jcl,
linked to bfleming's question:
If I understand correctly, the DD% that Zorro gives is a % of the final gross profit (not the gross profit at the time of the DD).
If this is true, then we need an ability to modify the start and end dates of the back tests.
Also, I have a vague recollection of a discussion of monte carlo simulation, i.e. the ability to reorder and sample from the series of closed trades in the back test would be nice.
