Portfolio MaxIDDrawdown
Jump to navigation
Jump to search
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.
Example
Portfolio_MaxIDDrawdown
Will return a value of -500 if the largest decline in equity during the entire trading period was $500.
