Hi All,




I have this problem and after many days I can't figure out the solution.
See attachment (2 sheets) 1 with formula for 1 symbol, 1 strategy, other sheet is multiple symbols and strategies;


Theory

After a loss, the Drawdown starts counting
When the sum of results column (W/L) >0 then Drawdown returns 0
Then, when a loss occurs again, Drawdown starts sum up, till it is made up by winners, and again returns a 0.

Problem

When more Symbols and strategies in a table, I can't figure out the right formula.


Hopefully someone here can.


Really appreciate it.

Attached Files

DD-Example.xlsx (20.5 KB, 4 views)