Be careful : Error in % Max Drawdown !
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Hu Guys,
I have some doubts since some weeks, but I confirm there is an error on PRT to calculate % Max drawndown (Who is very important as we try not to have more than 20 %)
The problem is always at the beginning of the backtests
On my picture as you see, we have a Maxdrawdown of +/- 4000 USD
At this time, the Max Gain is +/- 11616 USD
% Max drawdown is 100*4000/11616=34 % (Not good at all = Bankrupt possible at the beginning)
But when you go on detailed results we have 21.75 % !! (Who could be acceptable)
So be careful if you use % Max drawdown who is for me better than Max Drawdown
Have a nice day Guys
It seems there is another errors on the road, as you see on this picture
% Max drawdown of -18,71 % but -16,27 % on detailed results
Be careful Guys
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Summary
This topic contains 7 replies,
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5 years, 8 months ago.
Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 06/26/2020 |
| Status: | Active |
| Attachments: | 4 files |
