假设每笔交易的盈利占开仓时净值的百分比是固定的,亏损时也是固定的。如每次盈利都赚10%,每次亏都亏5%。
设:
盈亏比
n
,胜率x
,止损时的亏损比例d
则打平时:
(1+nd)^x * (1-d)^(1-x) = 1
盈亏比n | 止损时的亏损比例d | 打平所需胜率x |
---|---|---|
1:1 | 5% | 51.2% |
10% | 52.5% | |
15% | 53.7% | |
20% | 55.0% | |
30% | 57.6% | |
40% | 60.0% | |
2:1 | 5% | 35.0% |
10% | 36.6% | |
15% | 38.2% | |
20% | 39.9% | |
30% | 43.1% | |
40% | 46.5% | |
3:1 | 5% | 26.8% |
10% | 28.7% | |
15% | 30.4% | |
20% | 32.2% | |
30% | 35.7% | |
40% | 39.3% |
* 亏损比例是加杠杆之后的。 * 使用 WolframAlpha 计算所得。