Hello everyone i hope you are fine, Im having interesting results in my pair trading with copulas strategy, in this case im taking 2 correlated etfs, the results shows good % of returns but very low maximum drawdown, im already using trailing stop loss of 0.01 per transaction but it still not reducing maximum drawdown, any technique or advice to reduce this maximum drawdown?

I attach this backtest of my pair trading with copulas besides for seeking help i hope it is helpful for the community, the algo already has schedule, risk management metrics and showing good results and ready to deploy live trading.

 

Thanks

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