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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.
Attachments
  • Votes +1
  • Project Extending SQ
  • Type Feature
  • Status New
  • Priority Normal

History

g
#1

geektrader

16.02.2021 10:24

Task created

g
#2

geektrader

16.02.2021 10:24
Voted for this task.
b
#3

bentra

16.02.2021 10:24

Attachment RetOpenDDPerYear.java added

Attachment ReturnOpenDDRatio.java added

RetOpenDDPerYear.java
RetOpenDDPerYear.java
(1.10 KiB)
ReturnOpenDDRatio.java
ReturnOpenDDRatio.java
(2.52 KiB)
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

@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

E
#4

Emmanuel

15.12.2021 19:42
Voted for this task.
Votes: +1

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