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