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Open Feature request MC-2203

Performance report do not have detailed reports for long and short drawdown ONLY combined drawdown

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Description

The performance report summary shows long short and all trades max drawdown. You can view the all trades drawdown with the 'equity curve detailed with drawdown'. However, you cannot see the max long or short drawdowns individually. This means if you have an all trades drawdown of 26% but a short trades drawdown of 90% you can find the date of that intraday drawdown by viewing the 'equity curve detailed with drawdown' but you can only see the all trades peak and not either the long or the short trades peaks (so you wont see the 90% anywhere!!)

Also, there is no way to determine the date and time of the largest intraday drawdown long and largest intraday drawdown short. When developing strategies being able to find out where the drawdowns occur intraday is vital.

Please create a report like the 'equity curve detailed with drawdown' and have it show either long or short trade drawdown as another subgraph or you could perhaps create a 'equity curve detailed with drawdown long' and a 'equity curve detailed with drawdown short' .

Alex has confirmed this limitation over chat and confirmed there is no way to determine the exact date and time of the largest intraday drawdown.

I trust you can see I am not suggesting this because I like typing and got bored but because its needed.

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