Hi Gainium guys and gals. Happy Easter.
I’m not sure if this should be under a new feature request or simply a better explanation/ clarification of the existing feature.
In the “Backtest → Stats → Losers” section we have a line items “Max Realized DD” and a line item “Max Equity Drawdown” with an explanations that end with “…could incur during its launch, compared to its highest equity”. What I am looking for is - “max drawdown in comparison to the equity value at the time of the deal/ calculation” - not “its highest equity”. This will give an indication of how close the bot came to initiating a margin call on our account which is especially useful when we try to implement compounding and the “highest equity” value could be huge while in actual fact the bot came very close to a margin call earlier in the backtest when the equity number was still low. Or is this in actual fact what is meant by one of these lines and my interpretation of your description is simply off? If not, can we please have another stats line there for “Max Floating Loss” which will show the maximum drawdown of all open positions combined, compared to the allocated equity for the bot at that corresponding time period so that we can gauge how close the bot came to initiating a margin call.
Many thanks.