MT4 DD v EA analyser DD

6 replies

slowbutsure

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9 years ago #112277

Hi

 

In MT4, the DD on my EA says 45% but in EA Analyser its says 10%

 

Are they calculating it differently?  Which is right?

 

Thanks

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Mark Fric

Administrator, sq-ultimate, 2 replies.

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9 years ago #124986

Hi,

 

can you send me the report you are loading into EAA?

I’ll look at why it is so different.

Mark
StrategyQuant architect

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slowbutsure

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9 years ago #124989

Hi

 

Yep, its attached.

 

Thanks.

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slowbutsure

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9 years ago #125055

Any update Mark?

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Mark Fric

Administrator, sq-ultimate, 2 replies.

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9 years ago #125082

Hello,

 

I checked your report, it is pity you didn’t attach also equity image.

 

I believe there is a bug in MT4. There is no 45% drawdown on that strategy, you can see it on the equity chart in EAA

 

The maximum drawdown in money is only around $1300.

 

I’m not sure how MT4 got to this drawdown level, it looks like from a different report.

Mark
StrategyQuant architect

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Vinisius

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9 years ago #127929

Hello.  Sorry by my english.

 

 

 

The backtest in metatrader run fine.

 

 

It´s, possibly, the maxim floating equity in negative before closing the trade/s.

 

 

Could the maxim floating equity in negative into consideration for be included in the new version 4 ?.

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Mark Fric

Administrator, sq-ultimate, 2 replies.

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9 years ago #127951

the problem with maximum open equity is that it is not reported in account history or backtest, so EA Analyzer has no way to recognize it from history of trades.

 

It can be computed only for strategies that are backtested in StrategyQuant.

Mark
StrategyQuant architect

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