Backtest max drawdown

[ctrlbrk]

Please explain how the max drawdown is $850 for "all trades" when the "short trades" max is $1262.50. I see this type of thing often.



Mike

[NinjaTrader_JoshP]

Mike,

We will investigate and let you know.

[ctrlbrk]

Thanks Josh. I thought I was misunderstanding the way it works.

Mike

[Anagoge]

If you have this sequence, your short trades drawdown will be larger than your all trades drawdown:

Short Loss -$500
Long Gain $500
Short Loss -$500

Your all trades drawdown is -$500
Your short trades drawdown is -$1000

[ctrlbrk]

If you have this sequence, your short trades drawdown will be larger than your all trades drawdown:

Short Loss -$500
Long Gain $500
Short Loss -$500

Your all trades drawdown is -$500
Your short trades drawdown is -$1000

Anagoge, thanks, that makes sense I guess.

Mike