Trading History with maximum pullback / max low?

[bosslife]

is it possible to export it with max pullback / high low during trades? google and search here did not help :(

THANKS A LOT!

[Grzegorz Pawlak]

bosslife:

is it possible to export it with max pullback / high low during trades? google and search here did not help :(

THANKS A LOT!

Hi, do you want information like MAE / MFE? Regards Greg

[bosslife]

Greg Pawlak:

Hi, do you want information like MAE / MFE? Regards Greg

yes, but for every single trade on it's own, not equity or balance.

[Sergey Golubev]

MAE (Maximum Adverse Excursion) and MFE (Maximum Favorable Excursion)?
I found the article - 

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Mathematics in Trading: How to Estimate Trade Results 

We are often warned: "Cut the losses and let profit grow". Looking at final trade results, we cannot draw any conclusions about whether protective stops (Stop Loss) are available or whether the profit fixation is effective. We only see the position opening date, the closing date and the final result - a profit or a loss. This is like judging about a person by his or her birth and death dates. Without knowing about floating profits during every trade's life and about all positions as a total, we cannot judge about the nature of the trading system. How risky is it? How was the profit reached? Was the paper profit lost? Answers to these questions can be rather well provided by parameters MAE (Maximum Adverse Excursion) and MFE (Maximum Favorable Excursion).

Every open position (until it is closed) continuously experiences profit fluctuations. Every trade reached its maximal profit and its maximal loss during the period between its opening and closing. MFE shows the maximal price movement in a favorable direction. Respectively, MAE shows the maximal price movement in an adverse direction. It would be logical to measure both indexes in points. However, if different currency pairs were traded,we will have to express it in money terms.

Every closed trade corresponds to its result (return) and two indexes - MFE and MAE. If the trade resulted in profit of $100, MAE reaching -$1000, this does not speak for this trade's best. Availability of many trades resulted in profits, but having large negative values of MAE per trade, informs us that the system just "sits out" losing positions. Such trading is fated to failure sooner or later.

[Sergey Golubev]

And the other article - 

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Analyzing Balance/Equity graphs by symbols and EAs' ORDER_MAGIC

[Grzegorz Pawlak]

maybe this script will work for you https://www.mql5.com/en/code/7665