Stock Trading Equity Curve Random Generator

Testimonials

"The amount of time I'm spending each night keeping track of trades is reduced to bugger all giving me more time to do my analysis. Those of you who get headaches trying to manage separate trading notes, an excel spreadsheet, your data costs and your portfolio well this is the answer to it - all in one spot. "
-N Alves-

"I would never stop using such a time saving and beneficial trading tool as Otrader has made my record keeping and trade analysis so simple. "
-T Dunn-

"Especially useful at taxtime. "
-R Howard-

"I am getting better at organisation thanks to otrader. "
-Danny Barletta-

"I bought OTrader in the early days of development and have seen it develop into a comprehensive trading programe that is still growing all the time. I couldn't see myself trading without it. "
-Jason Steensma-

"What an understatement! I couldn't imagine not using Otrader, I regard OTrader as one of my essential trading tools."
-Chris Howard-

"As a provider of financial education in how to trade the Options markets, with several thousand graduates across Australasia, we are happy to recommend OTrader to not only our graduates, but to anyone with a serious interest in creating significant wealth from the markets.

All successful traders rely on accurate and detailed record keeping, and OTrader will assist you with this task like no other product in the marketplace.

This simple to use tool is with you through the whole trading process, recording your market analysis, monitoring your open positions, and providing detailed reporting as you monitor your profits and losses, and watch your bank grow. OTrader has set a new benchmark, for all others to now follow.

Congratulations on a fantastic product. "
-L Beggs-

"I found it rather refreshing that a software company is willing to listen to users, one of the benefits of OTRader support is that the team is willing to listen to any suggestions that you may have for future upgrades that you may see as a benefit for you "
-Derek Bevan-

Equity Curve Random Generator

1. Please enter the values for Win/Loss ratio and Win Probability
2. Click the "Generate" button
3. Play with other parameters or increase Lines Quantity

Frequently Asked Questions below:

Frequently Asked Questions:

What does this applet show?
This applet simulates an equity curve of your account over the long term after systematically applying your trading rule with known parameters of Win Probability and Win/Loss ratio. A whole curve consists of about 450 pixels, or trades. Random generator decides (as the market does)with a given probability whether you win or lose in a given trade. So the equity trajectory is generated.

What is a "Win/Loss ratio" parameter?
Divide your average winner by your average loser and you get Win/Loss ratio

What is a "Win Prob" parameter?
This is the number representing probability of a winning trade of your trading system. For example, if you traded 100 times and won in 61 trades, then the probability to win is about 61% or 0.61.

What is a "Lines Qty" parameter?
This is abbreviation for "Lines quantity". This is the number of equity curves to be generated and plotted simultaneously. This feature gives you an opportunity to see "what if" scenarios for any 'level of luck'. In other words, even your system wins in 99.9% of times, there's non-zero chance that all your trades can lose for example 10 times in a raw.

What are the "Kelly Val" and "Math Expect"parameters?
Kelly Value and Mathematical Expectation of the trading system respectively. The first one determines the percentage of your capital you should put in a single trade in order to maximize the over-all account performance in a long run and minimize the risks of ruin. The second one is interpreted this way : if it is positive than historically your system wins on average, if it is negative then you better look for another strategy... These are calculated values. Read more about these important parameters here

| | | |