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In a message dated 07/13/2000 5:24:55 AM Eastern Daylight Time,
grt@xxxxxxxxxxxx writes:
<< << Time of recovery>>
What time of recovery? Recovery of what? The time required to make back
the loss on the trade? The time it takes to recover the drawdown? What
recovery? >>
This is of course the time of recovery from a drawdown not to make back the
loss on an individual trade.If you you track your underwater curve, this will
be the number of days it takes you to reach a new high in your equity.
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