Thoughts on the expected value

Let's try to apply a bit of theory, taking the average results, and see what we can achieve by observing only the Expected Value in our trading system, no super deals.

Initially, we have a 10C stop in the stock, but considering the average slippage of 12C
We set the commission 0.006С
The profitable trade is 45C
The ratio is about 1 to 4 it turns out
Position in 1000 shares with us
Consider 2 Options :
BUT) First 3 сделки у нас всегда в минус 12С на 1000 shares this 120$ with commission 132$. Fourth deal plus 45C always.
B) First 2 сделки у нас всегда в минус 12С на 1000 shares this 120$ with commission 132$. Third deal plus 45C always.

Suppose that on average we do 10 deals per day.

Through 1000 deals, if you do on average per day 10 deals = 100 days in the first version we will earn 10500$, but in the second we will already earn 57810$ с учетом комиссии.

Of course, this is just a theory and in reality things are different., но если соблюдать Математическое ожидание мы можем добиться хороших результатов совершая средние сделки.