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drawdown is not just the largest losing trade but the daya to day
variation of equity value (cash plus buy value of open trades) to
actual sale value of the stocks in hand plus cash. at least that is my
understanding
On Sun, 06 Mar 2005 08:33:10 -0000, dkourganov <kourganov@xxxxxxxxxx> wrote:
>
>
> Hello,
>
> Could someone explain me why in report window (after backtest) I see
> the figure for max.trade drawdown which is completely different from
> what I see in backtest result window (the largest loosing trade)?
>
> Regards, Dmitri
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
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