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Drawdown symmetry column comparing long and short trades max drawdown in a portfolio

This would be help full when sorting portfolios. Todays symmetry comparison can hide that one side have 3 times larger drawdown then the other which can be a killer short term in a biased market.
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  • Votes 0
  • Project QuantAnalyzer
  • Type Feature
  • Status New
  • Priority Normal

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#1

mabi

29.08.2019 14:25

Task created

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