Return DD ratio difference

Do not why there is so large difference in pips REt/DD

Attachments

image-0.png

(144.66 KiB)

StrategyTester01671.htm

(7.99 MiB)

Strategy 01671078 - Optimization 026843.sqx

(64.03 KiB)

History

29.11.2020 15:47

Task created

29.11.2020 18:23

hi hankeys.

yes they match each other, but why is the difference in ret/dd in QA? As you can see on my screenshot?

29.11.2020 19:06

its not happening for me in QA 4.8

12.12.2020 18:01

Status changed from New to Fixed

Attachment DrawdownValues.java added

DrawdownValues.java

(6.39 KiB)

There was a bug in computing ReturnDDRatio for Pips and %.

Please replace the file \extend\Snippets\com\strategyquant\extend\StatValues\DrawdownValues.java with the attached one.

Votes: 0