Conduct a survey: When everyone opens a contract, do they often have more cases of first making a profit and then incurring a floating loss, or first incurring a floating loss and then making a profit?

Assuming that most of them are experiencing floating losses before profits, does that indicate that the entry point is not good enough? Since we can't capture the entry point, why not enter the originally planned position in batches? This way, we leave a chance for a supplementary position to remedy the situation, wouldn't the win rate be higher? This has nothing to do with the size of the funds, it’s because each entry often results in more losses first, so we should consider the method of entering and how to respond. Does what I say make sense? Friends 😜#美国零售数据逊预期 $BTC