Max Draw Down

[Mirandus]

Hi Guys!

If i use the Walk Forward Optimzation, i have for example a max draw down of -$660 in the summery tab.

But the biggest losing trade is -$1.250 in the period.

Can someone explain how the max draw down parameter in the summery tab is calculated in terms of the definition http://www.ninjatrader.com/support/h...efinitions.htm?


Thanks and cheerz

Mirandus

[NinjaTrader_Jason]

Hello Mirandus,

Could it be biggest losing trade is reported under the Optimizer-tab? Can you please check the Walk forward-tab - find the trade that lost the most and it should be smaller or equal to Max. Drawdown.

Are you able to reproduce the outcome if you walk forward test the SampleMACrossOver startegy?