Difference between revisions of "Portfolio StrategyDrawdown"
Jump to navigation
Jump to search
m (→Notes) |
m (→Notes) |
||
| Line 7: | Line 7: | ||
* 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 MaxIDDrawdown]] to get the largest decline in equity for the entire portfolio during the whole trading period. | * 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 == | == Example == | ||
Revision as of 14:17, 19 February 2012
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
Portfolio_StrategyDrawdown
Notes
- This function can only be used in signals intended to be used with the Portfolio Backtester.
- 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
Portfolio_StrategyDrawdown
Will return a value of -100 if the current decline in equity from the peak value is $100.
