Total Net Profit / Max. Equity Drawdown (Peak to Valley)

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

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