Relative Drawdown

[[Deleted]]

The article about how to read results from the Strategy Tester module are a bit dated because it's missing information about the meaning and calculation of Relative drawdown. I'm having a hard time finding anything about it. Can someone shed some light on the subject of Relative drawdown? Also, how is it different from Maximal drawdown? Thanks.

[Slava]

      //---- drawdown check
      if(maxpeak<balance)
        {
         drawdown=maxpeak-minpeak;
         if(maxpeak!=0.0)
           {
            drawdownpercent=drawdown/maxpeak*100.0;
            if(RelDrawdownPercent<drawdownpercent)
              {
               RelDrawdownPercent=drawdownpercent;
               RelDrawdown=drawdown;
              }
           }
         if(MaxDrawdown<drawdown)
           {
            MaxDrawdown=drawdown;
            if(maxpeak!=0.0) MaxDrawdownPercent=MaxDrawdown/maxpeak*100.0;
            else MaxDrawdownPercent=100.0;
           }
         maxpeak=balance;
         minpeak=balance;
        }

[Iggy]

I understand relative drawdown is a drwadown as a percentage of prior balance.

It would be nice to add something called intra-trade drawdown or how much down equity goes while the trade progresses.

[Ralph Ronnquist]

Right; like, getting a graph point whenever the equity has changed 10 % (configurable, perhaps) since last graph point.
Maybe also add equity (at time of event) to the Results table? And then include table rows for equity snapshots as well.