I want to add the "MaxTradeDrawdown" performance stat to my backtest results. I'm using the following code, but it is not displaying the needed stat in the results. Can anyone help?
SetOption("UseCustomBacktestProc", True);
SetCustomBacktestProc("");
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.Backtest();
stats = bo.GetPerformanceStats(0);
dd = stats.GetValue("MaxTradeDrawdown");
bo.AddCustomMetric( "Trade drawdown", dd );
}
........ my backtest code here .........
