Most brokers have a limit of MaxLot=100 (Roboforex=10,000?)
and during testing we have that martin deals are opened with the volume of the broker's MaxLot
I suggest making the parameter "Max 1st deal Lot ".
According to Martin's settings, everyone will be able to calculate it for themselves.
And with a test for a long distance, there will be a fairer result.
There is no point in optimizations with reinvesting.
You can find largest DDs with the fixed start lot. It will be even easier.
MaxLot was designed not for this purpose. It just limits the max used lot (for "Risk in %" mode, for example).
There is an error in your calculations.
6 lots per 600 000 is equal to 0.05 lots per 5 000. And DD will be the same.
There is no point in optimizations with reinvesting. You'll just get confused with zeros and lose useful info.
I gave an example Where There is a Fixed lot and Lot/1000. When testing at a long distance (when Balance increases) , the difference in MaxDD is noticeable!!! The table above.... It is important for me to find out large drawdowns throughout the testing area so that I can analyze them visually later!!
"Brainstorming" - it can be useful :)
For Community readers, I will duplicate some of the thoughts from the MQL chat
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It's just when you optimize a lot of parameters in the tester: if you get a day with a drawdown, then: If the balance is 1999, the drawdown, for example, is 40%, and with a balance of 1000, it will already be 80%!
Here is the minus of the lot Lot/1000... In gradation....
%Balance or %Margin will be fairer.
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YOU WRITE: On the contrary - optimize on a fixed lot, and then stress tests.
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Look.
Testing for a long distance
Strategy without withdrawal of funds, with an increase in the lot (For example, Lot per 1000)
We start with $1000 and 0,01 Lot.
At a conditional moment
Fixlot: Balance 5.000
Lot/1000: Balance 600.000
A position is open
Fixlot: 0,01 Lot
Lot/1000: 6 lots (=600.000/1000*0,01 )
The price went to a loss of 1000 pips. Nally: The price of 100 pips at 0.01 Lot = 1$;
Loss of 1000 pips at 0.01 Lot = 10$;
Loss of 1000 pips at 6 Lot = 6.000$
Drawdown:
Fixlot: 0,2% (10/5.000)
Lot/1000: 1% (6.000/600.000)
The difference is 5 times.
There is an error in your calculations.
6 lots per 600 000 is equal to 0.05 lots per 5 000. And DD will be the same.
There is no point in optimizations with reinvesting. You'll just get confused with zeros and lose useful info.
"Brainstorming" - it can be useful :)
For Community readers, I will duplicate some of the thoughts from the MQL chat
***
It's just when you optimize a lot of parameters in the tester: if you get a day with a drawdown, then: If the balance is 1999, the drawdown, for example, is 40%, and with a balance of 1000, it will already be 80%!
Here is the minus of the lot Lot/1000... In gradation....
%Balance or %Margin will be fairer.
***
*****
YOU WRITE: On the contrary - optimize on a fixed lot, and then stress tests.
*****
Look.
Testing for a long distance
Strategy without withdrawal of funds, with an increase in the lot (For example, Lot per 1000)
We start with $1000 and 0,01 Lot.
At a conditional moment
Fixlot: Balance 5.000
Lot/1000: Balance 600.000
A position is open
Fixlot: 0,01 Lot
Lot/1000: 6 lots (=600.000/1000*0,01 )
The price went to a loss of 1000 pips. Nally: The price of 100 pips at 0.01 Lot = 1$;
Loss of 1000 pips at 0.01 Lot = 10$;
Loss of 1000 pips at 6 Lot = 6.000$
Drawdown:
Fixlot: 0,2% (10/5.000)
Lot/1000: 1% (6.000/600.000)
The difference is 5 times.
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YOU SAYS: To analyze max DD, you don't need to increase start lot.
Run test with the fixed start lot, and you'll get max DD per start lot. For exmple, with 0.1 start lot you have $2000 max DD. This means that you can start with 0.05 lot per 1000 of balance (if you want to risk 100% of your capital).
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Well, in the strategy tester, when optimizing DD as a percentage, alas...
When I have been testing for 1 year or more
* with a starting Balance of 1000, FixLot 0.05: DD 25%
* With a starting Balance of 1000, Lot/1000 0.05: DD 45% in those moments where the balance has changed significantly.
Increasing the starting balance will not lead to anything: since we just get multiples of the sum ... after all, a Lot for 1000!
And when OPTIMIZING the strategies parameters, the DD are significantly different for FixLot and Lot/1000.
[a moment of humor]
As we say: "I look in the book - I see a fig" :)
Sorry, I don't know the equivalent of the saying in English...
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YOU SAYS: What do you want to see at this exponential equity chart?
Don't be fooled with exponential charts and billion profits in the tester report.
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Are you not planning to reinvest? Will you open 0.01 lot with a balance of $100,000? (Joke)
If I use the Lot/1000 setup, I assume a reinvestment strategy. Most of the profit goes further into the auction...
And what is so bad about the exponential graph At Lot/1000 (Maxlot per 1000) settings?
At any given time, it is simply proportional to our settings. A bigger balance means a bigger lot.
It simply displays the movement of funds according to the settings in EA.
Withdrawal - will help reduce the amount...
But make adjustments so that the withdrawal is made without orders placed!
:)
And if it turns out that the backtest starts with 0.05 Lot and by the end the lot are already 10,000???
There is a MaxLot in the setup, but it also applies to Martin lots, which is inconvenient when testing a strategy with Martin
I want to test immediately for 2 years for drawdown...
Why do you need backtests with 10 000 lots trades?!?
What do you want to see at this exponential equity chart?
To analyze max DD, you don't need to increase start lot.
Run test with the fixed start lot, and you'll get max DD per start lot. For exmple, with 0.1 start lot you have $2000 max DD. This means that you can start with 0.05 lot per 1000 of balance (if you want to risk 100% of your capital).
Don't be fooled with exponential charts and billion profits in the tester report.
I set Withdrawal 100% profit
2022.05.11 10:42:57.698 Core 1 2020.04.01 00:05:00 TesterWithdrawal: previous balance = $1 000.00, current profit = $+37 586.73! Next withdrawal is scheduled for 2020.07.01
2022.05.11 10:42:57.698 Core 1 2020.04.01 00:05:00 not enough money for 37 586.73 withdrawal (free margin: 22 589.83)
2022.05.11 10:42:57.698 Core 1 2020.04.01 00:05:00 TesterWithdrawal: withdrawal failed with error #10019!
It is necessary to make a Withdrawal in the absence of orders / positions
Yes, this could be a solution to the problem.
With monthly Withdrawal, the chart looks "terrible" - it is hard to see in which month the problems with drawdown / stoploss are...
Quarterly withdrawals can be used
And a little revision is needed.
Now the CP Expert Advisor does not check whether there are open orders/positions during Withdrawal..
Can you guy change max lot for any deal to max lot for first deal. Because if apply max lot for any deal will work wrong with martingale.
Example: