{"id":3171,"date":"2025-02-15T14:51:23","date_gmt":"2025-02-15T13:51:23","guid":{"rendered":"https:\/\/www.aosforex.com\/?p=3171"},"modified":"2025-02-17T17:30:01","modified_gmt":"2025-02-17T16:30:01","slug":"jak-hodnotit-forex-strategie","status":"publish","type":"post","link":"https:\/\/www.aosforex.com\/?p=3171","title":{"rendered":"Jak hodnotit Forex strategie"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"3171\" class=\"elementor elementor-3171\">\n\t\t\t\t<div class=\"elementor-element elementor-element-26ff34a e-flex e-con-boxed e-con e-parent\" data-id=\"26ff34a\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-60df81d elementor-widget elementor-widget-text-editor\" data-id=\"60df81d\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p>V \u010dase na\u0161ich za\u010d\u00e1tk\u016f obchodov\u00e1n\u00ed na\u00a0Forexu jsme se p\u00eddili po zp\u016fsobu, jak hodnotit v\u00fdsledky na\u0161ich strategi\u00ed. Na internetu jsme na\u010dli spoustu \u010dl\u00e1nk\u016f, kter\u00e9 se tohoto t\u00e9matu t\u00fdkaj\u00ed. V\u0161echny ale d\u00e1vaj\u00ed pouze obecn\u00e9 hodnocen\u00ed, ale nikde nic konkr\u00e9tn\u00edho. Sna\u017eili jsme se tud\u00ed\u017e vyj\u00edt s\u00a0v\u00fdsledky zobrazen\u00fdmi v\u00a0souboru DetailedStatement, kter\u00fd generujeme z\u00a0historie v\u00a0Termin\u00e1lu \u00fa\u010dtu:\u00a0<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-073de2e e-flex e-con-boxed e-con e-parent\" data-id=\"073de2e\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-ca6387b elementor-widget elementor-widget-image\" data-id=\"ca6387b\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<img fetchpriority=\"high\" decoding=\"async\" width=\"1024\" height=\"499\" src=\"https:\/\/www.aosforex.com\/wp-content\/uploads\/2025\/02\/obr-1-1024x499.jpg\" class=\"attachment-large size-large wp-image-3173\" alt=\"\" srcset=\"https:\/\/www.aosforex.com\/wp-content\/uploads\/2025\/02\/obr-1-1024x499.jpg 1024w, https:\/\/www.aosforex.com\/wp-content\/uploads\/2025\/02\/obr-1-300x146.jpg 300w, https:\/\/www.aosforex.com\/wp-content\/uploads\/2025\/02\/obr-1-768x374.jpg 768w, https:\/\/www.aosforex.com\/wp-content\/uploads\/2025\/02\/obr-1-600x292.jpg 600w, https:\/\/www.aosforex.com\/wp-content\/uploads\/2025\/02\/obr-1.jpg 1110w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-95d2460 e-flex e-con-boxed e-con e-parent\" data-id=\"95d2460\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-535165c elementor-widget elementor-widget-text-editor\" data-id=\"535165c\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p>Na konci vygenerovan\u00e9ho souboru najdeme souhrnn\u00e9 v\u00fdsledky zvolen\u00e9 \u010d\u00e1sti historie obchodov\u00e1n\u00ed na \u00fa\u010dtu, jak to ukazuje obr\u00e1zek n\u00ed\u017ee. Na obr\u00e1zku jsem ozna\u010dil hodnoty, kter\u00e9 n\u00e1s zaj\u00edmaly z\u00a0pohledu hodnocen\u00ed strategie.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-ec6080a e-flex e-con-boxed e-con e-parent\" data-id=\"ec6080a\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-a64729c elementor-widget elementor-widget-image\" data-id=\"a64729c\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<img decoding=\"async\" width=\"1024\" height=\"522\" src=\"https:\/\/www.aosforex.com\/wp-content\/uploads\/2025\/02\/ob-2-1024x522.jpg\" class=\"attachment-large size-large wp-image-3174\" alt=\"\" srcset=\"https:\/\/www.aosforex.com\/wp-content\/uploads\/2025\/02\/ob-2-1024x522.jpg 