System Drawdown: All Trades

Abbreviation: SystemDrawdown
Category: Trading Strategy: System Information
Input Parameters:

Name Range Default
Trading Strategy

 
Calculation:

(Largest Net Profit prior to trade entry) – (Net Profit prior to trade entry) – (Position Drawdown )

 
Discussion:

Returns the difference between the highest closed trade equity and the open trade losing equity. When graphed, provides a useful means of analyzing, troubleshooting and improving a trading strategy.
 

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