Evaluation metric
Profit Factor
Profit Factor
Definition
Total gross profit divided by total gross loss.
Boundary
A high ratio over a short sample can be dominated by one or two outlier trades.
80 Strategies
52 Text mentions
25 Code hits
Role distribution
Market regimes
Uptrend9/1Downtrend10/3Range3/4Breakout Onset0/0High Volatility3/0Low Volatility1/0Reversal Inflection2/1All Regimes0/0
Common parameters
| Default | Occurrences |
|---|---|
| 2 | 1 |
| 3 | 1 |
Frequent co-occurrence
No co-occurrence records.
Semantic relations
- Basis → ExpectancyProfit factor is another expression of expectancy.
Evidence strategies
- 超一目趋势策略Super-Ichi-StrategyContextInferred
- 多维度自适应趋势追踪与风险管理策略-Multi-Dimensional-Adaptive-Trend-Following-and-Risk-Management-StrategyContextInferred
- 基于压缩指标的多时间框架交易策略Multi-Timeframe-Trend-Trading-Strategy-Based-on-Compressed-IndicatorsContextInferred
- 动态网格交易策略Assassins-Grid-B-A-Dynamic-Grid-Trading-StrategyContextInferred
- 基于转折点的RSI背离策略Pivot-based-RSI-Divergence-StrategyContextInferred
- 比特币-移动平均线交叉策略-Bitcoin-MA-Crossover-StrategyContextInferred
- 狮子裂缝均衡策略Lion-Fissure-Balance-StrategyContextInferred
- RSI多空分歧指标The-RSI-Divergence-Indicator-StrategyContextInferred
- 移动平均线动态止盈策略Moving-Average-Strategy-with-Dynamic-Profit-TargetContextInferred
- 追踪型突破策略Tracking-Breakout-StrategyContextInferred
- 双RSI突破量化交易策略Dual-RSI-Breakthrough-StrategyContextInferred
- SMART专业量化交易策略SMART-Professional-Quantitative-Trading-StrategyContextInferred
Corpus quotes
In addition, the strategy adopts a profit factor to set stop loss and take profit conditions, which involves some subjectivity.
MACD-EMA黄金交叉趋势追踪策略MACD-EMA-Crossover-Trend-Tracking-Strategy · risks EN
Further optimizations on parameter tuning, adding auxiliary filters, and identifying trend reversal signals can improve the strategy's Profit Factor.
基于一目均衡表的趋势追踪策略Ichimoku-Trend-Following-Strategy · summary EN
Customizable profit factor and sizing parameters.
移动平均线动态止盈策略Moving-Average-Strategy-with-Dynamic-Profit-Target · advantages EN