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drawdown backteste

mohamed · 2018-05-15T18:06:37+00:00

bonjour, je en comprend pas pourquoi mon drawdown et de 300 alors que le stop définie et de 30e

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ProOrder : Trading Automatique & Backtests
drawdown backteste

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05/15/2018 at 7:06 PM #70515 quote

mohamed
Participant

Average

bonjour,

je en comprend pas pourquoi mon drawdown et de 300 alors que le stop définie et de 30e

05/16/2018 at 10:34 AM #70603 quote

Nicolas
Keymaster

Legend

De quel backtest parle-t’on ? Quel instrument ? Quelle est la valeur du point ? Combien de contrats ? 🙂

05/23/2018 at 11:34 PM #71221 quote

erka
Participant

New

il est possible d’avoir une séquence perdante assez importante dans un trade gagnant par exemple. Cette séquence perdante peut être supérieure à la perte max sans toutefois être comptabilisée comme une perte puisque le trade est gagnant…

De la même manière, si des gains sont enregistrés au début du trade, une perte peut suivre sans pour autant déclencher le stop loss si le niveau des gains du début est suffisamment important et que le stop n’est pas suiveur.

Cela peut être une explication.
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drawdown backteste

ProOrder : Trading Automatique & Backtests

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mohamed @jeromeccc Participant

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This topic contains 2 replies,
has 3 voices, and was last updated by erka
8 years, 5 months ago.

Topic Details

Forum:	ProOrder : Trading Automatique & Backtests
Language:	French
Started:	05/15/2018
Status:	Active
Attachments:	No files

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drawdown backteste

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drawdown backteste ProOrder : Trading Automatique & Backtests

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drawdown backteste

ProOrder : Trading Automatique & Backtests