diff --git a/docs/backtesting.md b/docs/backtesting.md index 5f42a6bcd..12455b367 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -417,7 +417,7 @@ It contains key metrics about the performance of your strategy on backtesting da - `Entry/Exit Timeouts`: Entry/exit orders which did not fill (only applicable if custom pricing is used). - `Min/Max balance realized`: Lowest and Highest Wallet balance during the backtest period based on closed trades trades. - `Min/Max balance unrealized`: Lowest and Highest Wallet balance during the backtest period - including capital tied in open trades. -- `Min/Max balance dates`: Dates when the minimum and maximum balance occurred. +- `Min/Max balance dates`: Dates when the minimum and maximum unrealized balance occurred. - `Max % of account underwater`: Maximum percentage your account has decreased from the top since the simulation started. Calculated as the maximum of `(Max Balance - Current Balance) / (Max Balance)`. - `Absolute drawdown`: Maximum absolute drawdown experienced, including percentage relative to the account calculated as `(Absolute Drawdown) / (DrawdownHigh + startingBalance)`.. - `Drawdown duration`: Duration of the largest drawdown period.