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Max Dawdown is measured from the highest equity high to the subsequent
lowest equity in terms of percentage. For example, if your equity high is 200
dollars June 2005 and the subsequent equity low is 100 dollars, say October
2005, though various losing trades, then max drawdown is 50%. It is not your
largest single loss per se.
Kevin Campbell
In a message dated 3/5/2006 12:06:31 PM Central Standard Time,
no_reply@xxxxxxxxxxxxxxx writes:
Does anyone know where to look for maximum drawdown in Metastock's
Summary report?
Is Maximum Drawdown equal to highest Loss under unprofitable Trades? or
Is Maximum Drawdown equal to long / short Adverse under Maximum
Position Excursions?
Does anyone have any idea?
Thank for any suggestion
Eric
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