Topic: Portfolio Stats vs Metatrader5 Backtest: how to Match?
Dear Popov,
by testing the same Portfolio on EAstudio first and then on Mt5 on EURAUD, with same Spread (20) and period (03.06_13.06) and broker, it seems many stats does not match.
I'm sure there's something wrong in my process, please what's the "bug"? I've not been able to figure it out.
Please find attached the screenshots. I also add the portfolio of strategy just in case.
Some examples (Eastudio vs MT5):
Net profit: 20021.39 vs 17.353.47
Max Drawdown: 263.39 vs 644.17
Max Consecutive Losses: 7 vs 19.
For the future: in my opinion it would be great if the Portfolio Stats also could show the max Equity Drawdown to, like Mt5 does. It will help a lot in having a more complete view on past drawdown of entire portfolio.
Thanks!