For any strategy executed, the "Max per-trade drawdown" is extremely large,
far too large to be real. Even when running with a trailing stoploss, the
max per-trade drawdown can be 10x the stoploss.
e.g.: NR7Strategy with ES, generated a $14,620 per-trade drawdown
Original issue reported on code.google.com by tyrotra...@gmail.com on 28 Apr 2007 at 4:18
Original issue reported on code.google.com by
tyrotra...@gmail.com
on 28 Apr 2007 at 4:18