Hi,
In MT4 Backtest there is always different type of drawdown and i always get confuse which one to notice.
Can anyone explain what the difference and which is main drawdown.
-
Absolute drawdown
-
Relative drawdown
-
Maximal drawdown
-
Peak drawdown
Just seeing this for the first time actually
Hi, check this description. Regards Greg
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Thanks for the reference link.
- Absolute drawdown – the largest loss is below initial deposit value;
- Maximal drawdown – the largest loss of the local maximum in the deposit currency and in per cents of the deposit;
- Relative drawdown – the maximal loss in percents of the maximum equity value and its corresponding money value;
But still searching for peak drawdown
Where did you find “peak drawdown” factor?
peak drawdown is Absolute drawdown, as FX Blue calls it differently. Since you had no fall in value below your initial deposit, nothing is displayed to you here.
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