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Walk-forward Max Drawdown incorrect
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Walk-forward Max Drawdown incorrect
When I walk-forward test a strategy, it says the Max drawdown is $632.99, but in the details, I see a 3-week streak of losing weeks, totaling up much more than that. So how can that possibly be the max drawdown of the account during the backtest?
See the attached screenshot.1 PhotoTags: None
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Hello shodson,
Thank you for the post.
From the provided details I would not be certain, would it be possible to attach the strategy log for the run for me to review?
You can find it in the folder: Documents\NinjaTrader 8\strategyanalyzerlogs. It should be named @@@StrategyName followed by the date. There are two files, an xml and .cs file, I would need both to open this in the analyzer.
If you do not want to share the strategy publicly, please write into our platform support [at] ninjatrader.com and include a link to this post. You can also use the SampleMACrossOver for this test if it is able to reproduce the result you have seen.
I look forward to being of further assistance.JesseNinjaTrader Customer Service
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