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Max Drawdown Calculator
Anyone come across something like this before?
Lets sway you had a 70% SR and a POT of 1% over the past 1000 bets. Is there a way to get a idea of what the average draw down, and also the maximum expected draw down would be? |
You could run monte carlo simulations against it and get a good idea.
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Thanks, will have a read through both of those.
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