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Understanding drawdown

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    Understanding drawdown

    What does drawdown mean in the analyzer? Is it like a cumulative drawdown and if its a percentage, what is it a percentage of?

    Thanks
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    #2
    Originally posted by brucelevy View Post
    What does drawdown mean in the analyzer? Is it like a cumulative drawdown and if its a percentage, what is it a percentage of?

    Thanks
    It's Max. Values incurred on Long and Short side.If % it's usually counts from the recent peak - peak to trough.

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      #3
      Hello brucelevy,

      Thanks for your post.

      At the link below you can see all the statistic definitions, including Max Drawdown

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