Scripts: Marginal Drawdown Contribution Analyzer
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Marginal Drawdown Contribution Analyzer:
A script for accounts that run several Expert Advisors or configurations. It aggregates the net result of each configuration (magic number, or magic number and symbol) per calendar day and measures how much each one contributes to the portfolio drawdown: drawdown added by leave-one-out, share of the worst drawdown, and Euler variance share. It prints verdicts, recommendations, and a heuristic A+ to F score. It runs out of the box on a built-in demonstration portfolio and is written in pure MQL5.
Author: Cristian David Castillo Arrieta