Discussing the article: "Beyond Maximum Drawdown: Building a Drawdown DNA Analyzer in MQL5"

 

Check out the new article: Beyond Maximum Drawdown: Building a Drawdown DNA Analyzer in MQL5.

Maximum drawdown is one number that hides what really matters: how often an equity curve declines, how long it stays below a previous peak, and how quickly it recovers. This article builds a native MQL5 tool that reconstructs the underwater curve, breaks it into individual drawdown episodes (depth, duration, recovery time), computes the Ulcer Index, Pain Index, and Recovery Factor, and combines them into a single resilience grade with practical recommendations. No external libraries, no Python, no AI.

Author: Cristian David Castillo Arrieta