Portfolio StrategyDrawdown
From MultiCharts
Returns a negative numerical value, indicating the current decline in equity for the entire portfolio from the peak value for the entire trading period.
Usage
Portfolio_StrategyDrawdown
Notes
This function can only be used in signals intended to be used with the Portfolio Backtester.
Example
Portfolio_StrategyDrawdown will return a value of -100 if the current decline in equity from the peak
value is $100