When I studied the strategy Tester report values , and reproduced the Max Drawdown example, I found that the max drawdown calculation in the official example was different from the result I reproduced.
My code is as follows (symbol is UBER 1W)
strategy("test01")
If bar_index == 39
strategy.entry("My Long Entry Id", strategy.long, 369)
if bar_index == 44
strategy.entry("My Short Entry Id", strategy.short, 619)
If bar_index == 54
strategy.entry("My Long Entry Id", strategy.long, 358)
if bar_index == 116
strategy.entry("My Short Entry Id", strategy.short, 294)
The test report is test report
it（20070.72） was different with office example（17357.08 ）
and i dont know how it(20070.72) calculated
Does tradingview adjust the max-drawdown algorithm?
