From 08e35461209d47ab0b57b838da55add33d8a5575 Mon Sep 17 00:00:00 2001 From: Victor Silva <37382997+silvavn@users.noreply.github.com> Date: Thu, 3 Sep 2020 12:55:07 -0600 Subject: [PATCH] Update docs/edge.md Co-authored-by: Matthias --- docs/edge.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/edge.md b/docs/edge.md index e6b27a340..8c8b230c9 100644 --- a/docs/edge.md +++ b/docs/edge.md @@ -105,7 +105,7 @@ Similarly, we can calculate the average loss, $\mu_{lose}$, as follows: $$ \text{average_loss} = \mu_{lose} = \frac{\text{sum_of_losses}}{\text{count_losing_trades}} = \frac{\sum^{o \in T_{lose}} o}{|T_{lose}|} $$ -Finally, we can calculate the Risk Reward ratio as follows: +Finally, we can calculate the Risk Reward ratio, $R$, as follows: $$ R = \frac{\text{average_profit}}{\text{average_loss}} = \frac{\mu_{win}}{\mu_{lose}}\\ $$