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S.MaxDDPct

 

 

 

Category

Daily Test Statistics

Description

The size, in percentage, of the largest drawdown of this strategy as of this stat date

Notes

The internal daily equity value used to calculate drawdown includes the mark-to-market value of open positions.

See Compounding for details on how drawdown percentage is calculated for compounded vs. non-compounded tests.

 

 

 

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