×

Sign up and get MultiCharts free

Use its powerful simulation mode with data included out of the box. Just fill out the form and start honing your trading skills with a few clicks.

Changes - MultiCharts
Open main menu

Changes

Portfolio MaxIDDrawdown

445 bytes added, 17:13, 24 July 2014
no edit summary
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 Portfolio BacktesterTrader.* 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 ====<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> ¤500.
 
 
[[Category:Portfolio Strategy Performance]]