Daytrader quiz

With options trading (especially with options spreads) one can in advance limit the VaR exactly (or approximately) as one wishes, ie. limiting the possible loss.
Let's say you are a daytrader, and each month has 21 trading days. If you make every 2nd trading day on average 1.50% profit from your current account value, but then lose on average 1.00% the following trading day, then how much will your PnL% be in a year?
Let's say the very first day is a win day.

 

What percent does the above scenario calculate out to in terms of daily yield then plug that into this formula.
https://elitetrader.com/et/threads/...t-right-here-baby.335635/page-25#post-5537130

 

Theoretically
3.38463378643

Here's a Monte Carlo Simulation

 

That's wrong.
One can compute it exactly, for example by simply iterating over all the 12 months,
or as @easymon1 said, by using a formula (in this case one can say a period is 2 days, and do accordingly...)

 

That looks like a question for chatgpt.

 

Just go and feed it and let us know

 

That would be a do it yourself my friend.

 

I hadn't the pleasure yet with that AI ass

 

I'm getting 113.67%

 

Not sure if you win 1/2 (S1) or 2/3 (S2) of the time.
"If you make every 2nd trading day"

Monte Carlo is based on S1