I’m trying to understand how NT calculates drawdown. Actually I know how it does from here http://www.ninjatrader.com/support/h...efinitions.htm but I have very deep misunderstanding anyway.
I have applied SMACrossOver System to AA daily chart from 01.08.11 until 20.01.12 with the default size of 1 share.
In the attached pictures you can see both Equity curve in currency and in percent. According to picture 1, the equity high was $2.1 and after that was a retracement and a low of $1.13, which gives us a percentage drawdown of -46.19% (1.13/2.1-1)*100.
But changing the calculation mode Percent gives Drawdown of -11.05% (see picture 2), which is a huge difference.
I think that such calculation of DD is incorrect and runs counter to the norms of the calculation of this coefficient.
My question is: is there a way to calculate DD in % while applying Currency calculation method? This is a very important issue for me.
May be there is a way to do it through a strategy code?
Also, is it possible to calculate some coefficients, like CAGR and others according the Initial Cash value in Simulator tab in Options?
Thank you very much.
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