Disliked{quote} The risk and return are calculated at a portfolio level and we uses VAR as our risk management metric. It's a risk diversified L/S portfolio to take advantage of momentum within the currency market. Instead of setting one R risk for three R gains, we accept 0.25% VAR and take it when it happens. When it doesn't happen, we would love to let the position run til the end of the day. Momentum takes care of the rest, after all that's what this strategy for. Having the performance metrics in mind, the whole account could be grown with a 4X leverage....Ignored
and whats then average tp and average sl in terms of %