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Carl Schreiber
Carl Schreiber 2014.04.07 10:46 


does anybody know how the MT4 calculates the maxDD as I see a difference between Drawdown $ of the Optimization and the 'Maximal Drawdown of the back-test result (both 309 $)?

My set: I select one result of an optimization process (DD = 309 $) and made a backtest so that at its end the line in OnTester() is printed.

My calculation:

double maxBalance, currPrft, iniBalance, maxDD;
// set at OnInit(){..}
void MyTester(){
        maxBalance = MathMax(maxBalance,AccountBalance());
        currPrft   = AccountBalance() - iniBalance;
        maxDD = MathMax(maxDD,maxBalance - AccountBalance());

double OnTester()  {
   //Print(idEA,"  Sharp Ratio: ",DoubleToStr( TesterStatistics(STAT_SHARPE_RATIO),5)); // not implemented :(
   Print("OnTester iniBal: ",DoubleToStr(TesterStatistics(STAT_INITIAL_DEPOSIT),3),
                "  Prof: ",DoubleToStr(currPrft,3),"  OnT-Prof: ",DoubleToStr(TesterStatistics(STAT_PROFIT),3),
                "  maxDD: ",DoubleToStr(maxDD,3),"  OnT-maxDD: ",DoubleToStr(TesterStatistics(STAT_BALANCE_DD),3),
                "  recoF: ",DoubleToStr(currPrft/maxDD,8),"  OnT-recoF: ",DoubleToStr(TesterStatistics(STAT_RECOVERY_FACTOR),3)

writes 181 $ the same amount as TesterStatistics(STAT_BALANCE_DD)?

STAT_BALANCE_DD is described as:

"Maximum balance drawdown in monetary terms.
In the process of trading, a balance may have
numerous drawdowns; here the largest value is taken"

From where are the 309 $ how is it calculated?


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