%0 Journal Article %A Oliver Chan %A Alfred Ka Chun Ma %T A Framework for Stop-Loss Analysis on Trading Strategies %D 2014 %R 10.3905/jot.2014.10.1.087 %J The Journal of Trading %P 87-95 %V 10 %N 1 %X This article introduces a performance analysis framework whereby the impact of a stop-loss rule on trading strategies can be analyzed efficiently. To analyze the risk–return trade-off, risk is measured by the maximum unrealized loss over the holding period of the position (MUL) and return is measured by the profit and loss of the position (P&L).TOPICS: Downside-only measures, risk management %U https://jot.pm-research.com/content/iijtrade/10/1/87.full.pdf