ProRealTime 11 Optimize report

• 11/27/2020 at 9:18 AM #151866
  Erkiman

  Hi,

  I have trouble understanding parts of the optimize report in ProRealTime 11.1
  I dont get the Max Drawdown and Max Runup figures to make any sence.

  If you look at the attached photos you can see the optimize report and detailed report of a strategy, but the figures I get for Drawdown/Runup on the optimize report doesnt match anything on the detailed report.
  Please help me understand this.

  

  Erkiman

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  11/27/2020 at 9:41 AM #151875
  GraHal

  It must be a different method for working out the two sets of figures.

  I would have named the two sets of figures slightly different to highlight the difference.

  

  GraHal

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  11/27/2020 at 10:27 AM #151884
  Erkiman

  GraHal wrote:

  It must be a different method for working out the two sets of figures. I would have named the two sets of figures slightly different to highlight the difference.

  Yes, they are completely different.
  And i can’t seem to find any correlation between Runup/Drawdown in optimize and ANY data in the detailed report.

  

  Erkiman

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  11/27/2020 at 10:36 AM #151885
  Vonasi

  I reported the same observation to Nicolas off forum a couple of days ago. Not sure if he has reported it to PRT yet.

  

  Vonasi

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  11/27/2020 at 10:37 AM #151886
  GraHal

  Erkiman wrote:

  And i can’t seem to find any correlation

  Check the equity curve and judge which set of trades go from the highest to the lowest on the equity curve, use the cross hairs on the cursor to judge equity values highest minus lowest …  does that equal (ish) the Drawdown figure in the Optimise Table?

  Opposite to above for RunUp.

  

  GraHal

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  12/09/2020 at 3:27 PM #153105
  Nicolas

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

  

  Nicolas

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  03/11/2021 at 9:18 AM #163789
  Erkiman

  Any news on this bug and if it will be resolved soon?

  

  Erkiman

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