Strategy Analyzer / Drawdown per Trade ?

[NinjaTrader_ChelseaB]

Hello spottysallrite,

I've made the assumption this is a feature request to a 'max draw down' column to the Trades display of a Trade Performance window (including the Strategy Analyzer).

Once I have a tracking ID for this request I will post in this thread for future reference.

[spottysallrite]

No, putting this on the "Trades" display of the "Strategy Analyzer" would not be of much use. What I want is for this metric to be available in the "Results", "Summary", and "Log" sections.

What I'm driving at is that the "Max drawdown" is not a sufficient metric by itself. Yes, it's important that it be minimized, but that can be achieved by not trading at all. So, I'm trying to find a way that "normalizes" the max dd, allowing one to more easily compare one strategy (or optimization results) against another. That is, the max dd typically increases as the number of trades increases. So, simply having a large max dd is not necessarily bad. Or, said different, a strategy should not be reward because it trades less, or penalizes because it trades more.

[NinjaTrader_ChelseaB]

Hello spottysallrite,

I've noted you would like the Logs grid and optimization / basket results grid to show the Max Drawdown.

The Summary already shows the Max Drawdown.

This request is being tracked with ID# SFT-5714.

Please note, we receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing, so we cannot offer an ETA or promise of fulfillment.

When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number may be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

[spottysallrite]

Well, Max drawdown is already available in the Results and Log sections, so submitting a feature request for these to be put there isn't useful.

So, you're still missing my point. Please read again my post on 12/19, 11:42.

[NinjaTrader_ChelseaB]

Hello spottysallrite,

What I want is for this metric to be available in the "Results", "Summary", and "Log" sections.

We've submitted your request. Please let me know if you have any further requests.