Portfolio MaxIDDrawdown: Difference between revisions
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Returns a negative numerical value, indicating the largest decline in equity for the entire portfolio during the trading period. | Returns a negative numerical value, indicating the largest decline in equity for the entire portfolio during the trading period. | ||
== Usage == | |||
<syntaxhighlight>Portfolio_MaxIDDrawdown</syntaxhighlight> | <syntaxhighlight>Portfolio_MaxIDDrawdown</syntaxhighlight> | ||
== Notes == | |||
This function can only be used in signals intended to be used with the Portfolio Backtester. | This function can only be used in signals intended to be used with the [[:Category:Portfolio_Backtesting|Portfolio Backtester]]. | ||
== Example == | |||
<syntaxhighlight>Portfolio_MaxIDDrawdown | <syntaxhighlight>Portfolio_MaxIDDrawdown</syntaxhighlight> | ||
entire trading period was $500 | Will return a value of -500 if the largest decline in equity during the entire trading period was $500. | ||
[[Category:Portfolio Strategy Performance]] | [[Category:Portfolio Strategy Performance]] | ||
