Discussion of article "The Easy Way to Evaluate a Signal: Trading Activity, Drawdown/Load and MFE/MAE Distribution Charts" - page 2
Why do you not factor the Leverage again in the Deposit Load calculation so that the statistic can be directly comparable across all Signals?
Nice article, it cleared my doubt of MAE vs MFE, thanks!
Great article, this should be mandatory reading for everyone who wants to start with signals.
Thanks, but is the Drawdown really only unrealized losses? Drawdown should also be realized losses the reduces the balance relative to the highest recorded balance on the account
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