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Portfolio MaxIDDrawdown

22 bytes added, 07:10, 9 February 2012
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Returns a negative numerical value, indicating the largest decline in equity for the entire portfolio during the trading period.
==== Usage ====
<syntaxhighlight>Portfolio_MaxIDDrawdown</syntaxhighlight>
==== Notes ==== This function can only be used in signals intended to be used with the [[:Category:Portfolio_Backtesting|Portfolio Backtester]].
==== Example ====<syntaxhighlight>Portfolio_MaxIDDrawdown will </syntaxhighlight>Will return a value of -500 if the largest decline in equity during the entire trading period was $500</syntaxhighlight> .
[[Category:Portfolio Strategy Performance]]

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