By max drawdown I mean the actual drawdown your system produces, and not necessarily you're 'uncle point.'
How often does your system swing towards max drawdown? Once a month? Once a week? Once a year? Obviously it will depend on the time frames you trade so please explain how long your trades last. Perhaps answer the question by saying how many trades you place before you hit that bad string that brings your balance down.
How often does your system swing towards max drawdown? Once a month? Once a week? Once a year? Obviously it will depend on the time frames you trade so please explain how long your trades last. Perhaps answer the question by saying how many trades you place before you hit that bad string that brings your balance down.