"Distribution of Simulation drawdown %" in Monte Carlo Lab
Author: joannakim
Creation Date: 6/11/2011 4:47 PM
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joannakim

#1
This is a different topic than the one that Eugene answered a short while ago. [b]This is about the drawdown and not about profit percentage which is the one that Eugene answered. I looked in Extension section wondering whether Eugene's answer was posted there, but I don't find anything.

Is the " Distribution of Simulation Drawdown %" tab in MC showing a bell curve of all the drawdowns in a backtest or a a bell curve of Maximum Drawdowns in a back test? The latter would seem to make more sense to me, but I am not sure. Thanks again.
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Eugene

#2
Answered in the Wealth-Lab User Guide:

Monte Carlo-Lab > Profit & Drawdown Analysis > Drawdown
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