<![CDATA[Forex Software — Max DrawDown in Strategy Overview Wrong]]> 2010-04-14T16:57:49Z PunBB https://forexsb.com/forum/topic/1477/max-drawdown-in-strategy-overview-wrong/ <![CDATA[Max DrawDown in Strategy Overview Wrong]]> I have a strategy that when reading the "Overview" of it, shows this:

                                        Long + Short    Short              Long
Maximum drawdown        615,14 EUR      736,61 EUR    483,26 EUR
Maximum drawdown %    2,16%              4,48%            2,65%

How can it be that the Max Drawdown for "Long + Short" is lower than the drawdown for Short or Long? The Max DrawDown for "Long + Short" should have the maximum drawdown value that occured either in Short OR in Long, whereever the higher drawdown occured. So for this particular strategy it should correctly show this:

                                        Long + Short    Short              Long
Maximum drawdown        736,61 EUR      736,61 EUR    483,26 EUR
Maximum drawdown %    4,48%              4,48%            2,65%

But currently it seems to be the average of the max Drawdown of Short + Long, which makes no sense at all.

]]> https://forexsb.com/forum/user/1841/ 2010-04-14T16:57:49Z https://forexsb.com/forum/post/4746/#p4746