Example-code-for-custom-ScoreCard-with-multiple-metrics

I''ve managed to get a Scorecard working but I have a couple of issues i can't seem to resolve.

1) For some reason I keep getting a different value (by about $0.40) for Profit compared with the Basic ScoreCard.

Whats more perplexing is that the calculation on the benchmark is producing the same value as the Basic ScoreCard even though thesame code runs for both strategy and benchmark.

2) The Drawdown % is calculated for the Strategy column, but not for the "Long Only" column.

Code (vb.net) and Image below with 1 & 2 respectively.

Can anyone shed some light on this? It would save me some hair!

CODE:
        Public Overrides Sub Initialize(ByVal bt As Backtester)

            Dim Profit As Decimal = 0
            For Each pos As Position In bt.Positions
                If pos.Profit > 0 Then Profit += pos.Profit
            Next

            Dim OpenPositionProfit As Decimal
            For Each pos As Position In bt.OpenPositions
                If pos.Profit > 0 Then OpenPositionProfit += pos.Profit
            Next

            Dim Loss As Decimal = 0
            For Each pos As Position In bt.Positions
                If pos.Profit < 0 Then Loss += pos.Profit
            Next

            Dim LargestDrawdownPct As Decimal = 0.0
            For i = 0 To bt.DrawdownPctCurve.Count - 1
                If bt.DrawdownPctCurve.Item(i) < LargestDrawdownPct Then LargestDrawdownPct = bt.DrawdownPctCurve.Item(i)
            Next

            bt.Metrics.MyGrossProfits = CDbl(Profit + bt.DividendsPaid)
            bt.Metrics.MyProfits = CDbl(Profit + bt.DividendsPaid + Loss)
            bt.Metrics.MyOpenPositionProfits = CDbl(OpenPositionProfit)

            bt.Metrics.MyDividends = bt.DividendsPaid
            bt.Metrics.MyLosses = CDbl(Loss)
            bt.Metrics.MyNetProfitPct = bt.NetProfitPct

            Dim GrossProfitPct As Decimal = (((Profit + bt.DividendsPaid) / bt.StartingCapital) * 100)
            bt.Metrics.MyGrossProfitPct = CDbl(GrossProfitPct)

            bt.Metrics.MyDividendsAsPctCapital = CDbl((bt.DividendsPaid / bt.StartingCapital) * 100)
            bt.Metrics.MyLargestDrawdownPct = CDbl(LargestDrawdownPct)

            bt.Metrics.MyRatio = CDbl(100 - (Math.Abs(LargestDrawdownPct / bt.NetProfitPct) * 100))

        End Sub

Give this a try for drawdown:

CODE:
bt.Metrics.MyLargestDrawdownPct = bt.EquityCurve.MaxDrawDown

Thanks Eugene. That fixed the Long Only column data popultion.

CODE:
bt.metrics.MyLargestDrawdownPct = bt.EquityCurve.MaxDrawDown '$ value of drawdown.
bt.metrics.MyLargestDrawdownPct = bt.EquityCurve.MaxDrawDownPct ' % value of drawdown.

Mm, I think it's time to make my own scorecard as I'm already tired of scrolling and skipping metrics I never use).

Wait a week, there is help on the way...