THWEIS Trading Monitor 30-Dec-99 13-Aug-23

Performance Indicator Win/Loss % distibution Pain/Gain ratio [Last10]

Jan/
Jan/
Feb/
00Mrz/
00Apr/
00Mai/
00Jun/
00Jul/
00Aug/
00Sep/
00Okt
00Nov
0/0Dez/
00
/Jan/
00Mrz/
00Mrz/
01Apr/
01Mai/
01Jun/
01Jul/
01Aug/
01Sep/
01Okt
01Nov
0/1Dez/
01
/Jan/
01Mrz/
01Mrz/
02Mai/
02Mai/
02Jul/
02Jul/
02Aug/
02Sep/
02Okt
0 20/202

expectancy (%) L[ ast 10]

5 1 8
Underw aterdrawdown

Capped at +5%
7
0.8 0 trades
6
curve (%)

0.6 5
4
0.4 3
2
0.2
1
0 0 0
0 1 2 3 4 5 5 5 5 Jan/
Mrz/
00
Jun/
00
Sep/
00
Dez/
0Mrz/
0 00
Jun/
01
Sep/
01
Dez/
0Mrz/
1 01
Jun/
02
Sep/
02
Dez/
0 2 02

Overtrading Indicator Trade outcomes as % of ELV (wins capped at 3R)

50 1 5

trades/w eek [Last 10]

4
size (%) [Last 10]

1 3
2
1 1
0
0 -1
-2
0 -3
-4
0 0 -5

∞
Avg. size % ####
L10
0
Green is good, Orange needs attention and Red needs to be addressed asap.
Average initial position size of all trades. Above 66% is overtrading!
Avg. trades/week 0.0 0.0 Trades per week extrapolated for the whole year. Above 4 is an indicator for overtrading
Fees of ELV % #### 0 Commission as a percentage of the ELV projected for a full year (Goal: <10%)
Avg. risk % #### 0.0 Mean of all losing trades including the initial risk of winning trades.
Wins R-Multi #### 0.0 Average profit/risk ratio of winners. Wins capped at +6 % for calculation to lessen impact of big wins.
3R Winrate % #### 0 Winrate considering only 3R winners.
Expectancy % #### 0 Yearly projected return with winners capped at 3 times the goal risk.
Probability #DIV/0! Probability that the expectancy is statistically significant : <95% = bad, 99% = ok, 99.9% = great
Gain to Pain #DIV/0! Gain to Pain Ratio: 1 = good; 3 = elite (best real world performance metric)
3R Winrate % #### 0 Winrate considering only 3R winners.
Expectancy % #### 0 Yearly projected return with winners capped at 3 times the goal risk.
Probability #DIV/0! Probability that the expectancy is statistically significant : <95% = bad, 99% = ok, 99.9% = great
Gain to Pain #DIV/0! Gain to Pain Ratio: 1 = good; 3 = elite (best real world performance metric)