Question about BT results

[gspiker]

Hi,

I have wondered about this (and similar things) wrt the Strategy Analyzer. On the Strategy Analysis page how can I get results that say that the "all trades" drawdown is less than the drawdown for "long trades"? Do the results listed for "long trades" assume that you are never taking a short position (this is the only way I can see this working...)

Anyone know for sure?

Garth

[eSignal_JasonK]

Hello Garth,

I'm not certain what the math behind the scenes is for these fields. But here's an idea for you that should help figure this out. I've been meaning to do this myself, but haven't gotten around to it yet, so I thought I'd pass this along for you to try if you like. Anyway, I was thinking we could create a basic strategy that has a variable to restrict the number of trades. Set it allow only 1 entry for starters and look at the results for these fields. Then increase the limit to 2, run it again and so on. It should become apparent what the logic is after a few runs. Let me know if helps.