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Strategies & Market Trends : DAYTRADING Fundamentals
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To: KymarFye who wrote (14241)9/23/2001 1:09:27 PM
From: fut_trade  Read Replies (1) of 18137
 
I could calculate drawdown for the entire life of the testing period, 20 years, but it changes so much from contract to contract, it is more useful for me to monitor drawdown on a smaller time frame. Since my system is profitable most of the time, the overall drawdown is not going to be much different than the largest 3-month drawdown.
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