Maximum Drawup at Return:
Represents the lowest value of difference between peaks and trough for strategy. For example, maximum and minimum total profit values are as following respectively:
First Trough Profit Value: 170%
Highest Profit Value After First Trough: 210%
Drawup Value: 40%
Second Trough Profit Value: 110%
Highest Profit Value After Second Trough: 160%
Drawup Value: 50%
Third Trough Profit Value: 150%
Highest Profit Value After Third Trough: 195%
Drawup Value: 45%
The highest value difference between 50% among all others, is displayed in the Maximum Drawup at Return section.
Maximum Drawup at Return on Marketplace Strategy