Hi,
Here are calculations of max drawdowns from different strategies both separate and combined. Perhaps to further help with account sizing…
Hopefully without mistakes!
DAX = Pathfinder v5b2 1EUR minicontract Jun 2012 – now
FTSE = Pathfinder v5b2 1EUR minicontract Jun 2012 – now
DOW = Pathfinder v4 1EUR minicontract Jun 2012 – now
GOLD = Pathfinder v5b3 1EUR minicontract Jun 2012 – now
OIL = Pathfinder v1 1EUR minicontract – Aug 2015 – now
DAX
Date Positions DrawdownInEuro
—- ——— ————–
2012-11-14 09:00:00 11 -1011.9
FTSE
Date Positions DrawdownInEuro
—- ——— ————–
2015-06-28 21:00:00 8 -1642.4
DOW
Date Positions DrawdownInEuro
—- ——— ————–
2015-09-28 09:00:00 18 -2754.7
GOLD
Date Positions DrawdownInEuro
—- ——— ————–
2016-04-28 17:00:00 19 -1555
OIL
Date Positions DrawdownInEuro
—- ——— ————–
2016-08-04 09:00:00 7 -1198
Combined strategies…
DAX, FTSE
Date Positions DrawdownInEuro
—- ——— ————–
2015-06-28 21:00:00 2 -1146.2
DAX, DOW
Date Positions DrawdownInEuro
—- ——— ————–
2012-11-14 09:00:00 21 -1286.8
DAX, FTSE, DOW
Date Positions DrawdownInEuro
—- ——— ————–
2015-06-28 21:00:00 8 -1781.9
FTSE, DOW
Date Positions DrawdownInEuro
—- ——— ————–
2015-06-28 21:00:00 11 -2506.6
DAX, GOLD
Date Positions DrawdownInEuro
—- ——— ————–
2012-11-16 13:00:00 14 -1968
DAX, FTSE, GOLD
Date Positions DrawdownInEuro
—- ——— ————–
2012-11-16 13:00:00 15 -2123.3
DAX, FTSE, DOW, GOLD, OIL
Date Positions DrawdownInEuro
—- ——— ————–
2012-11-16 13:00:00 15 -2123.3
Gain
FTSE 27415.3
DOW 15943.3
DAX 40902.6
OIL 26473.0
GOLD 27701.1
Total gain 138435.3 EUR
Thanks,
Mikael