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[amibroker] Quick Question about Max System Drawdown



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Hi All,

A quick simple question about Max System Drawdown -- if I am using margin in the backtest (for example, set to 50), does the max drawdown only reflect my % loss of equity?  Or is it loss of portfolio value?

For example, if i were setting margin to 50, and MDD reached 50%, I would be at risk of a total wipeout.  If, on the other hand, MDD only represents a loss of personal equity, it wouldn't be as big a deal.

Thanks!



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