Walk-forward Max Drawdown incorrect

[shodson]

When I walk-forward test a strategy, it says the Max drawdown is $632.99, but in the details, I see a 3-week streak of losing weeks, totaling up much more than that. So how can that possibly be the max drawdown of the account during the backtest?

See the attached screenshot.

[NinjaTrader_Jesse]

Hello shodson,

Thank you for the post.

From the provided details I would not be certain, would it be possible to attach the strategy log for the run for me to review?

You can find it in the folder: Documents\NinjaTrader 8\strategyanalyzerlogs. It should be named @@@StrategyName followed by the date. There are two files, an xml and .cs file, I would need both to open this in the analyzer.

If you do not want to share the strategy publicly, please write into our platform support [at] ninjatrader.com and include a link to this post. You can also use the SampleMACrossOver for this test if it is able to reproduce the result you have seen.


I look forward to being of further assistance.