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                                                   Max Drawdown Statistic


2011-10-09 14:07:12


I am running a simulation over 10 year. There are about 2,000 trades during that period.

Looking at the statistics page and also the report heading, the max drawdown figure is incorrect.
The reported max draw only seems to be looking back 1 year or 200 - 300 trades.

For example, the QuantShare reported drawdown is 11%, however 6 years ago, there is a drawdown of over 20%.
The 20% is calculated by looking at the equity chart and dragging the drawdown onto it.

Is there a QuantShare restriction in the number of trades that will be looked at when calculating the max draw?
All other statistical number appear to be correct.

2011-10-09 16:44:55


There are no restrictions and I have never got an error in the calculation of the maximum drawdown.

Please send us a screenshot of the report and statistics page to

2011-10-09 17:18:52


As requested, an email with attachments has been sent to Quantshare.

Thank you for your timely reply.

2011-10-18 16:54:40


Best Answer
I've seen the same happening, but it seems to be fixed with Version 2.5.1.

Thanks for the quick fix :-)


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