Wouldn't strategy B have a lower PI? The math is a bit hard for me to visualize.
On Sun, Jun 19, 2011 at 5:12 PM, nonlinear <[email protected]> wrote: > > 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. > > > > > > -- > You received this message because you are subscribed to the Google Groups > "JBookTrader" group. > To view this discussion on the web visit > https://groups.google.com/d/msg/jbooktrader/-/H3RGtkvtUCgJ. > > To post to this group, send email to [email protected]. > To unsubscribe from this group, send email to > [email protected]. > For more options, visit this group at > http://groups.google.com/group/jbooktrader?hl=en. > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
