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Standard Deviation of Monthly/Yearly Returns

by MikeMM, 1695 days ago
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This money management script calculates monthly and yearly standard deviation based on monthly and yearly returns.

It calculates monthly/yearly returns, calculates the standard deviation from these returns then adds two metrics in the simulation report table at the top.

If you are looking for a trading system that has consistent performance over different months/years then these metrics will help you compare different trading systems and pick the right one.
When comparing different trading systems with the same annual return, the lower the monthly/yearly standard deviation is, the more regular monthly/yearly returns your trading system should have.
I am pretty sure you would prefer a system that generates 20% every year rather than one that may generate 50% this year and -10% the next one.


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Type: Advanced Money Management

Object ID: 1570


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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.