Max. Drawdown as % of Initial Capital (Trade Close to Close)

Displays the percentage of greatest loss drawdown, from the previous highest equity run-up to Initial Capital, closed trade to closed trade, (including commissions and slippage if specified) looking across all trades, for the trading strategy during the specified period. Maximum Drawdown as Percent of Initial Capital (Trade Close to Close) = Maximum Drawdown (Trade Close to Close) divided by Initial Capital.