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MT5 DRAWDOWN ANALYZER

MT5 drawdown analyzer

Upload an MT5 Strategy Tester or account-history HTML report to see how deeply and how long the strategy moved below its previous capital peak. Backtest Lens keeps reported MetaTrader drawdown separate from the closed-trade curve it reconstructs.

What you get
MT4 / MT5 HTMLNo installLocal first analysis
PURPOSE-BUILT ANALYSIS

Measure more than one maximum drawdown percentage

A single maximum hides when the loss began, how long the strategy stayed underwater and whether floating exposure was worse than closed-trade Balance. Review depth, duration, recovery and the trades behind the stressed interval.

01

Balance drawdown

Rebuild peak-to-trough loss from the chronological closed-trade Balance curve and locate the maximum underwater period.

02

Reported Equity drawdown

Keep the MT5 Equity DD from the source report visible instead of presenting it as the same measurement as closed-trade drawdown.

03

Recovery and concentration

Inspect time below the previous peak, monthly behavior and risk by symbol, direction or Magic number.

REAL MT5 DRAWDOWN EXAMPLE

The same test can have different Balance and Equity risk

The public XAUUSD H1 report contains 181 trades and 21,192.70 USD net profit from a 5,000 USD initial deposit. MetaTrader reports 15.95% Balance DD and 18.87% Equity DD. That 2.92 percentage-point gap matters: closed results and floating account exposure are different measurements and should remain visible side by side.

Open the XAUUSD H1 report →
181trades
15.95%Balance DD
18.87%Equity DD
2.92 ppreported gap
01

Three drawdown views with different meanings

Backtest Lens displays reported MetaTrader Balance and Equity drawdown when they exist in the source report, then rebuilds a separate closed-trade Balance curve from dated trades. The reported figures describe the tester output; the reconstructed curve supports a transparent timeline, filters and recovery analysis. They are compared, not silently merged.

  • Reported Balance DD comes from the exported MetaTrader summary.
  • Reported Equity DD can include floating exposure inside the test.
  • Reconstructed Balance DD follows the closed trades that the analyzer can place on a timeline.
02

Depth, duration and recovery answer different questions

Maximum drawdown percentage describes the deepest relative fall, but it does not reveal how long capital remained below its previous peak. A shallower drawdown can be harder to trade if recovery takes many months. The underwater chart therefore marks the stressed interval and whether the prior peak was recovered before the report ended.

  • Compare the deepest and the longest drawdown periods.
  • Check the trough date and the recovery date separately.
  • Treat an unrecovered final drawdown as open historical evidence, not zero recovery time.
03

Find the trades behind the risk

After understanding the full report, apply symbol, direction and Magic-number filters. Backtest Lens recalculates the selected closed-trade scope, helping identify whether one EA or instrument creates most of the Balance drawdown. Keep the full-account reported Equity DD as context because an MT5 summary cannot always attribute past floating exposure to the filtered subset.

  • Start with the complete account or backtest.
  • Compare filtered Balance curves using the same dates and capital assumptions.
  • Continue with live Equity monitoring when ongoing floating risk matters.
SCOPE AND LIMITS

What this analysis does not prove

  • The analyzer does not rerun the MT5 testing engine or reconstruct missing intratrade Equity points.
  • Reported and reconstructed drawdowns can differ because they use different source data and observation timing.
  • Historical drawdown is not a guaranteed upper bound for future live risk.
HOW IT WORKS

From MetaTrader report to actionable evidence

1Export the MT5 tester or history report as HTML
2Upload it into the drawdown analyzer
3Compare Balance DD, Equity DD, duration and recovery
FAQ

Questions before you upload

What is the difference between Balance and Equity drawdown?

Balance drawdown follows completed account results. Equity drawdown can also include floating profit and loss from positions that were still open when MetaTrader measured the account.

Does the analyzer calculate recovery time?

Yes. The reconstructed closed-trade curve identifies drawdown duration and whether the previous Balance peak was recovered within the report period.

Can I analyze drawdown for one EA?

Yes, when its trades can be isolated by Magic number, symbol or direction. The selected scope is recalculated rather than only hidden in the table.

Does a low historical drawdown prove the EA is safe?

No. It describes the supplied historical test or account record and remains dependent on modeling, execution assumptions and the sampled market regimes.

BACKTEST LENS

Analyze the report before you trust the result.