On Sunday, June 19, 2011 7:58:31 PM UTC-4, Judson Wilson wrote: > > Really? I would say A looks better on both total drawdown and average > magnitude of drawdown. > > I disagree. Let's consider the example as in attached pic. Which strategy would you rather trade, A or B? In my view, B is clearly better, even though it had a larger max drawdawn.
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<<attachment: maxDD.png>>
