QUANTCONNECT COMMUNITY
Hey everyone.
I have been doing a lot of backtests recently and think it would be useful to see the maximum drawdown length as a statistic in the bottom panel near the drawdown. I'm wondering if anyone else would find this useful and just want to have a general conversation about this and any other features you would find useful if QuantConnect added. I also like to look at the Calmar ratio but that is easily calculated by dividing CAGR by Max Drawdown. can anyone think of others?
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Yuri Lopukhov
I would like to see a plot of margin level, and maybe a minimum margin level number in stats. To estimate risk of margin call.
It may also be useful to have a statistic that shows percent of time in drawdown somehow.
Michaelpet17
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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