Drawdown is understood by the vast majority of the finance community to be Cumulative Maximum Drawdown. (see: https://www.investopedia.com/terms/d/drawdown.asp ) This metric does in fact appear on the strategy analyzer analysis table as "Cum. max. drawdown," however, it does not seem to be accessible within a custom Optimization Fitness function -or anywhere else for that matter. Considering that Max Cumulative Drawdown (Drawdown) is one of the Most important metrics in quantitative finance (if not THE most important), I think it is more than reasonable to expect accurate and useful drawdown features and metrics. Frankly, I love the NT8 platform but the lack of support for true drawdown is probably your single greatest problem.
Thanks in advance for your consideration.
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