minx
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I'm stumbled into a bit of an usual problem in CQG Backtester. Basically after inputting a strategy and going thru the resulting output I've found that the MAX CLOSED DRAWDOWN doesnt seem to match up to the equity curve just thru 'eyeballing' it or even when looking thru the trade printout I can see that the actual MAX CLOSED DD can be between 10% and 100% larger. Any thoughts on why this seemingly simple calculation is crazily wrong?
