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Understanding Cum. Max Drawdown

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    Understanding Cum. Max Drawdown

    Hi, I am trying to understand the logic of how Cum. Max Drawdown. I have this 6 day example below.
    • I understand the first 2 days where Cum Max Drawdown and Max Drawdown are the same.
    • I understand the 3rd day, where Cum Max Drawdown is bigger than Max Drawdown, due to negative Net Profit on the 2nd day.
    • I understand the 4th day where Cum Max Drawdown and Max Drawdown are the same.
    • I don't understand the 5th and 6th day, when day 4th finished with a large profit.
    Could you help me understand the Cum. Max Drawdown of day 5 and 6?

    Click image for larger version

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    #2
    Hello Shai Samuel,

    Thank you for writing a post.

    Below I have left you a link to our help guide for the definitions of the statistics within the trade performance window to help you with your request.

    https://ninjatrader.com/support/help...efinitions.htm
    Sean H.NinjaTrader Customer Service

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      #3
      Sean, Cum. Max Drawdown is not in this list... (Max Drawdown is)

      Comment


        #4
        Heres how I understand it. It shows successive multi-trading day drawdowns. If day 1 you lost and day 2 you lost in the same account those losses are added together in cum draw down. I didnt read it anywhere, just how it understand this value


        Day Cum net profit net profit cum max draw max draw gross profit gross loss Account 1 Account 2
        0 0 0 0 0 0 0 10000 10000
        1 -4000 -4000 5000 5000 1000 5000 5000 11000
        2 -4000 0 9000 4000 4000 4000 1000 15000
        3 2000 6000 3000 3000 9000 3000 10000 12000
        4 -4000 -6000 5000 5000 0 6000 5000 11000

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