Mismatching data in importing MT5 backtest report in Quant Analyzer

When I import an MT5 backtest report in QA it shows different values of profit, maximum drawdown and maximum drawdown percent, because in Quant Analyzer are shown data that refers to the balance, not to the equity, that are the values that really matters.

I expect to see the same values ( or very similar) for equity in both MT5 and Quant Analyzer.


The equity maximum  drawdown is also important to evaluate a portfolio equity maximum drawdown, when combining more MT5 strategies.

Following I send also the report that gives these results.


The account is a swissquote mt5 account in EUR with leverage 1:400.

Many thanks.


Attachments
ReportTester-5200852.zip
(663.03 KiB)
QA summary.png
(35.59 KiB)
MT5 report summary.png
(31.35 KiB)
  • Votes +1
  • Project QuantAnalyzer
  • Type Bug
  • Status Refused
  • Priority Low

History

p
#1

ANTONIO

09.05.2022 10:59

Task created

b
#2

bentra

10.05.2022 14:47

Attachment Screenshot_37.png added

Screenshot_37.png
(107.67 KiB)
need to import m1 data to calculate that.
PP
#3

Paulo

16.06.2022 15:30
Voted for this task.
TT
#4

Tamas

28.06.2022 08:29

Status changed from New to Refused

Attachment image-0.png added

image-0.png
(410.10 KiB)
The number of trades / total PL match exactly with MT5 report. 


As bentra said, for calculating MAE/MFE you can use Open balances tab.


Votes: +1

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