Max Drawdown Calculation Discrepancy. + Please add CALMAR ratio

[Pranav Pareek-1749295330893]

Dear Team,

I am an avid Momentify user. I have been testing my strategies on the platform and noted that there is probably some issue in calculation of Max Drawdown. Please refer the three screenshots below:

As per the screenshots the max drawdown is 20.26%. This is on a capital of 10 lacs. However, if I calculate manually - the recent peak is 1047779 and recent trough is 556906 (as provided in screenshot). Since this is an equity curve for profits. I add up the same in initial portfolio value to arrive at peak portfolio value of 2047779 (1000000+1047779), and trough portfolio value of 1556906 (1000000 + 556906). So the drawdown would be 2047779 - 1556906 = 490873. This on a base of 2047779 is 24.0% vs the Max drawdown of 20.26%. Please correct me if I am wrong anywhere.

Also, it would be beneficial to add CALMAR Ratio in testing our strategies.

Many thanks for the valuable platform.

Regards,
Pranav

[Pranav Pareek-1749295330893]

Requesting the team to look into this.

[prashant.shah26@gmail.com]

Equity curve is shown as per the total P&L (Realised plus unrealised).
Drawdown is calculated only on realised P&L.