Objective: max drawdown
Forge API 1
The largest fall of in-sample equity from its running peak, as a percentage of that peak.
The largest fall of in-sample equity from its running peak, as a percentage of that peak.
Was this page helpful?
The largest fall of in-sample equity from its running peak, as a percentage of that peak.
The largest fall of in-sample equity from its running peak, as a percentage of that peak.
Was this page helpful?