How exactly is Max. Drawdown calculated in the strategy analyzer? I understand that "The maximum drawdown statistic provides you with information regarding the biggest decrease (drawdown) in account size experienced by your strategy. Drawdown is often used as an indicator of risk."
My question is how does NT actually calculate this considering I have not chosen an account size and when I track it with my own variables I get a different result (which is obvious since my own variables take into account a starting balance)? Does NT calculate Max DD using a default starting account size or does it normalize it in some way? Thanks for the help!
Comment