AriaS
Active member
- Messages
- 146
- Likes
- 72
How do distinguish a grid from non-grid strategy by stats.
There's one simple trick. The worst trade (in pips) of a grid strategy is always much larger than its best trade (in pips), while the worst trade (in $) is smaller than the best trade (in $). See below the screen pic of a random grid strategy. Why does this happen? A grid strategy always has a series of trades that are opened at different prices and closed at the same time. The 1st trade always has the smallest volume, but the largest loss in pips, while the latest trade always has the largest volume, and smallest pip expectancy whether in loss or profit. Grid strategies can be very profitable, but usually have huge DDs and too high a risk to wipe up the whole account. Be careful! They can be used, but extremely carefully. I personally wouldn't recommend them at all, because their risk-reward ratio is awful in the long run.
