Does anyone know of a script or a way to compute max DD% or highest DD% per one trade cycle in a MT4 backtest? The relative dd is useful however, I want to know the max dd% reached in a single trade (from the balance/equity at opening of each trade, not from equity peak to lowest) from the entire series of trades in a backtest. Any ideas?
I suppose I could code it into an EA and have it print a line with the output after each trade using a GVset and compare when the trade closes and then manually read all the outputs and compare, but I was looking for a more robust report.
I suppose I could code it into an EA and have it print a line with the output after each trade using a GVset and compare when the trade closes and then manually read all the outputs and compare, but I was looking for a more robust report.