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		<title><![CDATA[Forex Software — Max DrawDown in Strategy Overview Wrong]]></title>
		<link>https://forexsb.com/forum/topic/1477/max-drawdown-in-strategy-overview-wrong/</link>
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		<description><![CDATA[The most recent posts in Max DrawDown in Strategy Overview Wrong.]]></description>
		<lastBuildDate>Wed, 14 Apr 2010 16:57:49 +0000</lastBuildDate>
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			<title><![CDATA[Max DrawDown in Strategy Overview Wrong]]></title>
			<link>https://forexsb.com/forum/post/4746/#p4746</link>
			<description><![CDATA[<p>I have a strategy that when reading the &quot;Overview&quot; of it, shows this:</p><p>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; Long + Short&nbsp; &nbsp; Short&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; Long<br />Maximum drawdown&nbsp; &nbsp; &nbsp; &nbsp; 615,14 EUR&nbsp; &nbsp; &nbsp; 736,61 EUR&nbsp; &nbsp; 483,26 EUR <br />Maximum drawdown %&nbsp; &nbsp; 2,16%&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 4,48%&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 2,65% </p><p>How can it be that the Max Drawdown for &quot;Long + Short&quot; is lower than the drawdown for Short or Long? The Max DrawDown for &quot;Long + Short&quot; 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:</p><p>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; Long + Short&nbsp; &nbsp; Short&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; Long<br />Maximum drawdown&nbsp; &nbsp; &nbsp; &nbsp; <strong>736,61 EUR</strong>&nbsp; &nbsp; &nbsp; 736,61 EUR&nbsp; &nbsp; 483,26 EUR <br />Maximum drawdown %&nbsp; &nbsp; <strong>4,48%</strong>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 4,48%&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 2,65% </p><p>But currently it seems to be the average of the max Drawdown of Short + Long, which makes no sense at all.</p>]]></description>
			<author><![CDATA[null@example.com (geektrader)]]></author>
			<pubDate>Wed, 14 Apr 2010 16:57:49 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/4746/#p4746</guid>
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