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walk forward summary max drawdown vs out periods

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    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

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