Money Management changes the metrics
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Hi, i am new on SQX but i have noticed that some youtubers including SQX videos are often using
10.000 USD and fixed order size 0.1 and then the famous Statoasis is often using 1.0 in fixed order size.
I see that CAGR and % DD changes a lot on a strategy in AW but why?
Should not a strategy perform the same CAGR and DD no matter what ordersize you have?
And if not, what is the the correct way to see and compare strategies CACR and DD.
Brgds / Sören
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With higher risk, the CAGR often decreases because equity volatility and drawdowns increase.
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