Strategy analysis metrics SQX 130.467
3 replies
Krzysztof Ozog
3 years ago #269211
How to choose ” Ret/DD Ratio Per Year” from Full setting/Custom Filter? Where ist this condition?
tomas262
3 years ago #269257
Krzysztof Ozog
3 years ago #269259
it is the same?
tomas262
3 years ago #269282
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
Viewing 3 replies - 1 through 3 (of 3 total)