You are currently not signed in.

Please sign in or register.

Different types of Drawdown Stats

Página: < 1 2
Sep 01, 2011 10:01 am
megrawab Hostedslavebeta

Postagens: 332
Membro desde: 16/08/2011

Originally posted by Bee

I will explain these drawdowns with an example

You deposited $100 and made a loss of $10. Then you made a profit of $30 and again a loss of 20

In this example the maximum drawdown is $20. But the absolute drawdown is $10.

Absolute drawdown is difference between the initial deposit and minimal level below the deposit.

Maximum drawdown is the maximum possible loss or loosing streak before you gain some profit. In other words it can be defined as "difference between one of local upper extremums of the balance graph and the following lower extremums"

 



 

thanks bee for your post. When I saw your post for some weeks ago was the first time I knew it. Or I mean I know it already but I never knew the right term.

I am a hosted slave beta.

Sep 04, 2011 02:37 pm
widhie75 User

Postagens: 118
Membro desde: 05/12/2010

Originally posted by Jogi

Absolute drawdown cannot be greater than maximum drawdown. It means maximum drawdown should be checked in analyzing someone's performance.

 



Its weird if Abs DD cannot greater than max DD........my AbsDD is 17,5%....but maxDD is 0%.......

AbsDD 17,5% make me loss $0.18.........There must be another formula to calculate DD.

http://www.fxstat.com/widget/link?t=wide&c=3&s=8617&o1=growth&o2=drawdown&o3=profitfactor

Sep 04, 2011 09:47 pm

Postagens: 513
Membro desde: 08/02/2011

Originally posted by bluevirgin23

test 4first post...

<img alt=" />



well come dear to this new world :D

http://www.xynafx.com/ Xynafx ... fund managers and forex signal service providers Minimum investment for our Forex managed Account service is $2k that will be managed individually in one investors account. XynaFx signals As low as $26 per Month.

Sep 04, 2011 09:48 pm

Postagens: 513
Membro desde: 08/02/2011

Originally posted by widhie75

Its weird if Abs DD cannot greater than max DD........my AbsDD is 17,5%....but maxDD is 0%.......

AbsDD 17,5% make me loss $0.18.........There must be another formula to calculate DD.



i am still confused to know about the Maximum DD.

http://www.xynafx.com/ Xynafx ... fund managers and forex signal service providers Minimum investment for our Forex managed Account service is $2k that will be managed individually in one investors account. XynaFx signals As low as $26 per Month.

Página: < 1 2