Hi Maverick,
Many thanks for your reply. However, I really do not think this is a technical issue related to my platform or trading strategies. I am running a number of different strategies on two completely separate and unrelated accounts. The difference noted above is displayed in every instance when I optimize – irrespective of the code/strategy or which account I am using.
What I am seeing, in all instances, is a difference between the Max Drawdown / Runup displayed in “Detailed Reports” and “Optimization Reports”. The figures given in the Detailed Reports appear to be correct. The figures given in the Optimization Reports do not. Maybe there is a reason for this?
It would be useful to know if anyone else has noticed the same thing or, alternatively, if anyone is running optimizations where the Max Drawdown / Runup displayed in “Detailed Reports” actually matches the figure shown in the Optimization Report.