Understanding Cum. Max Drawdown

[Shai Samuel]

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?

[NinjaTrader_SeanH]

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

[Shai Samuel]

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