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LSJ

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Posts: 515

Joined: 8/17/2006
Location: Citrus Springs, FL

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Subject : Add a Port Sim metric
Posted : 3/15/2018 3:57 PM
Post #44288

A metric that would be helpful in the Port Sim is "Maximum Drawdown Duration" or longest time between new highs in the equity curve.

To me that would give me another target to shoot for since sitting around being underwater month after month is very undesirable at my age <:)

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