When analyzing the effectiveness of an arbitrage strategy, it’s important to consider a variety of statistical indicators. Here are some of them: 1. Trade Frequency 2. Average Profit/Loss per Trade 3. Percentage of Profitable Trades 4. Average Holding Time 5. Maximum Drawdown 6. Risk/Reward Ratio 7. Profitability by Trading Pair 8. Profit-to-Risk Ratio per Trade 9. Profit Variance 10. Number of Losing Trades Following a Profit Period 11. Moving Average of Profit/Loss By using these indicators, you can gain a more comprehensive understanding of the arbitrage strategy’s performance and make informed decisions for its optimization and improvement. Analyzing the effectiveness 2-Legs Latency 1 Arbitrage Strategy 2-Legs Latency 1 is a […]
