Hello Hedger Pro Community,
Exciting news! We've just rolled out a couple of enhancements to Hedger Pro that we think will significantly improve how you analyse your betting systems within the Research tool and manage your bet Portfolio.
The video above showcases our new zoom functionality for graphs. Now, you can dive into specific sections of your performance charts and scrutinize your betting activity over zoomed-in periods.
We all know that long-term graphs can appear deceptively smooth. By zooming in, you can truly appreciate the monthly fluctuations in detail.
This provides crucial context beyond the overall statistics, helping you better understand the potential volatility and prepare your starting bank and point-per-bet strategy accordingly.
A final points profit and drawdown figure doesn't always tell the full story.
You can now see if your balance repeatedly dipped close to the maximum drawdown before recovering. This level of insight empowers you to make more informed decisions.
In addition to this, we've fully extended the Anti Back Fit time range.
You now have the freedom to select any period across your betting timeline to analyse performance.
Previously limited to twelve months, this expanded capability is particularly useful for examining a system's performance leading up to and following its maximum drawdown point.
Seeing the stats calculated over these extended periods offers a much clearer picture of overall performance.
The combination of the zoom feature and the extended Anti Back Fit range, both available within the Research and Portfolio sections, provides you with all the information you need to truly understand what to expect from a betting system or your entire portfolio.
The video above illustrates these features in action, but if you have any questions, please don't hesitate to leave a comment below and remember to drop a like if you found this helpful, or email me directly at ryan@hedgerpro.co.uk.
Not a Hedger Pro member yet? Discover your betting edge at www.hedgerpro.co.uk.
Best Regards,
Ryan
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