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Risk Management

Profit Factor

The ratio of gross profits to gross losses, measuring overall strategy profitability.

Full Definition

Profit factor is calculated by dividing total gross profits by total gross losses. A profit factor above 1.0 means the strategy is profitable; below 1.0 means it loses money. A profit factor of 1.5 indicates that for every dollar lost, the strategy earned $1.50. Professional traders typically seek profit factors of 1.5 or higher for viable strategies.

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