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Why there is difference between MDD & RDD?

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aytacasan 2015.07.26 14:26 



Is there any idea about why there is difference between maximum drowdown and relative drowdown on same ea?

Shortly my ea have some parameters, for example stoploss level in pips.

If i test it with 40 pips  my strategy reports same mdd&rdd values.

If i test it with 30 pips my strategy reports different mdd&rdd values(mdd smaller from rdd).

Is it normal or there is a problem about my strategy?

If it's normal stuation how i decide which parameter the best, i have to consider mdd or rdd?




JD4 2015.07.26 23:59  
I would think that the relative would be based on the numbers immediately surrounding the drawdown, or possibly an average based across the entire account, where maximum would be the largest single one during the entire history being tracked.
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