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

MQL4 Indicateurs

Spécifications

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.


Répondu

1
Développeur 1
Évaluation
(3)
Projets
3
0%
Arbitrage
1
0% / 100%
En retard
0
Gratuit
2
Développeur 2
Évaluation
(210)
Projets
282
46%
Arbitrage
27
59% / 37%
En retard
36
13%
Gratuit
3
Développeur 3
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
4
Développeur 4
Évaluation
(20)
Projets
22
41%
Arbitrage
1
0% / 100%
En retard
0
Gratuit
5
Développeur 5
Évaluation
(9)
Projets
13
8%
Arbitrage
3
33% / 67%
En retard
1
8%
Travail
6
Développeur 6
Évaluation
(187)
Projets
243
20%
Arbitrage
22
50% / 18%
En retard
0
Travail
7
Développeur 7
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
8
Développeur 8
Évaluation
(6)
Projets
5
0%
Arbitrage
2
50% / 50%
En retard
2
40%
Gratuit
9
Développeur 9
Évaluation
(266)
Projets
598
35%
Arbitrage
64
20% / 58%
En retard
147
25%
Gratuit
Publié : 1 article, 22 codes
10
Développeur 10
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
11
Développeur 11
Évaluation
(52)
Projets
58
59%
Arbitrage
4
0% / 25%
En retard
1
2%
Gratuit
12
Développeur 12
Évaluation
(5)
Projets
5
60%
Arbitrage
1
0% / 0%
En retard
2
40%
Gratuit
Publié : 1 code
13
Développeur 13
Évaluation
(3)
Projets
5
20%
Arbitrage
2
50% / 0%
En retard
0
Travail
Publié : 21 codes
14
Développeur 14
Évaluation
(560)
Projets
648
33%
Arbitrage
41
41% / 46%
En retard
11
2%
Occupé
15
Développeur 15
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
16
Développeur 16
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
17
Développeur 17
Évaluation
(80)
Projets
138
51%
Arbitrage
5
80% / 0%
En retard
6
4%
Travail
18
Développeur 18
Évaluation
(7)
Projets
8
0%
Arbitrage
2
0% / 50%
En retard
1
13%
Travail
19
Développeur 19
Évaluation
(3)
Projets
3
100%
Arbitrage
0
En retard
0
Gratuit
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Informations sur le projet

Budget
50+ USD

Client

(3)
Commandes passées16
Nombre d'arbitrages0