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 CarlTrading, 05-11-2026, 05:56 AM
    0 responses
    53 views
    0 likes
    Last Post CarlTrading  
    Started by CarlTrading, 05-10-2026, 08:12 PM
    0 responses
    32 views
    0 likes
    Last Post CarlTrading  
    Started by Hwop38, 05-04-2026, 07:02 PM
    0 responses
    195 views
    0 likes
    Last Post Hwop38
    by Hwop38
     
    Started by CaptainJack, 04-24-2026, 11:07 PM
    0 responses
    356 views
    0 likes
    Last Post CaptainJack  
    Started by Mindset, 04-21-2026, 06:46 AM
    0 responses
    277 views
    0 likes
    Last Post Mindset
    by Mindset
     
    Working...
    X