Hi, a few questions hoping someone can help with.
Where can I find the model account value? Correct me if I’m wrong, but my impression is I need that number in order to know how much to scale the recommendations to have it be appropriate for my portfolio size.
When I download the CSV file with the trade record history for a strategy, how do I interpret DD as % column if it says -1.7. My impression is that DD represents max drawdown and -1.7 means it’s either a 1.7% max drawdown or a 170% max drawdown. However, neither makes sense when I look at the trade record for the Honey Growth Fund (link below) since there’s a long trade for SQ Jan17’20 70 call that opens at 3/26/2019 2:23:08 PM with an open price of 13.84 and a close price of 11.7833 and a DD worst price of 10.46. The loss on the trade is more than 1.7% so obviously the max drawdown can’t be 1.7%. And, it’s a long position so I would think you can’t have drawdown greater than 100%, so it can’t be 170%. And based on the DD worst price, I’d think the max DD was -24% (10.46/13.84-1). Not sure how to make sense of the DD as % column.
Here’s the link to the strategy I used as an example: