MT4 Strategy Tester Report - page 2

[Fernando Carreiro]

yazeeds #: Yes, the MAE for each order is what I'm looking for. I just did a 1 month backtest for my EA in MT5 and the report doesn't show the MAE for each order. In the summary, it shows the Balance Drawdown and Equity Drawdown but that's for the whole duration of the backtest (1 month) and I'm assuming this is the max drawdown of the entire backtest. Is there a way in MT5 or any other tool to show the MAE/max drawdown for each order instead of a summary for the whole backtest duration?

MT5 does show the MAE and MFE for each position as a graph. Please see my post #5 for an example.

However, this thread is in the MT4 section, not the MT5 section. So which is it, MT4 or MT5?

Whether it be MQL4 or MQL5, you can easily add your own reporting to your EA to export the exact MAE and MFE statistics yourself.

For MQL4 there is an example in the CodeBase ...

Code Base

A Script to Calculate MAE and MFE

MetaQuotes, 2008.02.29 09:07

Drawdowns are calculated, too.

[yazeeds]

Fernando Carreiro #:

MT5 does show the MAE and MFE for each position as a graph. Please see my post #5 for an example.

However, this thread is in the MT4 section, not the MT5 section. So which is it, MT4 or MT5?

Whether it be MQL4 or MQL5, you can easily add your own reporting to your EA to export the exact MAE and MFE statistics yourself.

For MQL4 there is an example in the CodeBase ...

Thank you so much for the link to the example script, will look into that soon. Originally, my question was for MT4 but since you mentioned that MAE is shown in MT5 but not in MT4, I switched my backtesting to MT5.