Total Net Profit / Max. Equity Drawdown (Close to Close)

Displays the percentage return of Total Net Profit to the greatest loss drawdown, from the previous highest equity run-up, closed trade to closed trade, (including commissions and slippage if specified) looking across all trades, during the specified period. Return on Maximum Equity Drawdown  (Close to Close)  = Total Net Profit divided by  Maximum Equity Drawdown (Close to Close).

 The TradeStation Strategy Performance Report displays the Total Net Profit / Maximum Equity Drawdown  (Close to Close) for All, Long, and Short Trades.