abattia
Registered: Dec 2008
Posts: 983 |
12-28-11 07:25 AM
I would do this as follows (there may be other ways to do it, too)…
Your example has 15 trades;
8 winners (each @ +5);
7 losers (each @ -5)
-> Prob of winning = 8/15
[BTW, Feb total is +15 pts, not +10 pts]
Your worksheet needs 4 columns
Column A
Cell A1: “Trade”
Cell A2: 1
Cell A3: 2
Cell A4: 3
.
.
Cell A16: 15
Column B
Cell B1: “Won/Lost”
Cell B2: =genBinomial(1,8/15)
Cell B3: =genBinomial(1,8/15)
.
.
Cell B16: =genBinomial(1,8/15)
Column C
Cell C1: “PnL”
Cell C2: =if(B2=1,5,-5)
Cell C3: =if(B3=1,5,-5)
.
.
Cell C16: =if(B16=1,5,-5)
Column D
Cell D1: “Total PnL”
Cell D2: =simOutput(SUM(C2:C16))
Now run the sim, and your results will be on a new tab.
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