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PROBABILITY OF DRAW DOWN SPEED vote results

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PROBABILITY OF DRAW DOWN SPEED Discussion

SunnyDays (SunnyDays)
Jun 19 2012 at 06:28
152 posts
Hey friends,
Sorry I did not wait until I have a very clear and organized thought to post relevant to this suggestion, BUT

The idea that any system has a draw down percent is important. But wouldn't it be more telling to grasp a sense of the SPEED at which one might experience the MAX DD percent that a given system has produced?

Think about the biggest downturn of a chart, this is how we measure DD in the most simple sense.

Some systems go from this starting high reference point -- down -- in a very short time, while other systems may take months or longer to cover this same 'distance' percent.

Some statistic could capture the VELOCITY of this draw down.

Hope the fxbook team will take this concept (which they have no doubt already thought about?) and develop it...

Cheers fellow traders
Always the best
Wayne

A strategy must significantly profit in a 10 year backtest to have a chance in Live trading - Mine Does!
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