Hi,
i can't understand why "Max Strategy Drawdown ( % )" value is 0,01 % ( and 0 % for Long trade and Short Trade ).
This is the screenshot.
Thank-you
Davide- Italy
dubious in Strategy Performance Summary
- Henry MultiСharts
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Re: dubious in Strategy Performance Summary
Hello Davide,
For Max Strategy Drawdown ( % ) "All trades" is not the sum of "Long Trades" + "Short Trades".
"Long Trades" column shows how your strategy could behave if there were only long trades.
"Short Trades" column shows how your strategy could behave if there were only short trades.
"All trades" shows how the complete strategy has worked.
For Max Strategy Drawdown ( % ) "All trades" is not the sum of "Long Trades" + "Short Trades".
"Long Trades" column shows how your strategy could behave if there were only long trades.
"Short Trades" column shows how your strategy could behave if there were only short trades.
"All trades" shows how the complete strategy has worked.
Re: dubious in Strategy Performance Summary
thank-you.Hello Davide,
"All trades" is not the sum of "Long Trades" + "Short Trades".
"Long Trades" column shows how your strategy could behave if there were only long trades.
"Short Trades" column shows how your strategy could behave if there were only short trades.
"All trades" shows how the complete strategy has worked.
I don't understand why the percentage of drawdawn is so low...
in each voice ( all, long, short ) is too low.
thank-you
- JoshM
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Re: dubious in Strategy Performance Summary
Your return on initial capital is also very low (0,02%) and in line with the low drawdown value (0,01%). What kind of initial capital have you specified in the Strategy Properties window?thank-you.
I don't understand why the percentage of drawdawn is so low...
in each voice ( all, long, short ) is too low.
I'm not sure if I understand this. If "All trades" is not the sum of "Long trades" + "Short trades", doesn't that also mean that the "Long trades" and "Short trades" column are not a true reflection of how the long and short trades of the strategy (i.e., the whole strategy) would have performed in the past?"All trades" is not the sum of "Long Trades" + "Short Trades".
"Long Trades" column shows how your strategy could behave if there were only long trades.
"Short Trades" column shows how your strategy could behave if there were only short trades.
"All trades" shows how the complete strategy has worked.
In other words, the results in the "Long trades" column are not representative of the actual historical long trades, since that column doesn't take into account the short trades that would have reverted a long position?
If that's true, what's the value of the "Long trades" and "Short trades" column, since they are not reflective of the true strategy, since if they were, "All trades" would equal "Long trades" + "Short trades". Or am I missing something?
- JoshM
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Re: dubious in Strategy Performance Summary
After reading the changelog for MC 8.5 Beta 1 I'm confused. Under "Bugs fixed", it says:"All trades" is not the sum of "Long Trades" + "Short Trades".
"Long Trades" column shows how your strategy could behave if there were only long trades.
"Short Trades" column shows how your strategy could behave if there were only short trades.
"All trades" shows how the complete strategy has worked.
So apparently it's a bug if the "All trades" column doesn't equal the sum of "Long Trades" + "Short Trades"? Or am I overlooking something obvious?When Slippage or Commission is enabled in Strategy Properties, “All Trades” field did not equal the sum of “Long Trades” and “Short Trades” in the Strategy Performance Report. More info here -https://www.multicharts.com/pm/viewissu ... no=MC-1131.
- swz168
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Re: dubious in Strategy Performance Summary
It is not a bug. In general Total= Short + Long. But for drawdown, that shouldn't be the case. Both Short and Long influence each other.So apparently it's a bug if the "All trades" column doesn't equal the sum of "Long Trades" + "Short Trades"? Or am I overlooking something obvious?When Slippage or Commission is enabled in Strategy Properties, “All Trades” field did not equal the sum of “Long Trades” and “Short Trades” in the Strategy Performance Report. More info here -https://www.multicharts.com/pm/viewissu ... no=MC-1131.
Simplified Example:
Long Trades:
-10 Lost
-10 Lost
-10 Lost
Drawdown = -30
Assuming you have only 1 Short Trade with +10 Proft (Drawdown is zero), which you generate right after the first Long Trade closed, then the total DD would be -20. So it is not the sum of short and long.