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Source: Notion | Last edited: 2022-12-13 | ID: aa3fd5cd-0d8...
What is the Win rate MA means?
Section titled “What is the Win rate MA means?”
This is an archaic statistical measurement that’s no longer been actively observed. But you’re welcome to find out more about its logics for the sake of knowing how EonLabs product development has evolved.
Every histogram bar represents an average of its last ten 12-Hour winning rate or losing rate, as every green bar is calculated based on the percentage of # of win / (# of wins + # of losses) if the 12-Hour timeframe is profitable; in contrast, orange bar is calculated as in # of losses / (# of wins + # of losses).
It is no longer been actively observed because it is not indicative of profitability as individual big loss (big win) can skew the winning green (losing orange) bar in losing money (winning money), potentially misleading the observer into believing the moving average histogram bar is representative of the equity trend.
Explained in Chinese:
这个是过去10个点(5天)的winning rate moving average。这个winning rate的计算是根据每12小时的收益是正还是负来定的。这个功能我们其实用的不多,开发的时候是顺便加上去的。
但為什麼 10个点 = 5天?
因為每个点记录的是过去12小时的结果。
wins 是每个12小时的总收益如果是有赚的,则 count 成一个 # of win,反之,如果是亏的,则是一个 # of loss。
举例,有一個 histogram 橙色 bar 顯示 -20%,是否代表统计周期内(10个12小时)总收益是亏钱的,所以采用 Loss Rate = # of losses / (# of losses+ # of wins) 。
如果 +40%,是否则代表统计周期内中收益是赚钱的,所以采用 Win Rate = # of wins / (# of wins + # of losses),用绿色标示 。
不过,要留意的就是,这个值代表的物理意义是 统计周期内收益是赚钱「次数」多还是亏钱「次数」多。赚钱次数多不代表overall盈虧,因为有可能一次亏钱亏很多,反之亦然。