Equity drawdown while profitable
Equity drawdown while profitable
09 Apr 2021, 10:06
I’m Optimizing a cBot. It does its last trade in 2018, even though I am Optimizing till 2021. I apply the parameters, then back test it for the same period to 2021. It stops in 2018. On the screen shots you will see profitable trades & higher account balance to this point. BUT it seems to think there is a massive Equity drawdown, wiping out the account, there for stops trading.
Do you know what is wrong? I’ve done many Optimizations, never seen this before.
Replies
sue.bugg
10 Apr 2021, 02:22
Thank you Panagiotis. That might explain the amazing results, there are probably multiple trades that didn't close. I had re run another Optimize and didn't record results, so can't check, but at least know what to look for if it happens again. Do you know why a trade or trades would not close if I have clear stop loss rules in the cBot? I had asked another question previously about the fixed spread in Opt & Back test v's live trade. All my cBots are On Bar (not tick). Based on response, I included the fixed spread in Opt. Could this have anything to do with it?
Thanks
Sue
@sue.bugg
PanagiotisCharalampous
12 Apr 2021, 08:34
Hi sue.bugg,
The only way to answer your questions is to share with us your cBot code as well as steps to reproduce such a behavior.
Best Regards,
Panagiotis
@PanagiotisCharalampous
PanagiotisCharalampous
09 Apr 2021, 11:50
Hi sue.bugg,
It seems that your cBot has an open position that never closes. Try using visual backtesting to understand what happens.
Best Regards,
Panagiotis
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