Strategy Drawdown

Questions about MultiCharts and user contributed studies.
ppan
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Strategy Drawdown

Postby ppan » 18 Oct 2007

There is a Max Strategy Drawdown in the Performance report and there is also a Max Intraday Drawdown in the Optimization report. The value is not the same. What is the difference? Can I find the Max Intraday Drawdown in the Performance report?

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Marina Pashkova
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Joined: 27 Jul 2007

Postby Marina Pashkova » 18 Oct 2007

Roughly, the difference between the two is as follows:

Max Strategy Drawdown is calculated as the difference between the max possible profit and the max possible loss.

Max Intraday Drawdown is the difference between the real profit and the max loss.

ppan
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Joined: 31 Jan 2007
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Postby ppan » 19 Oct 2007

Can I find the Max Intraday Drawdown in the Performance report?

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Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 19 Oct 2007

Hello ppan,

There is not Max. Intraday Drawdown in the strategy performance report.

Regards.


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