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[135.868] - different information Drawdown

Hello Team,

in the Builder, different values of "% Drawdown" are displayed in the result of a strategy under the tabs <List of Trades - 33,09%> and <Overview - 77,24>.
I sorted by "descending size".






Attachments
image-1.png
image-1.png
(16.72 KiB)
image-2.png
image-2.png
(16.65 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

HH
#1

Hans

16.09.2022 22:58

Task created

HH
#2

Hans

16.09.2022 23:43
Voted for this task.
E
#3

Emmanuel

17.09.2022 10:54
Voted for this task.
TT
#4

Tamas

19.09.2022 13:40

Status changed from New to Waiting for information

If you can please attach the problematic strategy
HH
#5

Hans

19.09.2022 22:23

Attachment Strategy 32356.sqx added

Attachment Strategy 32878.sqx added

Strategy 32878.sqx
Strategy 32878.sqx
(155.29 KiB)
Strategy 32356.sqx
Strategy 32356.sqx
(154.38 KiB)
Attached is the strategy <Strategy 3.23.56>.
But it can also be seen in other developments. I've attached a second one
TT
#6

Tamas

21.09.2022 08:14

Status changed from Waiting for information to New

g
#7

Lee Guan Chuan

30.09.2022 06:53

Status changed from New to Fixed

Attachment Drawdown.png added

Drawdown.png
Drawdown.png
(143.88 KiB)
Hi Hans,


I ran 3 backtests for a strategy 

The first backtest is from 2010.01.01 to 2010.12.31, OOS is from 2010.09.11 to 2010.12.31, and the rest is IS.

The second backtest is from 2010.01.01 to 2010.09.10. This data will be used to compare with the IS data in the first backtest.

The third backtest is from 2010.09.11 to 2010.12.31. This data will be used to compare with the OOS data in the first backtest.


I have written in the picture with IS & OOS, IS and OOS. This will allow us to differentiate which columns belong to which backtest and settings.


I hope the attached image explains its well and I have answered your question correctly.


Let us know if there is a part I don't make clear. 


Thank you.

Votes: +2

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