Win/loss is correct, it is a question of format. The formula is wins/(wins+losses), therefore the ratio's value is from >0 to <=1, which makes its usage more practical in the software.

Just one slightly different trade outcome can lead to a completely different stagnation period, that´s pretty normal. Just imagine that one trade had just $1 less profit in the MT5 backtest compared to the EA Studio backtest and hence no new equity high was made in MT5 for another 200 days, while EA Studio made one after 70 days, hence the difference. It´s pretty normal that such slight differences can lead to such "massive" differences in the metrics, simply because of the difference of just $1 on just 1 trade. It doesn´t mean that EA Studio or MT5 is wrong.

Hello Vini,

The bug is fixed.

It was because I calculated the dates as a count of bars corrected with the period length, however, I forgot that there are no bars on the weekends
Now EA Studio calculates the count of days by subtracting the exact time of the Close deals.

Thank you for the report!