> Wouldn't strategy B have a lower PI? The math is a bit hard for me to > visualize. > > Nope. In the case of the previously attached chart, the standard deviation of trades for for strategy B is about 40% lower than that of strategy A. Thus, strategy B will have a PI score which is 40% higher that of strategy A. In the original case of A and B in my first post, that difference would be even greater in favor of strategy B.
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