Equity Curve

[Spectre2007]

curve

CAGR% 42.6%
MAR 1.01
Sharpe 1.13
Ann. Sharpe 1.40
Max Drawdown 42.4%
Trades 485

starting capital 250K
ending capital 1,612,581.00

Would you be able to handle a 42% drawdown if your curve looked like this?

 

[Spectre2007]

this is modified one.

but has a higher drawdown.


CAGR% 89.3%
MAR 1.53
Modified Sharpe 0.87
Annual Sharpe 0.24
Max DD 58.3%
trade 552

ending capital 7.1 mil.

 

[aeliodon]

Are these real equity curves or backtests?
I doubt institutions would give any trader any money with 50% drawdowns. Unless you're already managing over a billion, then the lemming effect overpowers reason and they'll give you as much as you want.