Add PL/DD Ratio
Hi,
I know we do have Ret/DD (percent based) as a metric already, but I would like to use PL/DD (money based) too. Formula simply is Netprofit (in money) divided by biggest drawdown (in money). I know this might sound like it is the same, but it is not.
Thank you.
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Votes +1
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Project StrategyQuant X
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Type Feature
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Status Moved
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Priority Normal
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Assignee None
History
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bentra
14.02.2021 20:11Attachment RetOpenDDPerYear.java added
Attachment ReturnOpenDDRatio.java added
These two were posted recently in the discord channel. You should come check it out if you're not already in there.
Compliments of Insanity82007:
"Return / DD ratio based on open drawdown instead of normal return to DD
Compliments of Insanity82007:
"Return / DD ratio based on open drawdown instead of normal return to DD
@DyIan you were looking for my Ret/DD Per year script the other day. The Ret / Open DD Per Year script will be a better to use"
https://discord.com/channels/426766614734831616/763056094566154260/809722986016931840
The "per year" is not the same as the % annual r/dd. The "per year" version is taking the median of the r/dd of all the years. Ah here's the discussion: https://discord.com/channels/426766614734831616/763056094566154260/789852242789662760
MF
Mark Fric
16.02.2021 10:24
Task moved to project Extending SQ, new link to task: https://sq.projectpanel.com/tasks/sqp_0131
Votes: +1
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