Hi,
in MC 5.5 Beta 5 the Max Drawdown is still being reported wrong in the Strategy Performance Report. As you can see, it says for "All Trades" the Max Drawdown is $5XX, but for Long/Short it says $11000 / $14000 Max Drawdown. Though neither in the List of Trades nor in the Equity Curve such a Drawdown can be seen. See attached screenshots.
[Bug] MC 5.5 Beta 5, Still Wrong Max Drawdown
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- Posts: 100
- Joined: 17 Jul 2009
- Location: Germany
[Bug] MC 5.5 Beta 5, Still Wrong Max Drawdown
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- Andrew Kirillov
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We need your Excel report. Please send.
We are not sure this is a bug.
Max Drawdown for Long/Short can be higher than Max Drawdown for Total
Max Drawdown for Long -
The short trades are filtered out.
Max Drawdown for Short -
the long trades are filtered out.
Max Drawdown for Total - all trades are considered.
We are not sure this is a bug.
Max Drawdown for Long/Short can be higher than Max Drawdown for Total
Max Drawdown for Long -
The short trades are filtered out.
Max Drawdown for Short -
the long trades are filtered out.
Max Drawdown for Total - all trades are considered.
-
- Posts: 100
- Joined: 17 Jul 2009
- Location: Germany
- Andrew Kirillov
- Posts: 1589
- Joined: 28 Jul 2005
- Has thanked: 2 times
- Been thanked: 31 times
- Contact: