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Maximum Bank Drawdown

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  • Maximum Bank Drawdown

    Hi all,

    here's one for discussion.

    During the absence of racing I, like many others I'm sure, have been looking at new strategies based on my accrued data.

    One of the pre-race strategies (profitable) showed a drawdown of 149 ticks (I use ticks as my measure for strategies) over one period. How does this compare with other peoples strategies?

    cheers, MC
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