Max Equity Drawdon
1 replies
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
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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