Topic: Return/Drawdown
What is this? and how will it affect the strategy performance?
Regards
1 2016-11-14 16:52:11 (edited by yonkuro 2016-11-14 16:52:26)
- yonkuro
- Licensed Member
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- yonkuro
- Licensed Member
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Re: Return/Drawdown
Btw the new features are awesome
- Popov
- Lead Developer
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Re: Return/Drawdown
"Return / Drawdown" is a very important and useful metrics for the strategy performance.
It is calculated as dividing the net profit of the strategy to the max drawdown during the backtest. for example if the max drawdown is $200 and the profit is $400, the Return / Drawdown is 2.0.
You can use the "Return / Drawdown" as a search target for the Generator and the Optimizer and also as Acceptance Criteria.
- yonkuro
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Re: Return/Drawdown
Sounds great, I'll give it a try.
By the way, I'm sorry for asking same thing, but do you have a plan to include maximum stagnation in the future update?
- Blaiserboy
- Junior Part-Time Aspiring Space Cadet
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Re: Return/Drawdown
yonkuro wrote:
Sounds great, I'll give it a try.
By the way, I'm sorry for asking same thing, but do you have a plan to include maximum stagnation in the future update?
Are you unable to use maximum stagnation as shown in acceptance criteria.?
- yonkuro
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Re: Return/Drawdown
Blaiserboy wrote:
Are you unable to use maximum stagnation as shown in acceptance criteria.?
The current EA Studio doesn't have such criteria
- Popov
- Lead Developer
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Re: Return/Drawdown
I'll add Stagnation and Balance line stability criteria in the later releases.
Now I'm working on improved synchronization between the Editor and Collection. I'll upload a new version tomorrow.
Trade Safe!
- yonkuro
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Re: Return/Drawdown
Thank you