Support Board
Date/Time: Sun, 19 Jan 2025 15:27:50 +0000
Trade Activity Log - Possible Glitch
View Count: 559
| [2018-04-19 20:16:08] |
| knoxville1915 - Posts: 38 |
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Good afternoon, I wanted to direct your attention to a possible glitch. Whenever I run a backtest and inspect the Trade Activity Log, I see many extreme and unlikely values in the 'Runup' column for long trades, and 'Drawdown' column for short trades. For example, even when the P&L for every trade is within a +-$200 range, the average Runup or Drawdown are in the 10k - 50k range. When I inspect the chart, there is no way any of the trades could have had excursions of that magnitude. |
| [2018-04-19 20:38:02] |
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This is explained with those fields here: Trade Activity Log: Trades Fields Descriptions Also, there is going to be some work done relating to the underlying high/low values used in those calculations which should prevent any kind of problem like this. But that is not likely to get done for another 2 to 3 months. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2018-04-19 20:38:38
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