Different drawdown results when running single test vs optimized test

rotemy 2024.12.06 10:22

Hey all,

I run optimized tests, selected a result that I liked and run the single test but even though the number of positions and profit was the same, the drawdown wasn't. See images. Anyone knows why it might happen?

This is how I run the single test

This is how I run the optimized test

Thanks

fxsaber 2024.12.06 14:04 #1

rotemy:

Anyone knows why it might happen?

There was a problem with calculating this parameter.

Forum on trading, automated trading systems and testing trading strategies

Is the MT5 Strategy Tester checking drawdown every tick? It seems to me it's not.

fxsaber, 2024.10.24 08:41

b4640, I confirm.

#include <MT4Orders.mqh> // https://www.mql5.com/ru/code/16006

#define Ask SymbolInfoDouble(_Symbol, SYMBOL_ASK)

double GetEquityDD()
{
  static double MaxEquity = AccountInfoDouble(ACCOUNT_EQUITY);
  static double MaxDD = 0;
  
  const double Equity = AccountInfoDouble(ACCOUNT_EQUITY);
  
  if (Equity > MaxEquity)
    MaxEquity = Equity;
  else
    MaxDD = MathMin(MaxDD, Equity - MaxEquity);
    
  return(MaxDD);
}

void OnTick()
{
  static const bool Init = !GetEquityDD() && OrderSend(_Symbol, OP_BUY, 1, Ask, 0, 0, 0);
  
  GetEquityDD();
}

double OnTester()
{
//  return(!NormalizeDouble(GetEquityDD() - TesterStatistics(STAT_EQUITY_DD), 2));
  return(GetEquityDD());
}