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Forums>StrategyQuant>Application Support>Inconsistent Drawdowns? Please Help!

  • #113767 |
    1 Posts

    EDIT: Wrong Section, Mod please delete this thread. I reposted in the correct section. Apologies.



    Hey guys,


    So I have a portfolio of one of my expert advisors, I’ve run 99% backtesting on several pairs I’m running this EA on and I just have a question regarding the drawdown because I’m getting different values and not sure exactly what they mean and why they are different.


    All my tests were run using FIXED 0.5 LOTS on all pairs.




    As you can see from this, its showing the average drawdown probably roughly around $5000-$8000, and the maximum drawdown to be $15000. This is useful because its all fixed lots so if I extrapolate these values and only trade fixed lots I know what sort of drawdown to expect.


    My issue is, why is this drawdown shown below, completely different?




    Thanks for all your help and sorry if it’s a stupid question…

    557 Posts

    It’s a known bug, the stats page and the graph page use different drawdown calculation algorithms.  The one on the stats page is the correct one I believe (in that it considers portfolios correctly).

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