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Forex Software → Expert Advisor Studio → maximum equity drawdown is 0 in portfolio
Hi Popov,
Am not an EAstudio user but noticed a bug in EA studio.
Combining strategies that exit at TP only without any exit logical indicator or reverse signal produce a portfolio with Max drawdown of Zero. The individual strategies show drawdown only in the collection. So my question is whether the Max drawdown in portfolio is the balance drawdown or equity drawdown?
> So my question is whether the Max drawdown in portfolio is the balance drawdown or equity drawdown?
Your observation is correct.
The Portfolio aggregates the closed positions by the strategies included. It does not have information for the floating profit/loss and the Equity values, respectively.
Portfolio statistics are calculated only on the closed position results.
Ok.
Thanks.
Is that the case with fsb pro?
> Is that the case with fsb pro?
Yes, it is.
It seems i am not seeing the same behaviour in fab pro.
Opened multiple strategies which exit only at take profit and the max balance drawdown in the portfolio stats was 0 while the max equity drawdown appeared to be displayed properly unlike in EA studio.
You are right.
FSB Pro shows Balance line and Equity line in the Portfolio. It also shows both balance and equity drawdown values.
On the other hand, EA Studio calculate only Balance line drawdown.
Thanks for the clarification
Forex Software → Expert Advisor Studio → maximum equity drawdown is 0 in portfolio
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