Artificial_backoffice_system_design_generator.xls

	A	B	F	G	H	I	J	K	L	M	N	Q	R
1	5000	POSITIVE GAME	Success_rate_mode	Horizon	Successrate	Percentage_of_Kelly	Funds	Reward/Risk	Derived_percentage_risked	Percentage_risked_mode	Percentage_risked
2	5525		TRUE	8	90,00%	30,00%	5000	0,5	21,00%	FALSE	0,02
3	6105,125		Normal_rate_mode	MaxConsecutiveWins	MaxConsecutiveLosses	MaxDrawDown	Duration_of_maxDD	Duration_of_max_Losing_period	DrawDawn_of_Maximum_losing_period	Final_equities		The Kelly formula: f=(bp-(1-p))/b b=odds=TakeProfit/StopLoss>=1	The Kelly bet size is found by maximizing the expected value of the logarithm of wealth, which is equivalent to maximizing the expected geometric growth rate.
4	6746,163125		FALSE	5	1	21,00%	1	3	3,54%	7945,72
5	7454,510253		Average_rate	Average_period_percentage_change	Standard_deviation_of_period_percentage_change	Sharpe_ratio	Initial average_rate	Optimal percentage of funds to invest	Actual percentage of funds to invest	Suggested average_rate		The formula of the optimal percentage to invest that maximizes growth rate is z=r/σ^2, if z<=1, otherwise =1
6	8237,23383		7,84%	5,25%	11,22%	0,47	11,20%	70,00%	70,00%	7,84%
7	6507,414725		Rate_standard_deviation				Initial Rate_standard_deviation			Suggested rate_standard_deviation
8	7190,693272		28,00%				40%			28,00%
9
10			Number_of_paths	Average_Final_Equities	Standard_deviation_of_Final_equities	Average_final_maxDD	Standard_deviation_of_final_maxDD	Probability_of_nock_out	Lower_bound_percentage_of_funds_to_nock_out
11			10000,00	8835,38	2230,22	12,27%	12,17%	0,00	10,00%
12			FINAL_Rate_of_return	76,71%	25,24%	3,04
13			Derived_period_percentage change	7,38%	Standard_deviation_of_final_equities_as_percentage	Sharpe_ratio
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100