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Forums>StrategyQuant>Application Support>Money management calculated drawdown?

  • #259399 |
    Participant
    1 Posts

    Hello everyone!

    I recently purchased a Quant Analyzer license, and I’m facing issues when searching for a drawdown accurate value, when I load in the MT4 reports file and make them a portfolio it says a very low drawdown, around 3% and as far as I understand, it assumes every strategy is running on an independent account and therefore it’s  not being compounded, however, when I run a money management simulation it appears that it does compound the results because the drawdown value goes to a more realistic 8%ish drawdown, still, I’m not sure if the Money Management tool has an issue or something because no matter if I change the initial deposit I always get the exact same equity curve, where less capital should result in less final net profit and viceversa.

    I’m not sure if the values shown there are correct or not. I leaved the settings on Original MM which I assume and hope will calculate the drawdown and position sizing proportionally to the backtest to where if at some point a trade has a SL of 1% it will keep it at that sizing no matter how large the account is at that point… I can’t use any custom MM because each strategy has a different money management method, and at this point I don’t know what to expect as obviously back-testing the specific DD period on MT4 and adding up the results of each pair will give a pessimistic result as it will not account for the capital being decreased for position sizing, but I can’t trust Quant Analyzer neither because of the money management module issue as if I change the initial deposit it always says the same end result which makes no sense.

    Hope someone is able to point me to what’s happening :)

    Regards,

    Fernando.

    #259473
    tomas262
    Administrator
    1823 Posts

    Hello,

    it would be best if you provide the report (strategies) you try to analyze as a portfolio with some screenshots. You can send to our support email support@strategyquant.com

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