RedGreenBen
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In a theoretically ideal trading scenario, the order of wins / losses will not make any difference to the end result.
Not sure I get this, but don't have a big enough brain to claim it is wrong!
If the amount you risk is a function of your capital and R:R =/=1 then WL is always going to be different from LW. I think.
Ben
PS Thanks BSD for link, I've printed it to read later, for some reason I can't read anything vaguely complicated on a monitor.
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