Z-score of the runs
Forge API 1
Whether wins and losses come in streaks: negative when they clump, positive when they alternate.
(N * (R - 0.5) - P) / sqrt(P * (P - N) / (N - 1)) over the wins and losses, with N the trades that made or lost money, R the runs of equal results and P twice the wins times the losses
Was this page helpful?