Definition: Your equity curve is always at a new high or in a drawdown. The time spent in a drawdown is the difference in time between now and the time of your last new high. I am only interested in the entire portfolio/account, not individual trades or systems.
Normally, people talk about depth of drawdown (how much you can lose), I am curious about pain in terms length of drawdowns.
Normally, people talk about depth of drawdown (how much you can lose), I am curious about pain in terms length of drawdowns.