backtest - max draw downs per trade problems

[michaelm]

don't know if anyone has noticed this before, but when reviewing trade-by-trade results via backtest, the max run ups seem correct, yet draw downs seem to take previous bar into account, thus not correct. Makes it difficult to asses true risk/reward potential.
For example, take a 10 min ES chart. Strategy - if RSI (11 period, close) crosses below 30 on close of bar, then Short market on nextbar. if RSI crosses back above 30 on close of bar, then cover market on nextbar.
Thanks.