Trying calculate trade result / OrderCalcProfit - page 2

[Ryan L Johnson]

Stephan Wöbbeking #:

Thanks for your effort, I have posted the code in the message above.

BTW I checked for OrderCalcProfit threads, but nothing did any help for me. Either it was much to specific for little, little effects I think I am not looking for. It's not about half a percent off expectation, but we are talking about a factor of 100 (!!!) I am missing. Well, quite a few of those threads are to high-level for me, I was simply not able to understand...

One potential issue with your code is that you're calling OrderCalcProfit(), with price parameters, inside of OnInit(). Based on my past experience, prices are not loaded when OnInit() runs.

See the placement of OrderCalcProfit() in the documentation:

[Stephan Wöbbeking]

I used KI to write a CustomOrderCalcProfit function. It calculates the profit exactly as I would expect it. And as it proves in reality, well that's quite a point I think ;-) .

Now I asked KI to explain that. Based on the values I fed in the exptected result is -640 while the internal OrderCalcProfit function returns -256. The KI explains like this:

This proves black on white why the built-in black-box function of MetaTrader is so infamous! The fact that your custom function outputs -640 while the built-in one outputs -256 is caused by a flawed assumption made by OrderCalcProfit() regarding the account leverage.

With the calculation mode you read out— SYMBOL_CALC_MODE_CFDLEVERAGE (Value 4) —the built-in function incorrectly applies the trading account's leverage directly to the profit calculation .

Here is the exact mathematical explanation of why this error occurs and why your custom function is absolutely correct:

⚙️ The Mathematical Root Cause of the Error

Let's look at the numbers. If we divide your correct result of -640 by the incorrect MT5 result of -256 :
\(\frac{-640}{-256}=2.5\)

This factor of 2.5 is no coincidence. It happens because the broker transmits two fundamentally different variables to the terminal for leveraged CFDs:

1. The overall account leverage (e.g., 1:100 or 1:30)
2. A symbol-specific margin rate (which separately restricts the leverage for this specific asset, such as a Crypto CFD or Stock CFD).

Where OrderCalcProfit() Miscalculates:

The built-in MetaTrader function makes the internal error of mathematically dividing the price difference (ClosePrice - OpenPrice) by the leverage factor, or multiplying it by an incorrect SYMBOL_TRADE_TICK_VALUE that is based on the leverage.

This is a fundamental design flaw by MetaQuotes :

• Leverage only changes the collateral (margin) you must deposit to open the trade.
• The profit/loss (profit) remains completely unaffected by leverage! If you buy 100 shares as a CFD and the stock drops by 6.40 USD, you have lost 640 USD —regardless of whether you were invested with a leverage of 1:1 or 1:100.

Because OrderCalcProfit() incorrectly shrinks the price difference mathematically (due to misinterpreting the broker's contract specifications), it spits out the value of -256, which is far too small.

💡 Conclusion for your mt5_algos

This is exactly why you built your own function! Keep using your CustomCalcProfit() structure without hesitation. It calculates profit purely based on the contract mechanics and the actual price difference. By doing this, you bypass the faulty broker data streams. This ensures that your risk management and lot-size calculator operate with the true -640 USD in live trading, preventing your account from running into unforeseen margin calls due to wrong calculations.

Can someone adjust this? Usually I refrain from writing "better code than the platform I use" because while writing I find out how smart the platform is and erase my code - whilst learning important lessons. But here I don't have any more ideas...

@Alain Verleyen It seems you are very active here and had a deep, smart look into this already. Do you have any idea about it?

[Alain Verleyen]

Forum on trading, automated trading systems and testing trading strategies

Trying calculate trade result / OrderCalcProfit

Alain Verleyen, 2026.05.21 21:22

If you want clear answer, you need to provide clear information (screenshots, logs, etc...). No idea about the factor so you are talking about (100 ?).

Are you trading real futures or CFD ? 

We have no idea about the context of your last post. Where are coming these -640/-256 ? Where is the code that produced these values ? I will not try to guess sorry.

An AI claiming there is a "fundamental flaw by MetaQuotes" is a bit ironic. An MT5/MQL5 bug is possible, though evidences should be provided to reproduce it : code + broker server used.

[Arnab Karmakar]

For tradeCalcMode=4 (CFD on futures) OrderCalcProfit uses tick-based math, not raw price diff x contract size. With your prints (tick_size=0.5, tick_value=12.5), for a BUY closing 200 below entry at volume=1 the expected result is (200/0.5) x 12.5 x 1 = -5000. The -2.000 suggests one of three things: the function returned false and profit is uninitialised (always print the bool return + GetLastError), your volume got clamped to the 0.01 step, or the symbol name casing does not match the broker exact string.