I noticed that the drawdown filter does not always work, and strategies start to evolve based on the APR, which in this case have an impermissible drawdown, and filtered out those that are within the drawdown treshold. Changed to very strict criteria for the screenshot
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What exactly is not working in that image?
All drawdowns are negative values, so they'll always be <= 0 (or +5).
For example, if you want to filter "bad" DDs, you could look for Max Drawdowns that are >= -30 (for example).
All drawdowns are negative values, so they'll always be <= 0 (or +5).
For example, if you want to filter "bad" DDs, you could look for Max Drawdowns that are >= -30 (for example).
Sorry, that's my fault then. For some reason I thought it was in absolute values in filter criteria. It turns out all the time used incorrectly
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