Can't figure out if strategy tester as well as optimization is considering margin requirements for lots and considering it as draw-down against the equity?
Seems like it should however leverage is never specified in the test unless you are using tick data from a reputable source which then would allow you to specify say 1:100 leverage.
So what I think everyone wants to know, if for example maximal draw-down is 70 percent, does it consider the margin requirements for opening those trades?
So I mean without accounting for margin requirements as equity/draw-down what-else would? if for example the strategy called for multiple lots or had exponential lots.?
Are margin requirements unaccounted for in strategy tester?