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False Drawdown results

1 replies

1 year ago #280111

Hello, I’ve had many strategies with false Drawdown results. What is the likely problem ?

I have to sort everything visually instead of using the retester.

Here is two pictures: one of the results ($30 DD) and the curve (with $43 000 intraday DD). It happens frequently.

Is it a bug in the calculation fo the Drawdown ? Should I do something ?

Thank you for your help !

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1 year ago #281348

Drawdown only calculates closed trades drawdown. I think this is not a good way to calculate drawdown. you want to include equity loss in open trades as well.

there is open drawdown metric as well which seems to do this.

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