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Return to DD (Return to Drawdown)

Measures the risk-adjusted return of the trading strategy, calculated by dividing the total return by the maximum drawdown. It evaluates the strategy's efficiency in generating returns relative to the risks taken. For example a ratio of 0.99 suggests that for nearly every 1% of drawdown experienced, the strategy generated an equivalent increase in value. With another example, if Return to DD is 3.57 it indicates that the strategy earned about 3.57 times the maximum percentage decrease experienced in account value. This high ratio is a positive sign, showing that the returns significantly outweigh the risks taken (measured by drawdown).

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