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I know this is a delicate area, but
it's important so I'll wade in. I have read the help file
(carefully).
Attached is a file (noname.jpg)
showing Fred's equity plot for this single stock backtest. It shows a Max DD of
31%, from a positionsize fixed at $10,000. The equity never goes below
$7200.
Also shown is a section of
the AB report. Here the 'max system DD' is shown as $5121, but the 'max
system % DD' is -128%.
How can we have a 'max system % DD'
greater than 100% (and remember Max DDs are measured peak to trough, not
relative to initial equity)?
Any clarification will be most
welcome!
Steve
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Attachment:
noname.jpg
Description: JPEG image
Attachment:
Attachment:
Description: "Description: JPEG image"
Attachment:
Description: "report.jpg"
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