Blog
Trading analytics insights, broker time quirks, and platform updates.
Correlation in Forex Portfolios: The Hidden Driver of Equity Drawdown
If two of your strategies' returns correlate at +0.85, you don't have two strategies — you have one, twice the size. Here's why correlation is the mechanism that pushes equity DD on real MT4/MT5 accounts up to 8.5x higher than balance DD, and where it shows up in PortQuant's portfolio assembly.
Equity Drawdown vs Balance Drawdown: What MT4/MT5 Traders Miss
Balance drawdown only tracks closed trades. Equity drawdown includes floating P&L and reveals risk that balance curves hide. Here's how they differ and how PortQuant reconstructs equity DD from M1 candles for MT4 and MT5 accounts.
What Is Maximum Adverse Excursion in Forex Trading?
Maximum Adverse Excursion (MAE) measures the worst drawdown during an open trade. Learn to calculate MAE, optimize stop losses, and combine it with MFE for trade analysis.
Monte Carlo Simulation for Forex Risk Analysis
Standard Monte Carlo misses floating drawdowns and breaks on grid strategies. Learn how PortQuant's equity-aware simulation reveals the risk others hide.
Why Do My Trades Show on Sunday? Broker Time, DST, and the Forex Market Open
If your PortQuant calendar shows trades on Sunday, it's not a bug. Here's how broker time, the weekly forex market open, and daylight saving transitions can place gold (XAUUSD) trades on Sunday evening.