Topic: Additional Account Statistics
I was looking at the way I analyze trading systems - and realized I wasn't putting enough emphasis on draw downs (especially vs growth). This seems to be one key in analyzing one trading system vs another. Falling down the rabbit hole of research - I have come across 2 ratios (very similar) which could help with this. 1) Calmar Ratio , or 2) MAR ratio.
I was wondering if anyone has modified the account statistics file to include this? (and they wouldnt mind sharing) or if this is something that could be added easily?
Also - I would love to hear how you make a decision on comparing trading systems - what do you look at?