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Question about maximum drawdown statistic
Jul 25, 2015 at 10:42
Mar 13, 2012からメンバー
1 投稿
Hello,
I am wondering whether maximum drawdown includes the margin taken up by the trades before any price change.
In other words, for an account that start with $2000, let's say the trades alone take up $200 of margin and price changes take up $300 of margin (so the total equity is down only $300). Would the maximum drawdown in this case show up as 25% or as 15%? Thanks very much.
I am wondering whether maximum drawdown includes the margin taken up by the trades before any price change.
In other words, for an account that start with $2000, let's say the trades alone take up $200 of margin and price changes take up $300 of margin (so the total equity is down only $300). Would the maximum drawdown in this case show up as 25% or as 15%? Thanks very much.

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