I've created a performance metric that is the StdDev of Profits. It differs from the internal Stddev calculation in that it isn't on a per unit basis. It just uses the raw net profit values irregardless of position size.
My question is with regard to calculating the non currency values (%, pips, etc). I'm not sure what the base is to calculate the values (i.e. what the denominator should be). It doesn't seem to be original equity. Can you guide me through it with the attached indicator?
Comment