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Does winrate affects your variance ? Does winrate affects your variance ?

01-16-2019 , 02:14 AM
Hi guys,

I made some simulations on primedope.com to see how big your downswings can be in differents situations, 3 simulations with a standard deviation of 150 and winrate of 0, 5 and 10 bb/100, and 3 simulations with a standard deviation higher of 250 and same winrates.

I'm looking at this chart :


So let's say all simulations are made like this a) 150/0 b) 150/5 c) 150/10 d) 250/0 etc..

a) Clicking on calculate few times, it seems to vary a lot, from around 300BI to 750BI downswing, so average 525BI.
b) From 70BI to 130BI average 100BI
c) From 30BI to 55BI average 42.5BI
d) From 600BI to 1800BI average 1200BI
e) From 180BI to 370BI average 275BI
f) From 110BI to 170BI average 140BI

So considering these results, it seems to me that the higher your winrate is, the less downswings you have.

But I don't find the logic behind the results, initially I thought that if your standard deviation is the same, then whatever your winrate is, you should still deviate accordingly to your standard deviation.

But results show otherwise, and I can't explain why, any thoughts?

Also do you think these downswings are the difference between your ev and your real winrate? Or at least part of it?


Cheers
Does winrate affects your variance ? Quote
01-16-2019 , 02:53 AM
I'm guessing its because at a 0bb/100 winrate your standard deviation would be -150bb/100 or +150bb/100 whereas at a winrate of 5bb/100 your standard deviation would be -145bb/100 or +155bb/100 and over time this will make for longer downswings at 0bb/100, and I believe that graph shows the longest downswings not the longest deviation from your winrate.

So put it like this, if your winrate is 0bb/100 and you go on a downswing of, say 100k hands, at -1bb/100 compare this to if your winrate were 5bb/100 then that same "downswing" would be 4bb/100 (which wouldn't be a downswing). Makes sense?
Does winrate affects your variance ? Quote
01-16-2019 , 08:03 AM
Honestly, it feels like someone makes this thread every month...

https://forumserver.twoplustwo.com/1...iance-1730635/
Does winrate affects your variance ? Quote
01-17-2019 , 12:22 AM
I read some topics but missed these 2. Sorry for asking again the same question.. And thank you
Does winrate affects your variance ? Quote
01-17-2019 , 02:16 AM
It's perfectly understandable. This is a common question many poker players have and 2+2's Search capability is not the easiest to use.

Does winrate affects your variance ? Quote

      
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