Drawdown

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Drawdown

Drawdown is the measure of the decline from a historical peak of the Total Equity list.

You can find the calculation method at wikipedia's drawdown page and a small description in the Basic Definitions chapter.

 

X Axis: Date

Y Axis: Drawdown in percentage

 

As the drawdown chart is based on the total equity, if it is not filled in the chart shows "No Data".

 

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Context menus (right click on the chart):

    Print Preview

    Export To. You can export the report to different formats like HTML, Excel, Word or PDF

    Save Image As. Saves chart as image. Supported formats are: JPG, BMP, PNG

    Copy to clipboard

 

Settings

         

   Area Line - Switches between area line chart and simple line chart

oTransparency - If the area lineis set the transparency of it can be set in this option

Based on closed positions - the drawdownis calculated byusing the closed position instead of the Total Equity values

oIntraday - calculate intraday values as well in case of closed positions option is set

 

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Available filters:

Only date filters are available because the base of the Drawdown is the Total Equity list. If the drawdown is based on the closed positions then all filter are available.