Topic: maximum equity drawdown percentage
If a strategy with a maximum equity drawdown percentage is around 10-15%, it there any method to optimize this value to below 10%?
- Popov
- Lead Developer
- Offline
Re: maximum equity drawdown percentage
There is no a direct method.
You may test various optimization methods in EA Studio that lead to reduced Drawdown.
Search best:
- Return / Drawdown
- Balance line stability
- R-Squared,
- Stagnation