Thanks @Vonasi, this drawdown percentage code is just what I was looking for as I was using Excel scatter graphs to compare optimisations on a mean reversion system and was comparing the period with the gain but wishing the optimisation results would show the drawdown too. (Often you see a good profit figure but when you click on that particular optimisation result, it’s then that you realise it had far too high a drawdown). Do you know if PRT will be adding 3-D graphs and/or Sortino and Sharpe ratios in their results? That would be great if they did.