Estimating Trading Strategy Returns | Van Tharp's Expectancy Metric

Van Tharp's 'Expectancy' values provide an indication of what each trade will return on average. When using a strict risk-based position sizing strategy it will also provide an idea of what your trading system will return per annum, based on the sample size (number of trades). This episode covers how systematic, discretionary and algorithmic traders alike, can calculate the Expectancy from the individual trade R-Multiples, and also starts to look at typical uses of this valuable metric. Brought to you by Darwinex: UK FCA Regulated Broker, Asset Manager & Trader Exchange where Traders can legally attract Investor Capital and charge Performance Fees: https://www.darwinex.com/?utm_source=... #VanTharp, #Expectancy, #RMultiples, #Risk, #StopLoss, #TradingStrategyReturn, #TradingSystemReturn, #CompoundAnnualGrowth, #Darwinex, #Trading, #FX, #ETF, #CFD Content Disclaimer: Past performance is not a reliable indicator of future results. The contents of this video (and all other videos by the presenter) are for educational purposes only and are not to be construed as financial and/or investment advice. Risk disclosure: https://www.darwinex.com/legal/risk-d...