when you do a WFA you end up with a report consisting of 3 tabs: Instruments, Optimizer and Walk Forward. Under Instruments you see a summary of the performance of all the walk forward tests which includes a Max Dradown value. I would expect this max drawdown to be equal to the highest value in the max drawdown column of the walk forward tab but this is not the case. Is it a bug or did I miss something.
I am considering all values in "currency".
Thanks
Giovanni
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