Nuvexlens
知识库 公告 开始使用

Performance: Avg equity drawdown

注意: 本文档适用于 Nuvexlens 高级图表分析系统。Nuvexlens 完美支持各类技术指标与策略回测,助您做出更明智的交易决策。

Performance: Avg equity drawdown

The average decline of equity during all drawdown phases of the strategy (from a local maximum to a new low). Shows how much, on average, the capital decreases during drawdown periods.

Calculation:

  1. Identify all drawdown periods (from a peak to the recovery to the previous peak).

  2. Calculate each drawdown:
  1. Average the drawdowns:

Notes:

Uses close-to-close equity.