[Bug] MC 5.5 Beta 5, Still Wrong Max Drawdown

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geektrader
Posts: 100
Joined: 17 Jul 2009
Location: Germany

[Bug] MC 5.5 Beta 5, Still Wrong Max Drawdown

Postby geektrader » 17 Aug 2009

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.
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Andrew Kirillov
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Postby Andrew Kirillov » 19 Aug 2009

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.

geektrader
Posts: 100
Joined: 17 Jul 2009
Location: Germany

Postby geektrader » 19 Aug 2009

Andrew, just have a look at the Equity Curve with Drawdown, there is no Drawdown bigger than 500$.

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Andrew Kirillov
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Postby Andrew Kirillov » 20 Aug 2009

Please give me the complete Excel report. Otherwise I have no enough data to analyze.


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