Re: Interesting drawdown study
It came up because I mentioned in another forum that I don't multitable, and I got an interesting response from stoxtrader, so it got me thinking what other benefits there might be. But the study is not necessarily about multi-tabling vs. single-tabling - it's about the sick swings you can experience with a slim winrate, and how much worse they can get if your performance is path-dependant.
Regarding your setup:
Winrate = 1.22BB
Probability of experiencing a 1000BB drawdown over 1000hrs: 3.6%
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