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Portfolio StrategyDrawdown

420 bytes added, 18:11, 24 July 2014
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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 ====
<syntaxhighlight>Portfolio_StrategyDrawdown</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 MaxIDDrawdown]] to get the largest decline in equity for the entire portfolio during the whole 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_StrategyDrawdown will </syntaxhighlight>Will return a value of -100 if the current decline in equity from the peak value is $100</syntaxhighlight> ¤100.    
[[Category:Portfolio Strategy Performance]]

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