Advanced Technical Matrix
Hair Split Level Analytics
Distribution Curve
Kya hai: Aapke profits/losses ka pattern dikhata hai.
Trading me kya hota hai: Right skew = bade wins, Left skew = bade losses. Normal distribution matlab consistent results.
Trading me kya hota hai: Right skew = bade wins, Left skew = bade losses. Normal distribution matlab consistent results.
Normal vs Skewed Returns
Skewness: -
Standard Deviation
Kya hai: Aapke results kitne stable hain.
Trading me kya hota hai: Low Std Dev = consistent profits/losses. High = unpredictable, risky trading.
Trading me kya hota hai: Low Std Dev = consistent profits/losses. High = unpredictable, risky trading.
σ = √(Σ(x - μ)² / N)
Risk stability measure
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Volatility
Sharpe Ratio
(Return - Risk Free) / σ
Risk-adjusted Return
Payoff Ratio
What it is: How much you win vs how much you lose on average.
In trading: Ratio > 1 means your wins are bigger than losses. 2:1 = you win ₹2 for every ₹1 lost.
In trading: Ratio > 1 means your wins are bigger than losses. 2:1 = you win ₹2 for every ₹1 lost.
Avg Win / Avg Loss
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Reward/Risk per Trade
Kelly Percentage
What it is: How much of your capital to risk per trade.
In trading: Tells optimal position size. 5% means risk max 5% of account per trade for maximum growth without blowing up.
In trading: Tells optimal position size. 5% means risk max 5% of account per trade for maximum growth without blowing up.
K% = (Win% × Payoff - Loss%) / Payoff
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Optimal Position Size
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Risk of Ruin
What it is: Chance of losing your entire trading account.
In trading: Lower is better. <5% is safe. High risk of ruin means you need to reduce position sizes or improve strategy.
In trading: Lower is better. <5% is safe. High risk of ruin means you need to reduce position sizes or improve strategy.
Probability of account wipeout
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Account Wipeout Risk
Trade Duration Decay
What it is: How long you hold trades affects your results.
In trading: Shows if longer holds = more losses. Helps you find optimal exit timing.
In trading: Shows if longer holds = more losses. Helps you find optimal exit timing.
Time vs Probability of Loss
Entry Timing Efficiency
What it is: How well you time your trade entries.
In trading: Higher % means you enter near optimal prices. Low efficiency = you're chasing entries or entering too early.
In trading: Higher % means you enter near optimal prices. Low efficiency = you're chasing entries or entering too early.
Entry vs Daily High/Low
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Long Efficiency
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Short Efficiency
Commission Impact
What it is: How much brokerage fees eat into your profits.
In trading: Shows true profit after all costs. High commission impact means you're overtrading or need a better broker.
In trading: Shows true profit after all costs. High commission impact means you're overtrading or need a better broker.
Net vs Gross P&L
Gross P&L:
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Total Commission:
-
Net P&L:
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Technical Summary
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