Reducing Max system DrawDown

I used UPIratio ( UPI / UI ) to reduce system max drawdown. In a recent optimization using CAR optimization resulted in a CAR of 20,925 % with a max system drawdown of -26.00%.

Switching to UPIratio the result was a CAR of 17,602% and a maximum DD of -13.18%. The tradeoff seemed reasonable to me. RBuck

This topic was automatically closed 100 days after the last reply. New replies are no longer allowed.