Hi,
Is there a way to show the drawdown only based on drawdown between trades and ignore drawdown during trades.
The default calculates based on drawdown from max equity during open trades.
eg.
Trade 1, Winning +10% (peak +15%)
Drawdown 1%
Total Drawdown; -0%
Trade 2: Losing -2%
Drawdown -2%
Total drawdown -2%
Trade 3: Losing -2%
Drawdown -2%
Total drawdown -4%
Is there a way to show the drawdown only based on drawdown between trades and ignore drawdown during trades.
The default calculates based on drawdown from max equity during open trades.
eg.
Trade 1, Winning +10% (peak +15%)
Drawdown 1%
Total Drawdown; -0%
Trade 2: Losing -2%
Drawdown -2%
Total drawdown -2%
Trade 3: Losing -2%
Drawdown -2%
Total drawdown -4%
Rename
No but I tagged this as a FeatureRequest. I can see it working like the closed equity option in the equity curve.
In a C# script, you can calculate it using TimeSeries Backtester.ClosedEquity.
You can see CloseEquity like this (but it's not selectable in the Drawdown vis.)

It might be difficult to get that value during a multi-symbol backtest because GetCurrentIndex works in the context of a single BarHistory. But you could do it like this in BacktestComplete -
You can see CloseEquity like this (but it's not selectable in the Drawdown vis.)
It might be difficult to get that value during a multi-symbol backtest because GetCurrentIndex works in the context of a single BarHistory. But you could do it like this in BacktestComplete -
CODE:
public override void BacktestComplete() { WealthLab.PowerPack.Drawdown ddpct = WealthLab.PowerPack.Drawdown.Series(Backtester.ClosedEquity, "History", percent: true); int n = Backtester.ClosedEquity.Count - 1; double maxdd = Lowest.Value(n, ddpct, n); WriteToDebugLog($"Max Closed DD: {maxdd:N2}%"); }
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