I am starting to search for strategies based on % of balace as Money Management. I woulud like to get the Relative Drawdown in percentage, not the Maximal DD.
Why? For example: I start with 5.000$ and, after 2 years, my account has grown till 8.000$ with a draw down of 600$ (from 6.000$ to 5.400$ at some point) representing a 10% of DrawDown. After 2 more years, my account has 12.000$ and got a new maximal drawdown of 1.000$ (from 11.000$ to 10.000$ at some point) representing a 9% of DrawDown. SQX will recognise as DrawDown and Max DD % the one detected at 11.000$ because it the higest number 1.000$ of DD. However it has not been the higest percentage as before, at 6.000$, it dropped a 10%, not 9%. Is there any way in SQX to filter and also show that Relative DrawDown? It is the one shown in Metatrader reports.
Thanks in advance,
you can use Max % DD for that. Either to optimize the build process to achieve lowest relative DD or to filter out strategies having % DD greater than certain value
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Thanks Tomas for your answer.
However that MaxDD% evaluates the highes DD in absolute numbers and then it converts to its percentage. But it does not tell me the real relative % DD. I am asking for the DD relative that is appearing in, for example, Metatrader. It is not the same that MaxDD% that is appearing in SQX. Check my example explained in my initial post to understand the difference I mean.
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