<![CDATA[Forex Software — Drawdown in Portfolio]]> https://forexsb.com/forum/topic/6353/drawdown-in-portfolio/ Sat, 22 Oct 2016 09:44:46 +0000 PunBB <![CDATA[Re: Drawdown in Portfolio]]> https://forexsb.com/forum/post/39336/#p39336 I just opened three strategies and checked the portfolio... it appears that the numbers are incorrect for some of the items.

]]> Sat, 22 Oct 2016 09:44:46 +0000 https://forexsb.com/forum/post/39336/#p39336 <![CDATA[Drawdown in Portfolio]]> https://forexsb.com/forum/post/39293/#p39293 I would like to understand how the calculation of DD in the Portfolio.
combining some strategies I see that the DD does not change and DD indicates the most ever by a single. As if they'd never strategies simultaneously the different EA.

I have not checked in the Journal, I will.

But the thing that interests me is the reliability (in operations real) of these signs and if there are ways to make further checks.

Let me explain, if you 3 strategies that individually have a DD of 20%, the portfolio (by the law FSB) shows me a total of 35% DD, what I do not to run in Murphy's Law, which is 3 x 20% = 100%?

Thank you

]]> Thu, 20 Oct 2016 12:01:49 +0000 https://forexsb.com/forum/post/39293/#p39293