Recovery Factor

Recovery Factor in the databank is identical to Net Profit which is incorrect. Recovery factor should be the ratio between Drawdown and Profit.
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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

WH
#1

WpH67

07.06.2020 23:06

Task created

h
#2

hankeys

08.06.2020 07:53
drawdown / profit = Ret/DD ratio, which is already implemented
TT
#3

Tamas

08.06.2020 07:55

Status changed from New to Fixed


Votes: 0

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