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joesan, interesting calculation, but this method immediately rejects as "not ideal for realtime trading" any strategy where the average win is less than half of the average loser. So if I have a strategy where my win rate is 90/100, and my loss rate is 10/100, and my average loss is 4x my...

Well, I'm not a top trader, but I do trade something similar with quite large drawdowns... I would suggest that you carefully compare your winning rate with the size of the drawdown. You may find, like I have, that you can reduce your drawdown while reducing your win rate some. Yes, you...