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Backtest max drawdown

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    Backtest max drawdown

    Please explain how the max drawdown is $850 for "all trades" when the "short trades" max is $1262.50. I see this type of thing often.



    Mike

    #2
    Mike,

    We will investigate and let you know.
    Josh P.NinjaTrader Customer Service

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      #3
      Thanks Josh. I thought I was misunderstanding the way it works.

      Mike

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        #4
        If you have this sequence, your short trades drawdown will be larger than your all trades drawdown:

        Short Loss -$500
        Long Gain $500
        Short Loss -$500

        Your all trades drawdown is -$500
        Your short trades drawdown is -$1000

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          #5
          Originally posted by Anagoge View Post
          If you have this sequence, your short trades drawdown will be larger than your all trades drawdown:

          Short Loss -$500
          Long Gain $500
          Short Loss -$500

          Your all trades drawdown is -$500
          Your short trades drawdown is -$1000
          Anagoge, thanks, that makes sense I guess.

          Mike

          Comment

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