TY - JOUR T1 - A Framework for Stop-Loss Analysis on Trading Strategies JF - The Journal of Trading SP - 87 LP - 95 DO - 10.3905/jot.2014.10.1.087 VL - 10 IS - 1 AU - Oliver Chan AU - Alfred Ka Chun Ma Y1 - 2014/12/31 UR - https://pm-research.com/content/10/1/87.abstract N2 - 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 ER -