrote:
> Can anyone write me a formula for the following.
>
> I have a system and the average WIN is 2X the average LOSS
> The system WINS exactly 50% of the time
> Let's say I start with $1M
> Each time I trade, I risk 1% of the bankroll (starts at 1M then goes up with each trade)
>
> Can anyone write an algebraic formula that will determine the yearly Rate-Of-Return depending on HOW MANY trades this system does each year?
>
> thanks
>
> Andy
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