drawdown equity calculation behaviour

Created at 10 Dec 2020, 13:49
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notzen's avatar

notzen

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Joined 30.01.2017

drawdown equity calculation behaviour
10 Dec 2020, 13:49

Hi,

I recently test some bot and I notice that the drawdown calculation takes in account not just the negative equities but also the positive , would be nice to have a switch to calculate only the negative equities to better calculate risks based on the current balance. In the image below the risk should be calculated to the negative extent (red line) but ctrader takes in account all (blu line)

 

@notzen
Replies

PanagiotisCharalampous
10 Dec 2020, 14:41

Hi notzen,

This is the definition of equity drawdown. Equity drawdown is calculated by measuring the difference between an equity peak and an equity low. The balance in this case is irrelevant. We cannot calculate it differently.

Best Regards,

Panagiotis 

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@PanagiotisCharalampous

notzen
10 Dec 2020, 15:05

RE:

Hi,

thank you for clarify that, is there any other possibility to calculate just the negative part of the equity ?

 

 

@notzen

PanagiotisCharalampous
10 Dec 2020, 15:27

Hi notzen,

This is not a standard statistic but you can do this calculation yourself and print the results in the log.

Best Regards,

Panagiotis 

Join us on Telegram 

@PanagiotisCharalampous
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