StrategyPro 1.11 Update — Drawdown Metrics & Volatility

This new update brings additional improvements, drawdown analysis has been developed and incorporated and a new section dedicated to volatility has been added

3 min readJun 12, 2024

StrategyPro

Charts

Portfolio & DD Periods

A new graph has been added: Portfolio & DD Periods, this represents the trend of your equity and the drawdown periods exceeding 10 days are in red

Portfolio & Systems

Equity line improved and made more visible

Metrics

Now also in metrics you will find the maximum drawdown periods compared to each other

Annual Metrics

Added new metric days in Drawdown in the table with the ability to also display it in the graph

Equity Control

Also in the equity control you will now find the maximum days in drawdown

What If Analysis

As above, the drawdown is now integrated

Volatility

New section of StrategyPro, volatility is calculated from profits and losses by applying the standard deviation method and then applying it to a rolling period chosen by the user who can measure this type of volatility in periods that he deems appropriate.
This development is just the beginning and involves many more volatility studies.

Comparator

The comparator has also welcomed this new comparison metric, now you will be able to compare your systems also based on their maximum reference drowdown period.