Бесплатный курс "Управляй вероятностями"
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Methods for calculating yields

To calculate yields by day, the following formula is used:

((D1 – D0) / D0) х 100%, where

D1 is the deposit at the end of the day, consisting of the deposit amount at the end of the previous day, the change in the deposit for that day, and the result of the trades for that day.

D0 is the deposit at the beginning of the day, being the deposit amount at the end of the following day and the change in the deposit for that day ( it is assumed that a change will be made to the deposit in the morning before making any trades).

To calculate the yield for the entire period of time, the following formula is used:

(1 + r1) х (1 + r2) х … х (1 + rn) – 1, where

r1, r2, ..., rn – yield for the first, second, etc. day, beginning with the first item

That is, rn = (Dn1 – Dn0) / Dn0, where

Dn1 – deposit at the end of the day

Dn0 – deposit at the beginning of the day