Position Peak Logger - how far your trades actually travelled, in R - expert for MetaTrader 5

For every position the EA captures the initial stop distance - that distance is what "1 R" means for that trade - and then tracks how far price travelled in each direction, in R. When the position closes it writes one row to a CSV file in MQL5\Files: ticket, symbol, side, open and close time, entry price, risk distance, peak R, worst R, realised result in R, and money profit.

The reference is captured on the first sighting, before the stop is trailed, so trailing does not move the yardstick underneath the measurement.

Why it is useful: when an equity curve keeps spiking up and settling back, the question is whether the trades really reach far and give it back, or whether they simply never travel that far in the first place. Those two problems look identical on a chart and need opposite fixes. Averaging peak R against result R answers it in one number, and the on-chart panel shows the average given back per trade.

The EA never opens, modifies or closes anything. Attach it to a chart next to whatever is trading, set the magic number filter if you want to follow a single EA, and let it run. Positions without a stop loss are skipped and counted, because without a stop there is no R to measure against.

Inputs: current symbol only, magic filter, output file name, log printing, 0.5 R milestone printing, on-chart panel.

The attached chart comes from a verification run on real tick data: 556 trades were opened with a stop at 2 x ATR and a target at 3 x ATR, so by construction every winner has to measure exactly +1.50 R and every loser exactly -1.00 R. That is what the logger reported, with the remainder explained by slippage.