When performing EA optimisation under MQL5, one of the comparative outputs is "Draw down %".
However, when a full report/backtest is run on that single string of inputs, the value that is used in the optimization output is actually the "Equity Drawdown maximal, as a percentage".
I do not find this particularly helpful.
I feel that Equity drawdown relative/Balance DD relative and Balance Drawdown maximal are a lot more important.
Does anyone know how I can extract those parameters in the optimisation process instead? Or be able to compute the parameters I need via regression analysis perhaps?
You can create custom performance ratios and optimize according to them.
See OnTester() function.