So, i am currently working on multiple automated strategies and will launch some of them in the near future. My problem is :
How can you assess the systemic risk of 1 EA performing over multiple currencies when in your backtests you can only see what would have happened on 1 currency?
Let's say my EA trades on 10 currencies. How can i know that the total drawdown at X time will not be superior than my total profit at X time?
If in the backtests it's saying for ex: 20% drawdown and 100% profit. If you apply the consecutive loosing trades multiplied by the number of currencies you are trading, so basically adding all the drawdown and measuring if profits are still gonna be available to not let your system crash.
If you understand what i mean, please let me know on how we could calculate this more than IMPORTANT variable for any strategy.