Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

walk forward summary max drawdown vs out periods

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    walk forward summary max drawdown vs out periods

    Hi, Please see attached.
    Can someone help me understand these walk forward results? How is it that the summary Max. drawdown is smaller than the net profit of some of its component test periods?
    thanks
    David
    Attached Files

    #2
    Hello trader3000a,

    The definition of that field is:

    The maximum drawdown statistic provides you with information regarding the biggest decrease (drawdown) in account size experienced from the highest high seen.

    That is the biggest decrease in account size seen. That does not need to be greater than the net profit because your net profit can increase or decrease after the biggest decrease in account size event. That value could be smaller or larger, that is just the largest decrease that was seen over the test period.

    JesseNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by Potato Cakes, Today, 05:35 AM
    0 responses
    4 views
    0 likes
    Last Post Potato Cakes  
    Started by ttodua, 06-18-2024, 12:33 PM
    4 responses
    13 views
    0 likes
    Last Post NinjaTrader_Gaby  
    Started by lepticellreviews, Today, 05:12 AM
    0 responses
    8 views
    0 likes
    Last Post lepticellreviews  
    Started by lepticellreviews, Today, 05:10 AM
    0 responses
    4 views
    0 likes
    Last Post lepticellreviews  
    Started by AcidaBurnCA, Today, 04:54 AM
    0 responses
    3 views
    0 likes
    Last Post AcidaBurnCA  
    Working...
    X