How to know average drawdown per trade?

Mar 02, 2018 at 14:58
1,169 Angesehen
12 Replies
Mitglied seit Apr 19, 2015   38 Posts
Mar 02, 2018 at 14:58
Hello there.

I want to ask this question. How to know the average drawdown per trade and highest drawdown per trade?

I think this data is important to determined a good system.

Let say an account state that their highest drawdown is 10%, but that 10% only recorded if the trader close their position.

what if their trade are running 30%, and decide to hedge their position, by luck, their account recover to 10% drawdown and close the position.
Mitglied seit Mar 03, 2018   5 Posts
Mar 04, 2018 at 06:27

You are absolutely right, the data and graphics are the most important to verify the usefulness of an investment system. Did you find the answer to your question?
Mitglied seit Apr 11, 2015   38 Posts
Mar 06, 2018 at 06:31
The Maximum Adverse Excursion (MAE) can reveal the maximum loss, either as a percentage or pips, a trade had performed before the trade is closed.

MAE can be used to optimize stoploss limit setting by looking at the level (negative gaon or pips) where the losing trades are unlikely to recover.
Mitglied seit Apr 19, 2015   38 Posts
Mar 06, 2018 at 14:53
Clauderolf posted:

You are absolutely right, the data and graphics are the most important to verify the usefulness of an investment system. Did you find the answer to your question?

no, im still looking. please let me know if you found the solution.
Mitglied seit Apr 19, 2015   38 Posts
Mar 06, 2018 at 14:56
TradingtheCloud posted:
The Maximum Adverse Excursion (MAE) can reveal the maximum loss, either as a percentage or pips, a trade had performed before the trade is closed.

MAE can be used to optimize stoploss limit setting by looking at the level (negative gaon or pips) where the losing trades are unlikely to recover.

what if the account was open 3 years ago and connected with myfxbook only 1 day. can we still read it? because myfxbook absolutely cant read their previous live position recorded.
Mitglied seit Apr 11, 2015   38 Posts
Mar 07, 2018 at 06:59
Now you are askng another question. The point is that MAE is used to see how much one trade had been dragged down before it was closed to answer your original query.
Mitglied seit Apr 19, 2015   38 Posts
Mar 07, 2018 at 12:52
TradingtheCloud posted:
Now you are askng another question. The point is that MAE is used to see how much one trade had been dragged down before it was closed to answer your original query.

so are you saying this MAE only available when connected to myfxbook? and mt4 does not have this information?
Mitglied seit Apr 11, 2015   38 Posts
Mar 08, 2018 at 06:15
Arcforex posted:
TradingtheCloud posted:
Now you are askng another question. The point is that MAE is used to see how much one trade had been dragged down before it was closed to answer your original query.

so are you saying this MAE only available when connected to myfxbook? and mt4 does not have this information?

Metaquotes publishes end of day statement that has timestamp, order id, price, equity, which you can find under the history tab. From this information available on the statements, you can write a program to plot daily end-of-day metrics like equity chart, drawdown, MAE, profit factor etc even if the trader has shutdown his or her machine as these statements are generated from live servers and all regulated brokers keep such records as long as the account is active. Yes some bucket shop brokers delete old statements as it takes valuable storage space.

It is up to the good analytical program to extract these data to plot it accurately. Myfxbook does a very good job too like others out there.

When a trader keeps the account connected with myfxbook, then it is possible to collect high resolution intraday data and record any sudden spikes in data which otherwise could not be captured by end of day statement.
Mitglied seit Apr 18, 2017   718 Posts
Mar 14, 2018 at 08:37
TradingtheCloud posted:
Arcforex posted:
TradingtheCloud posted:
Now you are askng another question. The point is that MAE is used to see how much one trade had been dragged down before it was closed to answer your original query.



When a trader keeps the account connected with myfxbook, then it is possible to collect high resolution intraday data and record any sudden spikes in data which otherwise could not be captured by end of day statement.

Thanks a lot for your information’s; it’s also useful to me.
Mitglied seit Apr 19, 2015   38 Posts
Mar 19, 2018 at 07:55
TradingtheCloud posted:
Arcforex posted:
TradingtheCloud posted:
Now you are askng another question. The point is that MAE is used to see how much one trade had been dragged down before it was closed to answer your original query.

so are you saying this MAE only available when connected to myfxbook? and mt4 does not have this information?

Metaquotes publishes end of day statement that has timestamp, order id, price, equity, which you can find under the history tab. From this information available on the statements, you can write a program to plot daily end-of-day metrics like equity chart, drawdown, MAE, profit factor etc even if the trader has shutdown his or her machine as these statements are generated from live servers and all regulated brokers keep such records as long as the account is active. Yes some bucket shop brokers delete old statements as it takes valuable storage space.

It is up to the good analytical program to extract these data to plot it accurately. Myfxbook does a very good job too like others out there.

When a trader keeps the account connected with myfxbook, then it is possible to collect high resolution intraday data and record any sudden spikes in data which otherwise could not be captured by end of day statement.

hey, i think there must be some problem with myfxbook data system.

take a look at this account https://goo.gl/s5HJNu

in the account info, the drawdown stated as 3%

when we look at monthly analytic at the bottom we can see the highest negative gain for this account is -7.02%

but at the drawdown chart at the top it shows 19.47% as the highest.


i thougt the drawdown at the account info is the highest drawdown ever recorded.
please explain why it differ and show the right way to analyze a trader drawdown.

Mitglied seit Apr 11, 2015   38 Posts
Mar 20, 2018 at 07:51
Arcforex posted:
TradingtheCloud posted:
Arcforex posted:
TradingtheCloud posted:
Now you are askng another question. The point is that MAE is used to see how much one trade had been dragged down before it was closed to answer your original query.

so are you saying this MAE only available when connected to myfxbook? and mt4 does not have this information?

Metaquotes publishes end of day statement that has timestamp, order id, price, equity, which you can find under the history tab. From this information available on the statements, you can write a program to plot daily end-of-day metrics like equity chart, drawdown, MAE, profit factor etc even if the trader has shutdown his or her machine as these statements are generated from live servers and all regulated brokers keep such records as long as the account is active. Yes some bucket shop brokers delete old statements as it takes valuable storage space.

It is up to the good analytical program to extract these data to plot it accurately. Myfxbook does a very good job too like others out there.

When a trader keeps the account connected with myfxbook, then it is possible to collect high resolution intraday data and record any sudden spikes in data which otherwise could not be captured by end of day statement.

hey, i think there must be some problem with myfxbook data system.

take a look at this account https://goo.gl/s5HJNu

in the account info, the drawdown stated as 3%

when we look at monthly analytic at the bottom we can see the highest negative gain for this account is -7.02%

but at the drawdown chart at the top it shows 19.47% as the highest.


i thougt the drawdown at the account info is the highest drawdown ever recorded.
please explain why it differ and show the right way to analyze a trader drawdown.


The historical drawdown is clearly captured in myfxbook. Just click on the 'Drawdown' tab just above Gain chart and it will show the full history of the drawdown.

I agree the max drawdown value on the main summary page is not aligned. Maybe myfxbook can look into this.
Mitglied seit Mar 05, 2018   12 Posts
Mar 20, 2018 at 09:05
Can you get drawdown in pips not just in percent?
Mitglied seit Apr 19, 2015   38 Posts
Mar 20, 2018 at 14:56
SkaterOnIce posted:
Can you get drawdown in pips not just in percent?

at some point i was thinking about this.

but it will be unfair, because the lot used by the trader are not always static.

but i was limited by my imagination.

do you have any suggestion on how to determined performance by using pips?
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