As I understand "Obs" stands for "Observations". Min drawdown for all my instances is 9.29%, that means that there shouldn't be any Obs with MaxDD < 0, although, all 1800 satisfy to the condition.
Am I doing something wrong?
Thank you
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All of the observations are negative, so they are below zero. You need something like MaxDDPct < -9.3 to see a filtering.
Exactly my question 2 years ago https://www.wealth-lab.com/Discussion/Applying-MaxDrawdownPct-Filter-9338
Sorry for my ignorance, I tried to look for Filter problems, not for MaxDrawdownPct
Thank you, Colleagues!
Thank you, Colleagues!
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