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    drawdown value in 0.xx % meaning

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    • Drew Clayman
      Drew Clayman last edited by

      I just wanted a quick clarification on the meaning of having a drawdown of 0.xx %, based on the documentation. If i have a drawdown of 0.05, is this 5%, or 0.05%?

      run-out 1 Reply Last reply Reply Quote 1
      • kian hong Tan
        kian hong Tan last edited by

        These are the drawdown stats from one of my strategy. So the answer is 0.05% for your case.

        Final Portfolio Value: 121,653.14

        Ave.Drawdown % : 0.95, Ave.Drawdown $ : 1,172.91, Ave.Duration : 3894
        Max Drawdown % : 3.83, Max Drawdown $ : 3,870.43, Max Duration : 4084

        1 Reply Last reply Reply Quote 1
        • run-out
          run-out @Drew Clayman last edited by

          @Drew-Clayman said in drawdown value in 0.xx % meaning:

          based on the documentation

          Have a quick look at the drawdown code and if you still are unsure let us know.

          RunBacktest.com

          1 Reply Last reply Reply Quote 0
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