Traders' Roundtable

Since no one else has replied: Which size account, are you trading:- a standard 100000 lot size account has a nominal USD10 a pip, while a mini-account is 10000 and nominal USD1 a pip. 1. Well assuming you're trading a mini margin forex account. Each lot is equivalent to 10000 of the base currency. ...

An updated version of the spreadsheet has been uploaded. It fixes an issue with the drawdown initialization and added drawdown length calculation. Note: the drawdown lengths and dates are sorted by longest drawdown, and do not correspond to the deepest drawdowns. So ddindex 1 row, has the deepest% a...

I don't know why you received that error.

Did it ask to open as read-only, say no if it does.

You could replace that section of code with a bubble-sort routine. I was lazy and just used the excel application sort.

OK, here's the spreadsheet, I've included Mark Johnson's "Thirteen" equity curve for an example of use. Appreciate any feedback from you or any else who uses it. Read the Notes then press the button "Calc Ratios" on the "Go" sheet. Cheers. Fixed an error in drawdown cal...

Maybe a little late but I've wrote a macro/sheet that calcs drawdown%, sharpe, sortino, RRR and Ave%worstDD, and can post if you're still interested.