Balance: Current cash. Small balances have higher Risk of Ruin.
Risk Cap: 20% means you only trade enough units so that if they ALL hit Max Loss, you only lose 20% of the account.
Max Loss/Unit: The "Terminal Risk." For options, use the total premium paid per contract.
Win Rate: Probability of profit per trade based on historical data.
Half-f (0.5f): Trading at 50% of Optimal f. Reduces drawdown by ~50% while maintaining ~75% growth.
Quarter-f (0.25f): 25% of Optimal f. Institutional safety levels.
Risk of Ruin (RoR): Chance of hitting $0 (or the point where you can't trade) before hitting your Target.
| Portfolio | Peak | Safe |
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