Evaluation metric
Max Drawdown
Max Drawdown, MDD
Definition
The maximum decline of an equity curve measured from its highest peak to the subsequent lowest trough.
Boundary
It is backward-looking and sample-dependent, so it does not by itself bound future losses.
185 Strategies
39 Text mentions
18 Code hits
Role distribution
Market regimes
Uptrend27/2Downtrend27/7Range3/15Breakout Onset0/0High Volatility1/0Low Volatility1/0Reversal Inflection5/0All Regimes0/0
Common parameters
| Default | Occurrences |
|---|---|
| 25 | 1 |
| 2 | 1 |
Frequent co-occurrence
No co-occurrence records.
Semantic relations
- Basis → Max Drawdown ControlDrawdown control monitors maximum drawdown.
- Basis → Calmar RatioThe Calmar ratio uses maximum drawdown as its denominator.
- Basis ← Equity CurveMaximum drawdown is calculated from the equity curve.
Evidence strategies
- 趋势突破均线跟踪策略Trend-Breakout-Moving-Average-Tracking-StrategyContextInferred
- 基于均线反转的短线交易策略Mean-Reversion-Line-StrategyContextInferred
- SMA交叉多空策略结合峰值回撤控制与自动终止-SMA-Crossover-Long-Short-Strategy-with-Peak-Drawdown-Control-and-Auto-TerminationContextInferred
- 多时间周期动态网格RSI趋势震荡交易策略-Multi-Timeframe-Dynamic-Grid-RSI-Trend-Oscillation-Trading-StrategyContextInferred
- 基于历史波动率的市场定时策略Volatility-Filtered-Market-Timing-StrategyContextInferred
- RSI动态回撤止损策略-RSI-Dynamic-Drawdown-Stop-Loss-StrategyContextInferred
- 动态指标驱动的趋势跟踪策略结合风险管理系统-Dynamic-Indicator-Driven-Trend-Following-Strategy-with-Risk-Management-SystemContextInferred
- 双均线与RSI组合的MT5马丁格尔scalping策略RSI-and-Moving-Average-Combination-MT5-Martingale-Scalping-StrategyContextInferred
- 基于均线交叉的RR策略Crossing-Moving-Average-RR-StrategyContextInferred
- 双通道突破Turtle策略Double-Channel-Breakthrough-Turtle-StrategyContextInferred
- 五日移动平均线金叉追涨策略5-day-Moving-Average-Golden-Cross-Momentum-StrategyContextInferred
- 玻尔布林震荡突破策略Bollinger-Band-Breakout-StrategyContextInferred
- 动态Keltner通道动量反转策略-Dynamic-Keltner-Channel-Momentum-Reversal-StrategyContextInferred
- 通道回归交易策略分析Channel-Reversion-Trading-Strategy-AnalysisContextInferred
- 收益率统计ContextInferred
- 双向反转与动量均线策略Bidirectional-Reversal-and-Momentum-Moving-Average-StrategyContextInferred
- 百分比追踪止损策略Percent-Trailing-Stop-Loss-StrategyContextInferred
Corpus quotes
Set stop loss, or use other indicators to determine stop loss and take profit levels to limit max drawdown.
RSI与布林带融合的LTC交易策略RSI-and-Bollinger-Bands-Fusion-Trading-Strategy-for-LTC · other EN
Testing ATR period parameters for impact on max drawdown.
通道回归交易策略分析Channel-Reversion-Trading-Strategy-Analysis · optimization EN
Auto-adjust based on max drawdown metrics 3.
百分比追踪止损策略Percent-Trailing-Stop-Loss-Strategy · other EN