1024w, https:\/\/www.aosforex.com\/wp-content\/uploads\/2025\/02\/ob-2-300x153.jpg 300w, https:\/\/www.aosforex.com\/wp-content\/uploads\/2025\/02\/ob-2-768x392.jpg 768w, https:\/\/www.aosforex.com\/wp-content\/uploads\/2025\/02\/ob-2-600x306.jpg 600w, https:\/\/www.aosforex.com\/wp-content\/uploads\/2025\/02\/ob-2.jpg 1243w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-c68c6b0 e-flex e-con-boxed e-con e-parent\" data-id=\"c68c6b0\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-fd957a7 elementor-widget elementor-widget-text-editor\" data-id=\"fd957a7\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p><strong>Profit\u00a0Factor<\/strong> (ziskovost) je pom\u011br mezi celkov\u00fdm ziskem \u00fasp\u011b\u0161n\u00fdch obchod\u016f (Gross\u00a0Profit) a\u00a0celkovou ztr\u00e1tou ne\u00fasp\u011b\u0161n\u00fdch obchod\u016f (Gross\u00a0Loss). V\u00a0na\u0161em p\u0159\u00edkladu to je <strong>4049.74\u00a0\/\u00a02172.06\u00a0=\u00a01.86\u00a0<\/strong>(-). Tuto hodnotu jsme od na\u0161ich po\u010d\u00e1tk\u016f obchodov\u00e1n\u00ed \u00fazkostliv\u011b sledovali a sna\u017eili jsme se dos\u00e1hnout alespo\u0148 1.20 a\u00a0teprve po n\u011bkolika letech obchodov\u00e1n\u00ed se n\u00e1m da\u0159\u00ed dosahovat 1.50 a\u00a0v\u00edce.<\/p><p><strong>Expected\u00a0Payoff<\/strong> (o\u010dek\u00e1van\u00fd v\u00fdnos) p\u0159edstavuje celkov\u00fd \u010dist\u00fd zisk (Total\u00a0Net\u00a0Profit) p\u0159ipadaj\u00edc\u00ed na\u00a0jeden obchod (Total\u00a0Trades). V\u00a0na\u0161em p\u0159\u00edkladu to je\u00a0<strong>1877.68\u00a0\/\u00a01509\u00a0=\u00a01.24\u00a0<\/strong>(EUR\/obchod). V\u00a0t\u00e9to podob\u011b n\u00e1m tato hodnota ne\u0159\u00edk\u00e1 nic, \u010d\u00edm by bylo mo\u017eno hodnotit a\u00a0nebo porovn\u00e1vat strategie. Pokud toti\u017e budeme obchodovat naprosto shodn\u011b na dvou \u00fa\u010dtech ale s\u00a0rozd\u00edln\u00fdm kapit\u00e1lem, hodnota Expected\u00a0Payoff se bude zna\u010dn\u011b li\u0161it. Stejn\u011b tak by to bylo p\u0159i rozd\u00edln\u00e9m objemu pozic (lot\u00e1\u017ei). Pro na\u0161e pot\u0159eby proto po\u010d\u00edt\u00e1me tuto hodnotu jinak. Celkov\u00fd \u010dist\u00fd zisk (Total\u00a0Net\u00a0Profit) d\u011bl\u00edme celkov\u00fdm objemem v\u0161ech pozic. V\u00a0na\u0161em p\u0159\u00edkladu to je <strong>1877.68\u00a0\/\u00a063.64\u00a0=\u00a029\u00a0<\/strong>(EUR\/lot). Tento \u00fadaj ji\u017e nen\u00ed z\u00e1visl\u00fd na velikosti kapit\u00e1lu ani na po\u010dtu obchod\u016f a d\u00e9lce obchodov\u00e1n\u00ed.<\/p><p><strong>Profit\u00a0Trades<\/strong> (ziskov\u00e9 obchody) n\u00e1m \u0159\u00edk\u00e1, kolik obchod\u016f\u00a0 bylo ziskov\u00fdch a\u00a0hodnota vyj\u00e1d\u0159en\u00e1 v\u00a0procentech n\u00e1m \u0159\u00edk\u00e1, jak\u00e1 \u010d\u00e1st ze v\u0161ech obchod\u016f byla ziskov\u00e1, <strong>1273\u00a0(84.36%)<\/strong>.<\/p><p><strong>Loss\u00a0Trades<\/strong> (ztr\u00e1tov\u00e9 obchody) n\u00e1m \u0159\u00edk\u00e1, kolik obchod\u016f\u00a0 bylo ztr\u00e1tov\u00fdch a\u00a0hodnota vyj\u00e1d\u0159en\u00e1 v\u00a0procentech n\u00e1m \u0159\u00edk\u00e1, jak\u00e1 \u010d\u00e1st ze v\u0161ech obchod\u016f byla ztr\u00e1tov\u00e1, <strong>236\u00a0(15.64%)<\/strong>.