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Description:However, unlikely as it may be we can still suffer a loss, which would instantly put us out of the game. The term was popularized by the book Liar's Poker, which describes the author's experience as a bond trader on Wall Street in the s. So we are using the most conservative scenario here. We define cumulative loss as the maximum loss in terms of R from a trading capital high to a trading capital low over the course of those ten years.

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