16th November 2005, 04:21 PM
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Member
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Join Date: Jan 1970
Location: Yarra Valley
Posts: 241
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Quote:
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Originally Posted by jfc
I just ran my Drawdown simulator for 1,000,000 trials @ 22% and $4.80 to contrast my results with your earlier ones.
Profits - Drawdown
$54,964 $226
$57,435 $219
$59,254 $241
Right now I'm unsure of the implications.
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JFC,
does your simulator give you the longest run of outs as well? Putting that figure alongside the drawdown (which I shall assume is the maximum drawdown) might lend some credence or otherwise to Bhagwan's figure of 3.5
Cheers,
Chris. |