It's called the "rule of three". Max DD = $2355 = 9%, thus 9*2400/2355 = 9.17%
Huh, now I'm lost completely. It seems that my mind is totally wrapped arround percentages, while you designed Zorro to pay special attention to dollar values. This way we will probably never really understand each other.
But, let me point out one obvious thing that comes out now at the end of this discussion. When I ask about a strategy drawdown expressed in percentage, your answer includes rule with a funky name that includes the number from the backtest of that strategy??? Now that is EXTREMELY weird. Obviously I once again made a mistake and let you do that by choosing a strategy that has known backtest results, but who would've thought it would end like this? How do you then calculate drawdown of the strategy that has not been backtested? Obviously you're missing values for your forumula. Question after question we're just going deeper into the rabbit hole...
I give up. Too much energy for nothing...
BTW, did you get this drawdown really with the default settings? It would exceed our termination criteria, so we would pull this system if we had a similar drawdown.
No, Margin was at 100 most of the time, so the number should be slightly bigger. At least you finally revealed your criteria for strategy adequacy, so this whole thread was not in vain.
