Optimization Report - Max Intraday Drawdown  [SOLVED]

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hoimlet
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Optimization Report - Max Intraday Drawdown

Postby hoimlet » 23 May 2016

In the Optimization Report--

How is Max Intraday Drawdown calculated?

Thanks!

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Henry MultiСharts
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Re: Optimization Report - Max Intraday Drawdown

Postby Henry MultiСharts » 23 May 2016

Hello hoimlet,

Drawdown is the max loss you could have reached if you closed the trade at the max loss.

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Re: Optimization Report - Max Intraday Drawdown

Postby hoimlet » 23 May 2016

Suppose:

On Day 1 there are two trades. Trade 1 drawdown is $100. Trade 2 drawdown is $70. Will Max Intraday Drawdown in the Optimization Report be $100 or $170?

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Re: Optimization Report - Max Intraday Drawdown  [SOLVED]

Postby Henry MultiСharts » 24 May 2016

Hello hoimlet,

None of the two. Please study the description from the report window:
Max Intraday Drawdown
---------------------------------
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.


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