<\/p><p>Ob\u011b tyto hodnoty jsou velmi zaj\u00edmav\u00e9, proto\u017ee vyjad\u0159uj\u00ed, jak\u00e1 je statistick\u00e1 \u00fasp\u011b\u0161nost strategie v\u00a0nasazov\u00e1n\u00ed obchod\u016f. Na\u0161e strategie v p\u0159\u00edkladu dosahuje \u00fasp\u011b\u0161nosti kolem 85%, co\u017e je velmi dobr\u00e1 hodnota.<\/p><p>Posledn\u00ed a tak\u00e9 nejd\u016fle\u017eit\u011bj\u0161\u00ed \u00fadaje pro hodnocen\u00ed \u00fasp\u011b\u0161nosti strategie je procentu\u00e1ln\u00ed <strong>zhodnocen\u00ed\u00a0kapit\u00e1lu<\/strong> za jeden rok a\u00a0sou\u010dasn\u011b tak\u00e9 nejv\u011bt\u0161\u00ed <strong>relativn\u00ed\u00a0propad\u00a0zisku<\/strong> (drawdown) v pr\u016fb\u011bhu hodnocen\u00e9ho roku. Na\u0161e sou\u010dasn\u00e1 strategie nap\u0159\u00edklad dosahuje ro\u010dn\u00ed zhodnocen\u00ed cca 30% a b\u011bhem t\u00e9to doby propad nep\u0159es\u00e1hne -3.5%. Tyto \u00fadaje nejsme schopni z\u00edskat z dostupn\u00e9 historie jinak, ne\u017e pom\u011brn\u011b slo\u017eit\u00fdm v\u00fdpo\u010dtem. Je tak\u00e9 mo\u017en\u00e9 \u00fadaje z\u00edskat nesust\u00e1l\u00fdm sb\u011brem dat automatem v pr\u016fb\u011bhu jeho obchodov\u00e1n\u00ed.<\/p><p>V\u011b\u0159\u00edm, \u017ee V\u00e1m m\u016fj \u010dl\u00e1nek konkr\u00e9tn\u00edmi p\u0159\u00edklady pomohl ve Va\u0161em hodnocen\u00ed sv\u00fdch vlastn\u00edch strategi\u00ed.<\/p><p>Ivo Mika\u010d<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>V \u010dase na\u0161ich za\u010d\u00e1tk\u016f obchodov\u00e1n\u00ed na\u00a0Forexu jsme se p\u00eddili po zp\u016fsobu, jak hodnotit v\u00fdsledky na\u0161ich strategi\u00ed. Na internetu jsme na\u010dli spoustu \u010dl\u00e1nk\u016f, kter\u00e9 se tohoto t\u00e9matu t\u00fdkaj\u00ed. V\u0161echny ale d\u00e1vaj\u00ed pouze obecn\u00e9 hodnocen\u00ed, ale nikde nic konkr\u00e9tn\u00edho. Sna\u017eili jsme se tud\u00ed\u017e vyj\u00edt s\u00a0v\u00fdsledky zobrazen\u00fdmi v\u00a0souboru DetailedStatement, kter\u00fd generujeme z\u00a0historie v\u00a0Termin\u00e1lu \u00fa\u010dtu:\u00a0 Na konci vygenerovan\u00e9ho souboru &#8230; <a title=\"Jak hodnotit Forex strategie\" class=\"read-more\" href=\"https:\/\/www.aosforex.com\/?p=3171\" aria-label=\"Pre\u010d\u00edtajte si viac o Jak hodnotit Forex strategie\">\u010c\u00edta\u0165 viac<\/a><\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[44],"tags":[],"class_list":["post-3171","post","type-post","status-publish","format-standard","hentry","category-blog"],"_links":{"self":[{"href":"https:\/\/www.aosforex.com\/index.php?rest_route=\/wp\/v2\/posts\/3171","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.aosforex.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.aosforex.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.aosforex.com\/index.php?rest_route=\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/www.aosforex.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=3171"}],"version-history":[{"count":5,"href":"https:\/\/www.aosforex.com\/index.php?rest_route=\/wp\/v2\/posts\/3171\/revisions"}],"predecessor-version":[{"id":3179,"href":"https:\/\/www.aosforex.com\/index.php?rest_route=\/wp\/v2\/posts\/3171\/revisions\/3179"}],"wp:attachment":[{"href":"https:\/\/www.aosforex.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=3171"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.aosforex.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=3171"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.aosforex.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=3171"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}