In the Optimization Report--
How is Max Intraday Drawdown calculated?
Thanks!
Optimization Report - Max Intraday Drawdown [SOLVED]
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Henry MultiСharts
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Re: Optimization Report - Max Intraday Drawdown
Hello hoimlet,
Drawdown is the max loss you could have reached if you closed the trade at the max loss.
Drawdown is the max loss you could have reached if you closed the trade at the max loss.
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Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: Optimization Report - Max Intraday Drawdown [SOLVED]
Hello hoimlet,
None of the two. Please study the description from the report window:
None of the two. Please study the description from the report window:
Max Intraday Drawdown
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Displays the greatest loss drawdown, from the previous highest equity run-up, bar to bar looking across all trades, during the specified period.
If a new bar equity run-up high occurs, the low equity value is reset to 0 so that the next maximum drawdown can be calculated from that point.
You can roughly see this value on a detailed equity curve graph by looking from the highest peaks to the lowest peaks moving forward.