Trader's Performance Index(TPI)

Discussion in 'Trading' started by virtualmoney, Feb 21, 2008.

  1. virtualmoney

    virtualmoney

    Use this version: simple and general for anyone/instrument

    TPI = %R X (1 - max%DD) X %t,

    for example 90% return, 30% max DrawDown, 12 months time frame

    TPI =0.9 X (1 - 0.3) X 1.2 = 0.756
     
    #21     Feb 25, 2008
    Share
  2. JaiSreeram

    JaiSreeram

    Thank you, virtual money, for the explanations, can you please give some more practical or real time examples
     
    #22     Mar 6, 2008
    Share