the max drawdown for the multi entry system is not 4%, it is
larger. Because Tradestation is treating each entry as a
trade. So the max drawdown for one entry of the multi entry
system was 4%. This was posted on the blog a little while ago
by bkout3. The max drawdown for the multi entry was around
7%.
drawdowns
drawdowns
Posted by Michael on 10th of Jun 2011 at 03:20 pm
the max drawdown for the multi entry system is not 4%, it is larger. Because Tradestation is treating each entry as a trade. So the max drawdown for one entry of the multi entry system was 4%. This was posted on the blog a little while ago by bkout3. The max drawdown for the multi entry was around 7%.
drawdowns
Posted by jaycrockett on 10th of Jun 2011 at 03:32 pm