Risk of ruin metrics#
About#
Risk of ruin of balance
Fields#
Name | Type | Required | Description |
---|---|---|---|
lossSize | number | Yes | loss size of balance |
probabilityOfLoss | number | Yes | probability of loss shows the risk of losing a particular part of the balance |
consecutiveLosingTrades | number | Yes | the number of losing trades that must be entered sequentially in order for this part of the balance to be lost |
Example#
{
"lossSize": 0.1,
"probabilityOfLoss": 0.21,
"consecutiveLosingTrades": 620
}