Many beginners' first reaction when entering the market is to find a perfect trading system—either to earn more, trade more frequently, or ideally both with stable returns. It sounds tempting, but the reality is that such a system simply does not exist.

There is an unavoidable rule in the market called the Impossible Triangle of Trading. Simply put, you cannot simultaneously have a high win rate, high frequency, and a high reward-to-risk ratio. Choosing two of these will inevitably come at the expense of the third.

**First: Frequent Trading, Stable Earnings**

This is the approach of the Martingale strategy. You trade frequently, and your account mostly stays in the green, with relatively low psychological pressure. But the underlying logic is clear—use a high win rate to secure small, stable profits, while accepting occasional deep drawdowns. The advantage is low execution difficulty and the ability to stick with it long-term; the downside is that once you're caught in a drawdown, stop-losses can be very painful.

**Second: Earn More, But Less Frequently**

This is the trend-following approach. Stop-losses are set very tight, leading to frequent exits, with about 30% of trades losing. But once you catch a good trend, the reward-to-risk ratio can reach 3:1, 5:1, or even more exaggerated. From a mathematical expectation perspective, this makes sense—though it demands a very strong mental resilience. Most traders, after experiencing a series of frequent stop-outs, start doubting the system and give up.

**Third: Want to Earn More and Consistently**

This is many traders' dream—to place trades daily, make profits every time, and achieve substantial gains. But such a "Holy Grail" strategy practically does not exist in reality. It may seem effective in the short term, but once the market style shifts, the drawdowns can become so deep that you can't imagine.

**Fourth: You Can't Have It All**

Want high win rate and high frequency? Then your reward-to-risk ratio must shrink. Want a high reward-to-risk ratio? Then you have to accept low win rate and low frequency. Trying to have all three might work out in the short term due to luck, but in the long run, the market will harvest you.

The core issue is not whether a perfect strategy exists, but which cost you are willing to accept. Can you tolerate occasional margin calls? Can you handle the frustration of frequent stop-outs? Are you willing to invest time and transaction fees for high-frequency trading?

A truly mature trader doesn't find some secret system; they see through the Impossible Triangle and choose a path they can stick with for the long haul.