Relative vs. Maximal DD

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Mohammed Abdulwadud Soubra 2022.04.27 16:44

Hi again,

In back-tests, usually we see both maximal and relative DD.

Which one will be concidered in real time trading (or a copeid signal), maximal or relative DD?

Regards

Files:

IMG_20220427_192505.jpg 94 kb

Fernando Carreiro 2022.04.27 16:53 #1

Mohammed Abdulwadud Soubra: In back-tests, usually we see both maximal and relative DD. Which one will be concidered in real time trading (or a copeid signal), maximal or relative DD?

Both are important! There are also equity and balance drawdown metrics. Those are important too.

Mohammed Abdulwadud Soubra 2022.04.27 19:40 #2

Mohammed Abdulwadud Soubra:
Hi again,

In back-tests, usually we see both maximal and relative DD.

Which one will be concidered in real time trading (or a copeid signal), maximal or relative DD?

Regards

thanks

but which one is shown in the signals ???

Eleni Anna Branou 2022.04.27 19:58 #3

Mohammed Abdulwadud Soubra #:

thanks

but which one is shown in the signals ???

Relative in the general statistics above, maximal in the drawdown chart at the bottom.

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