Evaluation metric
Expectancy
Expectancy
Definition
The average expected return of a trading strategy per trade.
Boundary
Expectancy estimated from a small or non-stationary sample is unreliable.
16 Strategies
7 Text mentions
0 Code hits
Role distribution
Market regimes
Uptrend1/0Downtrend1/1Range0/1Breakout Onset0/0High Volatility0/0Low Volatility0/0Reversal Inflection1/0All Regimes0/0
Common parameters
No parameter samples.
Frequent co-occurrence
No co-occurrence records.
Semantic relations
- Basis ← Win RateExpectancy requires a win-rate estimate.
- Basis ← Risk Reward RatioExpectancy requires a profit-loss ratio estimate.
- Basis ← Profit FactorProfit factor is another expression of expectancy.
Evidence strategies
- 动态阻力与支撑的双K线形态ATR风险控制量化交易策略-Dynamic-Resistance-and-Support-Dual-Candlestick-Pattern-ATR-Risk-Management-Quantitative-Trading-StrategyContextInferred
- 基于交叉移动均线的趋势追踪自适应期望值评估策略-Trend-Following-Adaptive-Expected-Value-Assessment-Strategy-Based-on-Crossover-Moving-AveragesContextInferred
- 威廉姆斯鳄鱼点差交易策略Williams-Alligator-Scalping-StrategyContextInferred
- 基于斐波那契07水平的趋势突破量化交易策略-Quantitative-Trading-Strategy-Based-on-Fibonacci-07-Level-Trend-BreakthroughContextInferred
- 均价成交量价值策略Volume-Weighted-Average-Price-StrategyContextInferred
- 多时间框架趋势跟踪与超级趋势动量优化策略-Multi-Timeframe-Trend-Following-with-Supertrend-Momentum-Optimization-StrategyContextInferred
- 流动性捕捉与智能资金分歧指标结合策略-Liquidity-Grab-Smart-Money-Divergence-Indicator-Combination-StrategyContextInferred
- OKEX期现对冲ContextInferred
- RSI布林带交易策略RSI-Bollinger-Bands-Trading-StrategyContextInferred
- RSI指标结合CCI指标的量化交易策略RSI-amp-CCI-Combination-Quantitative-Trading-StrategyContextInferred
Corpus quotes
In summary, the VWAP strategy utilizes the predictive power of this important statistic, with stop loss/profit taking to achieve long-term positive expectancy.
均价成交量价值策略Volume-Weighted-Average-Price-Strategy · summary EN
The take profit setting also ensures profit expectancy management per trade.
基于回调比例的趋势追踪策略Trend-Following-Strategy-Based-on-Retracement-Percentage · overview EN
Expectancy analysis, optimized stops, controlled frequency etc.
威廉姆斯鳄鱼点差交易策略Williams-Alligator-Scalping-Strategy · risks EN