Add "Modified" Calmar Ratio (Total % G/L divided by Max Drawdown) column to the Tote Board.
The Calmar Ratio is an extremely useful statistic in analyzing Risk/Reward in a trading strategy. Why not add a "modified" Calmar Ratio as a column on the Toteboard. It would be a great way to sort strategies and would be very meaningful for many of us in determining good strategies to trade.
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Scott Dowling
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