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Recovery factor: incorrect formula

It is the ratio of profit to max drawdown. They should both be expressed as the same measure. Currently the base account currency profit is divided by the percent drawdown which isn't correct.


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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

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b
#1

bentra

20.04.2021 23:56

Task created

MF
#2

Mark Fric

10.05.2021 09:51

Status changed from New to Fixed

you are right, I changes them both to %
Votes: 0

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