Backtest: numbers - curve discrepancy

 

Hello,

in my backtest result is see a relative drawdown maximal of 24.24 %.

The backest is over 259 trades.


The problem: I can't reproduce this value visually in the equity, balance curve.


Find attached 3 files zipped : The backtest results in numbers. An image of balance curve and a screenshot image of balance and equity curve which is shown

in the graph page when backtest completed.


On which information i can rely ?


Thank you for help

Files:
 
chinaski:

Hello,

in my backtest result is see a relative drawdown maximal of 24.24 %.

The backest is over 259 trades.


The problem: I can't reproduce this value visually in the equity, balance curve.

I don't know how you evaluated the drawdown to ~1000 on your equity chart. You should look better, it's more than 1,500 visually (1 grid square is 1,048).

So a value of 1,667 as in your report seems perfectly coherent.

 
Alain Verleyen:

I don't know how you evaluated the drawdown to ~1000 on your equity chart. You should look better, it's more than 1,500 visually (1 grid square is 1,048).

So a value of 1,667 as in your report seems perfectly coheren

Tooltip. But as you mention the grid now. Makes sense.