In the
Databank column :
If you
select the In Sample "Max Intraday Drawdown", the calculus
is made on the full period only.
It looks
like you have the IS results , but in reality you have the Full period calculus
In this
example: the In Sample period is from 2017 to July 2018 included .
but the IS results will include the OOS results of August 2018 to december 2018 (as you can see on thee capture attached)
I attached a strategy, without the OOS period and with the correct results, and the same strategy with OOS with IS Max Intraday Drawdown (with incorrect results)