- Optimization Understanding
- Drawdown
- Drawdown - Balance or Equity?
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Fernando Carreiro, 2023.01.06 01:03
The drawdown value presented is based on equity, not balance — Results - Strategy Testing - Auto Trading - MetaTrader 4 Help
Relative drawdown – the maximal loss in percents of the maximum equity value and its corresponding money value;
Do you know if there is any way to see a graph of the equity that actually shows the drawdowns shown? I found the largest equity drawdown with some math, but I would love to be able to see how many large drawdown incidents occur, was it one time drawing down that much and every other drawdown was only 10% or was there 100+ drawdown events just barely under the max. If that makes sense. Definitely affects things. Thank you. I know there might not be, but just curious. Since the equity line on the graph of the results does not show the drawdown that occurs while trades are still open, only closed or placed. Thank you.
MT4 Strategy Tester graphs are not time based but based on the close order sequence, so it is not always possible to chart the equity curve on it.
You will have to output your equity curve. If my memory serves correctly, there should be some code examples in the CodeBase to do just that. You will have to do a search as I don't remember the links or names of the publications.
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