MT5 test imported - Something fishy about DD and RDD in an MC

The MC test DD-related stats are totally overstating. The original is always worse than the absolute 100th percentile for DD stats. 10k iterations again and again. No way! I tried with 1k iterations, 10k i, sample exact, sample resample with and without skip trades.

R Exp and AR % look fine, just DD does not seem to be calculated properly in MC runs. Original has 9.12 RDD but 50th percentile has 32.5 RDD

I tried to attach the html report but says file too large. I'll try and find an email to send it to.


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2021-12-07 1.png
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  • Votes +1
  • Project QuantAnalyzer
  • Type Bug
  • Status New
  • Priority Low

History

b
#1

bentra

08.12.2021 02:45

Task created

b
#2

bentra

08.12.2021 02:50
Actually never mind. Please delete this bug report, my sample is highly unusual, the stats are probably correct.
Cc
#3

Cyber

28.04.2022 02:29
Voted for this task.

Votes: +1

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