[Feature Request] Native “Max Daily Drawdown” Filter for Prop Firm Challenges

I am writing to suggest a critical feature update that would significantly benefit users targeting Proprietary Trading Firms (e.g., FTMO, MFF).

The Request: Could you please add “Max Daily Drawdown” (both % and $) as a native standard metric in the Databank columns and Ranking/Filtering options?

The Problem: Currently, SQX allows us to set a Limit max loss per day inside the strategy logic (Trading Options). However, we lack a built-in way to filter strategies based on their historical daily drawdown performance in the Databank.

Using the standard “Max Drawdown” metric is insufficient for Prop Firm filtering because:

A strategy might have a low total Max Drawdown (e.g., 10%) but could have experienced a single-day loss of 6% during a volatile event.

For Prop Firm challenges, that single day would result in an immediate failure (hard breach), even if the strategy is profitable overall.

The Solution: We need to be able to scan thousands of strategies and filter out any that have EVER exceeded a specific daily loss limit (e.g., Daily Drawdown > 4.5%) during the backtest period.

Implementing this as a core metric would make StrategyQuant the ultimate tool for Prop Firm traders without requiring users to code custom snippets for basic filtering.

Thank you for your time and continuous development of SQX.

The Request: Could you please add “Max Daily Drawdown” (both % and $) as a native standard metric in the Databank columns and Ranking/Filtering options?

The Problem: Currently, SQX allows us to set a Limit max loss per day inside the strategy logic (Trading Options). However, we lack a built-in way to filter strategies based on their historical daily drawdown performance in the Databank.

Using the standard “Max Drawdown” metric is insufficient for Prop Firm filtering because:

A strategy might have a low total Max Drawdown (e.g., 10%) but could have experienced a single-day loss of 6% during a volatile event.

For Prop Firm challenges, that single day would result in an immediate failure (hard breach), even if the strategy is profitable overall.