MetaTrader 5 knows positions, not groups. Each strategy respects its own limit and ignores the others: five of them with a US$ 200 daily stop can lose US$ 1,000 on the same day, and not one will have done anything wrong.
In Centurion you group the ones that trade together into a
portfolio, and risk is measured over their sum. The executor closes, tightens or blocks the whole group, not one strategy at a time.
The strategies in a portfolio usually live in the same MetaTrader, and that is what we recommend. But if you split by broker and keep more than one terminal open on the same machine, the portfolio follows: the limit still applies to the group, not to each terminal.