Max drawdown / runup V.11

• 11/30/2020 at 12:13 PM #152209
  Batty

  Hi, continuing to work through the changes and upgrades in v.11, most of which are very positive. There’s a confusing difference however between Max Drawdown / Runup shown in Optimization Reports vs. Detailed reports. E.g. the attached screenshots were taken from a BT of the same system at the same time. The Detailed report shows Max DD and Max RU as £-33.30 and “406.20 respectively. The Optimization Report shows them as “4,531.40 and “4,461.80. The Detailed report looks correct. The starting cap for the system is set at £1,000 so the Optimization report figures are significantly higher than the available capital which doesn’t make sense to me.  Do the figures in the Optimization Report represent something different t- I cannot find any reference to it?

  

  Batty

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  12/05/2020 at 2:51 PM #152676
  Maverick

  Hello Batty

   

  In order to allow us to analyze your platform, please send us a technical report following these instructions:

  – As soon as you encounter the issue, go to the “Help” menu on the ProRealTime toolbar.
  – Please assure that the window concerned by this issue is open.
  – Click on “Technical support”
  – Choose the category (e.g. “Data” for a spike) in your case, i invite you to let open the two windows concerned.
  – Select the concerned window in the drop-down menu.
  – Giving as much detail as possible, explain the issue you are having in the text box.
  – Click “Send report”

  This will send us a report containing technical information concerning your platform, which will allow our technical team to run a diagnostic analysis of the issue you have come across.

  Thanks in advance,

  

  Maverick

  Moderator

  ProRealTime

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  12/05/2020 at 3:45 PM #152679
  Batty

  Hi Maverick,

  Many thanks for your reply. However, I really do not think this is a technical issue related to my platform or trading strategies. I am running a number of different strategies on two completely separate and unrelated accounts. The difference noted above is displayed in every instance when I optimize – irrespective of the code/strategy or which account I am using.

  What I am seeing, in all instances, is a difference between the Max Drawdown / Runup displayed in “Detailed Reports” and “Optimization Reports”. The figures given in the Detailed Reports appear to be correct. The figures given in the Optimization Reports do not. Maybe there is a reason for this?

  It would be useful to know if anyone else has noticed the same thing or, alternatively, if anyone is running optimizations where the Max Drawdown / Runup displayed in “Detailed Reports” actually matches the figure shown in the Optimization Report.

  

  Batty

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  12/09/2020 at 3:27 PM #153104
  Nicolas

  There is indeed a problem in the Max runup / max drawdown view. It is currently being analyzed, a fix will come soon.

  

  Nicolas

  Keymaster

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  12/09/2020 at 4:04 PM #153108
  Batty

  OK – thanks for letting me know Nicolas

  

  Batty

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