Variability-weighted return
Forge API 1
The yearly return, marked down by how far the equity wandered from a smooth line (Bernut).
the yearly return of the daily equity, in percent, times one less the square of its distance from a smooth line over the allowed distance
Annualised: Daily returns are scaled to a year by the trading days the run's own data contains in a year, measured from the days its bars fall on.
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