Updated Maximum Drawdown in system backtesting

[Synergy <Synergy@xxxxxxxxxxxxxxxx>]

Updated Maximum Drawdown in system backtesting

Hello,
In order to see what would be the present value of a back-test system 
drawdown we need to re-calculate it according to the its price ratio 
relatively to the different levels of past and present prices .
Does anybody have coded the calculation of the Present value of a 
system’s historical Maximum Drawdown as a function or anything and would 
share it ?
Thank’s

Regards

Philippe Desbordes
Paris - France
Phdesbordes@xxxxxxxxxxx
Synergy@xxxxxxxxxxxxxxxx