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Max Drawdown Total Understanding

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    Max Drawdown Total Understanding

    Hello,

    For this example of combined back test on multiple instruments, why is total combined drawdown not the the total summation of drawdown for each instrument?

    Also, for the other attachment shouldn't total max drawdown be -$7440 = -$3070 + -$4370?

    Just trying to understand.

    Thanks

    #2
    Hello simple_goodoboy,

    Below is a link to the Statistics Definitions page in the help guide with the formula used for Max Draw Down.
    http://ninjatrader.com/support/helpG...efinitions.htm

    Can you walk us through the trades and process you have used to calculate this?

    (It would be easiest to use a very small number of trades)

    Also, I am not seeing an attachment with your post.
    Chelsea B.NinjaTrader Customer Service

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