Support Board
Date/Time: Fri, 17 Jan 2025 05:48:42 +0000
Post From: Draw Down reporting in bar based back test
| [2017-11-24 09:13:22] |
| onnb - Posts: 662 |
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I run a bar based backtest and am looking at the trade activity log I am looking at one of the trades that shows MaDrawDown of -2403 The trade in question is a long trade that got stopped out The report of 2403 is based on the low of the bar on which the trade got stopped out The trade got stopped out before reaching that low so the MaxDD should be smaller |
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