Difference between revisions of "Portfolio MaxIDDrawdown"
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== Notes == | == Notes == | ||
* This function can only be used in signals intended to be used with the [[:Category:Portfolio_Backtesting|Portfolio Backtester]]. | * This function can only be used in signals intended to be used with the [[:Category:Portfolio_Backtesting|Portfolio Backtester]]. | ||
| − | * 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 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 == | == Example == | ||
<syntaxhighlight>Portfolio_MaxIDDrawdown</syntaxhighlight> | <syntaxhighlight>Portfolio_MaxIDDrawdown</syntaxhighlight> | ||
Revision as of 14:17, 19 February 2012
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 Backtester.
- 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.
