The Math of Prop Firm Drawdown Limits
With zero edge a 10% target and 10% floor is a coin flip; costs and deadlines tilt it. A simulation of daily and total loss rules.
#risk-of-ruin
1 articles
1 articles
With zero edge a 10% target and 10% floor is a coin flip; costs and deadlines tilt it. A simulation of daily and total loss rules.