Displaying Ret/DD for aeach year
1 replies
jpfx
2 years ago #276232
Is is possible to add displaying ret/dd ratio for each year in Trade Analysis section in SQX? Or maybe it can be done in Quant Anaylyzer? It would be also nice if we could get information about number of drawdowns in certain range in whole backtesting period.
tomas262
2 years ago #276250
Hello,
you can now display “avg drawdown” or “avg % drawdown” only. To have more detailed analysis of drawdown aka drawdowns distribution would require adding a new feature including the monthly Ret/DD values which are not yet available. You can add a request using this link https://roadmap.strategyquant.com/projects/sq4/tasks/ne
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