Maximum Drawdown at Return:
Represents the lowest value of difference between peaks and bottoms for strategy. For example, maximum and minimum total profit values are as following respectively:
First Peak Profit Value: 250%
Lowest Profit Value After First Peak: 210%
Second Peak Profit Value: 230%
Lowest Profit Value After Second Peak: 220%
Third Peak Profit Value: 280%
Lowest Profit Value After Third Peak: 235%
The lowest value difference between -40% among all others, is displayed in the Maximum Drawdown at Return section.
Maximum Drawdown at Return on Marketplace Strategy