Also:
- when plotting results, it would make sense to display percentage DD for the case with reinvestment, and absolute DD numbers - without.
- report 'closed trade' (or balance-to-balance) DD.

- report average (or median) DD above some min threshold (of %, $ or duration)
- report average of top 5 DDs

These will be more informative than just one 1 maxDD number, and too burdensome for users to calculate themselves.

Last edited by Zheka; 07/18/19 09:56.