Largest losing trade

The single greatest realized loss incurred by a closed position during the testing period. This metric identifies the absolute "worst-case scenario" for a single trade in the strategy's history.

Exclusions: This metric strictly considers closed positions. It does not account for floating losses in currently open trades, even if they are currently deeper than the historical maximum.

Strategic value: If the Largest losing trade is significantly larger than your Avg losing trade, it may indicate a market "gap" event, or an issue with position sizing (taking too much risk on one trade).