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Max Equity Drawdon

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Subscriber, bbp_participant, sq-ultimate, 2 replies.

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11 months ago #291504

Hello, I cannot find a parameter to filter ranking the strategies for max equity drawdon. I tried all Drawdown parameters but any of them can report the Max Equity DD.
For example in the strategy attached the open DD reported is around 380$ but in the equity plot we can see around Max Equity DD up to 5000$ in the yellow runs.

What parameter can we use for this Max Equity DD?

Background: I am trying to create strategies for prop firms challenges that allows max intraday DD 5% and Max DD 10%. What parameter would you use to build up this kind of strategies?

Thank you for your answers!

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tomas262

Administrator, sq-ultimate, 2 replies.

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11 months ago #291653

Hello, you could use the “open drawdown” metric. That tells you the max drawdown including open equity

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