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Re: AW: when a strategy breaks the max drawdown



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> TS reports Maximum Drawdown based on closed trade equity only and
> the reports do not  track the  mark-to-market (MTM) movement of the
> trade P/L during the life of the trade. 

Not true.  TS computes drawdown as

  CurrentOpenEquity - MaxClosedEquity

At least it did when I verified it in TS4.  I'd be fairly 
surprised if they changed it in later versions.

Gary