Portfolio MaxIDDrawdown

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Returns a negative numerical value, indicating the largest decline in equity for the entire portfolio during the trading period.

Usage

Portfolio_MaxIDDrawdown

Notes

This function can only be used in signals intended to be used with the Portfolio Trader.
The value is returned in the currency specified in Portfolio Trader: Portfolio Settings -> Base Currency.
Use Portfolio StrategyDrawdown to get the current decline in equity for the entire portfolio from the peak value for the entire trading period.
Use Portfolio NetProfit, Portfolio GrossProfit and Portfolio GrossLoss to get the net profit, gross profit and gross loss for the whole portfolio for the whole trading period.

Example

Portfolio_MaxIDDrawdown

Will return a value of -500 if the largest decline in equity during the entire trading period was ¤500.