Announcement

Collapse
No announcement yet.

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.

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by NullPointStrategies, 03-13-2026, 05:17 AM
    0 responses
    95 views
    0 likes
    Last Post NullPointStrategies  
    Started by argusthome, 03-08-2026, 10:06 AM
    0 responses
    153 views
    0 likes
    Last Post argusthome  
    Started by NabilKhattabi, 03-06-2026, 11:18 AM
    0 responses
    80 views
    0 likes
    Last Post NabilKhattabi  
    Started by Deep42, 03-06-2026, 12:28 AM
    0 responses
    54 views
    0 likes
    Last Post Deep42
    by Deep42
     
    Started by TheRealMorford, 03-05-2026, 06:15 PM
    0 responses
    70 views
    0 likes
    Last Post TheRealMorford  
    Working...
    X