How to calculate historical maximum floating loss and floating profit from MT4 / MT5 trading history?

MQL4 Indicators

Specification

I need to calculate the following from existing MT4 and MT5 account trading history:

  1. Maximum floating loss
  2. Maximum floating profit

By “floating loss / floating profit,” I mean the largest unrealized loss and unrealized profit that occurred at any moment while positions were still open, not the final closed P/L.

My requirements are:

  • The calculation should be based on historical trading records
  • It should ideally reconstruct the account’s actual position status at each historical moment
  • It needs to support both MT4 and MT5
  • If there is any existing mature method, formula, implementation idea, or open-source solution, please recommend it directly
  • If historical orders alone are not enough for accurate calculation, please explain what additional data is required (for example: historical candles, tick data, position change records, etc.)

What I want to confirm most is:

  • Is it possible to accurately calculate historical maximum floating loss / maximum floating profit using only trading history?
  • If yes, what is the correct calculation method?
  • If not, what is the minimum additional data required?

Thank you.


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