Great point. Check out my post from last night. I put some
dollar amounts as an illustration for the max drawdown thus far.
For the single-entry system, a $100,000 position would be down
about
-$10,114(different from the backtest number. Must
be because of all the decimals). For the multi-entry, a $100,000
position would be down approximately
-$7,652.35.
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cwa, Great point. Check out my
drawdowns
Posted by cw12 on 10th of Jun 2011 at 01:38 pm
cwa,
Great point. Check out my post from last night. I put some dollar amounts as an illustration for the max drawdown thus far. For the single-entry system, a $100,000 position would be down about -$10,114(different from the backtest number. Must be because of all the decimals). For the multi-entry, a $100,000 position would be down approximately -$7,652.35.