Gamestudio Links
Zorro Links
Newest Posts
How does Zorro handle new strategy/asset?
by jcl
0 seconds ago
Intercept Friday Daily Close
by Dalla
27 minutes 22 seconds ago
Montecarlo statistical mode parameter optimization
by brax
Today at 14:14
New Zorro v1.99.2
by jcl
Today at 14:03
automation
by MINER
Today at 13:37
What are you working on?
by CocaCola
Today at 02:42
About 1M entities!
by txesmi
Yesterday at 14:16
AUM Magazine
Latest Screens
Worst Case Z
AckCon'18 - Lotter vs the World 2 - Preview Release
Evonet Beta v1.0 : Online Project Development Template
Lake scene
Who's Online
13 registered (AndrewAMD, Dalla, kvm, Realspawn, Hredot, mabro41, jenGs, brax, 3 invisible), 193 Guests and 9 Spiders online.
Key: Admin, Global Mod, Mod
Newest Members
Thomas_Thornton, rssflc, mahomed, bondz, Neil_G
18119 Registered Users
Topic Options
Rate This Topic
#474366 - 10/09/18 17:35 Normalized maximum drawdown
3dgamelight Online
Junior Member

Registered: 04/24/17
Posts: 83
How to calculate normalized maximum drawdown?

Top
#474388 - 10/11/18 09:44 Re: Normalized maximum drawdown [Re: 3dgamelight]
jcl Online

Chief Engineer

Registered: 07/22/00
Posts: 26658
Loc: Frankfurt
Multiply drawdown with the square root of 3 years divided by the test period.

Top



Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de