Account size required to trade strategy

[paschall]

In TradeStation, one of the more helpful statistics reported in their version of "strategy analyzer" is the 'Minimum Account Size Required' to trade a particular strategy based on the past performance (win/loss ratio, Max DD, MAE, MFE, etc.). Has anyone developed a similar calculation, maybe in Excel, that can import or use the NT backtest data sheets? Or is it in there somewhere and I just haven't run across it? This would be a very helpful piece of information to use when comparing strategies or comparing strategy performance across multiple instruments/contracts.

[NinjaTrader_Austin]

paschall, I am not aware of any such calculation present in NinjaTrader.

[paschall]

Thanks, NT_Austin. I wasn't either. Went back and checked earlier this morning. Might be a very useful feature to add to the development list at some point. Just a thought.

[NinjaTrader_Austin]

Yes, indeed - I've forwarded the suggestion.

[paschall]

Muchas gracias.