Return over maximal drawdown
Forge API 1
What the run made for each unit of money of its worst fall, with no scaling to a year.
the equity change from the first bar to the last, in money, over the money of the worst drawdown
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What the run made for each unit of money of its worst fall, with no scaling to a year.
the equity change from the first bar to the last, in money, over the money of the worst drawdown
Was this page helpful?