Drawdown metric in SQ
1 replies
huangwh88
7 years ago #116358
Hello,
for the % drawdown value in the overview tab,
1) Is this the max drawdown over the test period?
2) Is this closed trade drawdown, or a combination of open and closed trade drawdown?
Many thanks!
tomas262
7 years ago #141617
Hello,
% drawdown represents the entire testing period and close-to-close drawdown. If you look at the equity chart tab and switch “Drawdown” on you will also see the MAE – Maximum Adverse Excusion which can be higher than max % DD
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