I think for a trader , the duration and lengh of the maximum drawup of the system is very important.
a statistic analysis of the drawup over time should be made along with its repartition over time and price, both in position , and relative to market hours.
a way to adapt the speed of capture of data depending on the time frame could probably be found , and then a statistic analysis of this over long periods of time and different sensitivity would give -first of all - an oversight of the traders process productivity over time spent - and countless overall stats in general
Im honestly just questioning myself here.
Do you know of any way to capture the maximum drawup of all the positions taken during the day and manage a report ?
Thank you for your time