Max drawdown in walk forward analysis

[balucang]

Hi,
when you do a WFA you end up with a report consisting of 3 tabs: Instruments, Optimizer and Walk Forward. Under Instruments you see a summary of the performance of all the walk forward tests which includes a Max Dradown value. I would expect this max drawdown to be equal to the highest value in the max drawdown column of the walk forward tab but this is not the case. Is it a bug or did I miss something.
I am considering all values in "currency".
Thanks
Giovanni

[NinjaTrader_PatrickH]

Hello Giovanni,

Thank you for your post.

I will look into this matter and respond when I have additional information.

[NinjaTrader_PatrickH]

Hello Giovanni,

Thank you for your patience.

The Max Draw Down on the Instruments tab is essentially a trade weighted average of Max Draw Down.

Please let me know if you have any questions.