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Portfolio StrategyDrawdown

81 bytes added, 18:11, 24 July 2014
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== Notes ==
* This function can only be used in signals intended to be used with the [[:CategoryPortfolio Trader. * The value is returned in the currency specified in Portfolio Trader:Portfolio_Backtesting|'''Portfolio Backtester]]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</syntaxhighlight>
Will return a value of -100 if the current decline in equity from the peak value is $100¤100.     
[[Category:Portfolio Strategy Performance]]

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