Question about Backtesting results

Trading Systems Expert Advisors and Automated Trading
1

on my back testing I see two fields and I am not totally sure how to read these…the fields are:

Absolute drawdown
&
Maximal Drowdown

When I run my current back test I see the following numbers:
Absolute Drowdown = 252.25
Maximal Drowdown = 501.65

Could somebody please explain the dif. on these fields ?

thank you.

2

• Absolute Drawdown – Absolute drawdown is the difference between the initial deposit and the smallest value of balance within testing:

    AbsoluteDrawDown = InitialDeposit – MinimalBalance

• Maximal Drawdown – The highest difference between one of local upper extremums of the balance graph and the following lower extremums:

    MaximalDrawDown = Max of (Maximal Peak – next Minimal Peak)

What the Numbers in the Expert Testing Report Mean - MQL4 Articles

:slight_smile:

3

thank you sweet. appericate it.