Strategy Testing EA, Maximal Drawdown Question

 
Hi, So when I run a simulation run the repot shows an absolute drawdown or 47.62%.  But when I look at the graph and download the full report, the running balance has a drawdown of only 7%.  I downloaded the full report and set up an excel spreadsheet to calculate the running max of the balance and calculated the max drawdown, and it only came out to 7%.  Just wondering where the 47.62% comes from?
 
I'm just trying to see if I can figure out where/when that max drawdown occurred to see if there was any large announcements or anything that affected it.  But I can't see the drawdown anywhere in the balance history.
 

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Fernando Carreiro, 2023.01.06 01:03

The drawdown value presented is based on equity, not balance — Results - Strategy Testing - Auto Trading - MetaTrader 4 Help

  • Relative drawdown – the maximal loss in percents of the maximum equity value and its corresponding money value;

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    Fernando Carreiro #:

    Already answered ...


    Thanks Again, I did finally figure it out.  Calculated where that drawdown should have happened, found the series of trades that would have been responsible for it, put it on visual replay over that time frame, noted how far the market went against the trades before turning it into a profit, and low and behold, the drawdown was found.  I just wish that there was an equity tracker, at least a way to say, Maximal drawdown happened on this date and this time.  So that we can go back and look at it.  Thanks again for your patience.  I understand it was based on equity, it just doesn't show the equity dip on the graph either since it just shows things at static points of open and closed trades, not the drama between while it is open.  Figured it out though.  Thank you.
     

    Do you know if there is any way to see a graph of the equity that actually shows the drawdowns shown?  I found the largest equity drawdown with some math, but I would love to be able to see how many large drawdown incidents occur, was it one time drawing down that much and every other drawdown was only 10% or was there 100+ drawdown events just barely under the max.  If that makes sense.  Definitely affects things.  Thank you.  I know there might not be, but just curious.  Since the equity line on the graph of the results does not show the drawdown that occurs while trades are still open, only closed or placed.  Thank you.

     
    benjamer12 #:Do you know if there is any way to see a graph of the equity that actually shows the drawdowns shown?  I found the largest equity drawdown with some math, but I would love to be able to see how many large drawdown incidents occur, was it one time drawing down that much and every other drawdown was only 10% or was there 100+ drawdown events just barely under the max.  If that makes sense.  Definitely affects things.  Thank you.  I know there might not be, but just curious.  Since the equity line on the graph of the results does not show the drawdown that occurs while trades are still open, only closed or placed.  Thank you.

    MT4 Strategy Tester graphs are not time based but based on the close order sequence, so it is not always possible to chart the equity curve on it.

    You will have to output your equity curve. If my memory serves correctly, there should be some code examples in the CodeBase to do just that. You will have to do a search as I don't remember the links or names of the publications.

    Reason: