regarding the max drawdown on my system which is stated as
39.11% from 20061120 to 20070105
the drawdown was nowhere near this figure , is there a problem
with this calculation?
Just a quick glance at your equity chart shows a peak of $190,000 equity… and then a subsequent low of approximately $115,000. That’s a drawdown of $75,000. Which, from the peak of $190K, equals about 39% - just as C2 claims.
Why do you believe this is an error?
i thought max drawdown was a calculation of maximum drawdown
of open positions at any given time.
however i understand what you are saying thanks for the clarification.