Can Matthew or someone else explains to me how C2 is calculating the Max Drawdown of a system. I feel the figure shown on the System summary was not accurate, but I might be wrong. For example, the system called “Spy 2x”, the Max DD shown on system summary as 9.68%. However, if you checked the equity chart of this system, the high was reached on 10/23 at $33,517. At this moment, the equity is down to $29,635, a $3882 drrop, or 11.6%. Shouldn’t the MaxDD be 11.6% ?
Thanks.
Hi Chris: The Max DD stat is calculated from the raw Model Account Equity curve. The raw Model Account Equity curve excludes fees and commissions. On the new-style system page, the equity curve you see on the blue chart is corrected to include system subscription fees and the broker-commission data. So there is small difference between the data.
