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Forums>StrategyQuant>General Discussion>Strategy analysis metrics SQX 130.467

  • #269211 |
    Customer
    2 Posts

    How to choose ” Ret/DD Ratio Per Year” from Full setting/Custom Filter? Where ist this condition?

    #269257
    tomas262
    Administrator
    1823 Posts

    Hello,

    it makes sense to choose “Annual % Return / Max % DD” which is available

    #269259
    Customer
    2 Posts

    it is the same?

    #269282
    tomas262
    Administrator
    1823 Posts

    Yes, this does the same thing basically

    Imagine you start with 10,000 USD. You make 5,000 (50 %) with max DD 1,000 (10 %) annually

    Ret/DD Ratio Per Year = 5

    Annual % Return / Max % DD = 5

     

     

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