HI Matthew, i think the drawdownfor Parcours US Stars is wrong.
can somebody checkhow it isi calculated.
Thanks
Antonio
There is a similar post: Drop down calculation changes
We recently modified how max-drawdown stats were calculated. Here is how I described this change in a previous post (alas, removed when we upgraded our forum software):
Cost-adjusted results are now being used. Up until today, we had been calculating the max drawdown statistic based on the raw marked-to-market equity curve – that is, based on Model Account profit-and-loss trading performance without system subscription costs or commission costs included. This was mainly done for speed-of-calculation reasons, and I hadn’t really considered that these results could be significantly different, even on a percentage basis, from drawdowns calculated using cost-adjusted performance curves. So, this morning, I modified the calculations so that drawdowns are calculated from the cost-adjusted equity curve, which is as it should be. It may take a day or two for all the system stats to get updated using theses new calculations, but the software is in place and the calculations are happening now in the background. Many systems have already been updated.
Matthew
