I recently came across an very interesting comparative analysis of different performance metrics, in an on-line Darwinex tutorial by Martyn
Tinsley: Video 16.1; Video 16.2. The analysis conclusion recommended the performance metric 'CAGR / Average DD %' over 7x others.
Based on the above tutorial, and so that I can investigate/use this and other performance metrics within SQX, please can you add the following additional 3x metric columns to SQX:
Thanks for your help
AC1962