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Open Feature request MC-518

Maximum Close to Close Drawdown in Strategy Optimization Report

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Description

There are some categories in a strategy optimization report, such as
1. Net Profit
1. Gross Profit
1. Gross Loss
1. Total Trades
1. % Profitable
1. Winning Trades
1. Losing Trades
1. Avg Trade
1. Avg Winning Trade
1. Avg Losing Trade
1. Win/Loss Ratio
1. Max Consecutive Winners
1. Max Consecutive Losers
1. Avg Bars in Winner
1. Avg Bars in Loser
1. Max Intraday Drawdown
1. Profit Factor
1. Return on Account

In them, (16) Max Intraday Drawdown has the same value with the Max Strategy Drawdown in a Strategy Performance Report.
In most cases the difference is not serious between Max Strategy Drawdown and Max Close To Close Drawdown in the Strategy Performance Report; however, it shows a large amount of gap when a chart suffers abrupt and drastic change in its value.
So it is enormously helpful for me if a new category 'Max Close To Close Drawdown' is added in Strategy Optimization Report.

Steps to reproduce this issue
  1. In Chart Window, select 'Format Objects' and run 'Optimize' to get a Strategy Optimization Report.
  2. Look into the column 'Max Intraday Drawdown' and compares it with the value of 'Max Close To Close Drawdown' in Strategy Performance Report.
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Issue basics
  • Type of issue
    Feature request
  • Category
    Performance
  • Targeted for
    Not determined
  • Status
    Under Review
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (3)
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  • Severity
    Critical
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