Hi Alexey,
Thanks for your reply. Rather than comparing all active positions to assess the total drawdown - which I appreciate you pointing out - I was looking at the C2 chart of your strategy. As I scroll across the C2 chart it indicates an account equity of ~$70,704 on 4/29 and ~$53,206 on 5/14, a drawdown of ~($17,498). Yet, according to the system statistics above the chart, C2 reports a max drawdown during that same period of ($25,867), or 36.3% of account equity.
What is your understanding of the differences in these reported statistics, and what is your summary of intra-trade and closed trade drawdowns?
Thanks…
