May 17, 2022

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Drawdown % of Initial Capital

When evaluating strategies, it useful to consider the maximum drawdown as a percentage, not only respect to the previous high, but to the initial capital, as theoretically, the maximum drawdown could take place right after having started executing the strategy.

After importing the snippet and restarting SQX, you should be able to add it as a column named “DD% of Initial”.


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May 23, 2022 5:00 am

Excellent Kevin !!! Thank you