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Both these definitions and a few others are used. Decide what fits your
style and use it.
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From: equismetastock@xxxxxxxxxxxxxxx [mailto:equismetastock@xxxxxxxxxxxxxxx]
On Behalf Of chichungchoi
Sent: Sunday, March 05, 2006 6:19 AM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: [EquisMetaStock Group] Maximum Drawdown = Highest Loss / Maximum
Adverse Excursions ???
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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