Hi all,
This is a tools to make a quick analyze of trade history.
Instant Trade Analyze
Just attaching this on any chart,
it reads trade history in your terminal and indicates the followings.
1) Trading Period (from the first entry to the last Exit) .
2) the number of Total  Buy  Sell trades.
Performance Measures 
3) Trade Frequency per day
4) Winning Average of Total  Buy  Sell trades.
5) Total P/L
6) Avarage amount of win/loss trades
7) Profit / Loss Ratio
8) Profit Factor
9) Ronald Raygun's Success Score & BreakEven Ratio
* I'll delete if he doesn't like it.
10) Optimal f (Kelly formula)
11) Tiny lot calculation function using fractional Kelly
Optional function
1) Show only statistics of Chart Symbol.
2) Show only statistics with Specific MagicNumber
3) Show only statistics in Specific Period
*These options can be combined like 1) + 2) or 2) + 3).
About lot calculation function using fractional Kelly
1) You have to specify Stoploss in pips.
2) You have to specify MagicNumber if you are using several systems.
3) You have to attach this on the symbol chart your system is going to trade.
4) You can adjust fractional value as you like (it must be less than 1, of course)
SkipComment
This field is meant to be used for skipping transactions that is not a trade (mainly fund deposit).
If these fields are filled with some word like "Paypal dep", a transaction that include it in ordercomment will be ignored.
Development ?
There are a lot of ways to measure the performance of a trading system,
and I can't include everything in this tool. (simply impossible)
Feel free to add any measures on this and please post it here.
If you are not a coder, and know useful measures, just posting formula would be fine.
It won't be difficult for a coder to write a calculation code.
Another idea of usage :
You can place this kind of function in deinit() of EA
and automatically log out the statistics at the end of backtest, etc..
Anyway, have fun.
This is a tools to make a quick analyze of trade history.
Instant Trade Analyze
Just attaching this on any chart,
it reads trade history in your terminal and indicates the followings.
1) Trading Period (from the first entry to the last Exit) .
2) the number of Total  Buy  Sell trades.
Performance Measures 
3) Trade Frequency per day
4) Winning Average of Total  Buy  Sell trades.
5) Total P/L
6) Avarage amount of win/loss trades
7) Profit / Loss Ratio
8) Profit Factor
9) Ronald Raygun's Success Score & BreakEven Ratio
* I'll delete if he doesn't like it.
10) Optimal f (Kelly formula)
11) Tiny lot calculation function using fractional Kelly
Optional function
1) Show only statistics of Chart Symbol.
2) Show only statistics with Specific MagicNumber
3) Show only statistics in Specific Period
*These options can be combined like 1) + 2) or 2) + 3).
About lot calculation function using fractional Kelly
1) You have to specify Stoploss in pips.
2) You have to specify MagicNumber if you are using several systems.
3) You have to attach this on the symbol chart your system is going to trade.
4) You can adjust fractional value as you like (it must be less than 1, of course)
SkipComment
This field is meant to be used for skipping transactions that is not a trade (mainly fund deposit).
If these fields are filled with some word like "Paypal dep", a transaction that include it in ordercomment will be ignored.
Development ?
There are a lot of ways to measure the performance of a trading system,
and I can't include everything in this tool. (simply impossible)
Feel free to add any measures on this and please post it here.
If you are not a coder, and know useful measures, just posting formula would be fine.
It won't be difficult for a coder to write a calculation code.
Another idea of usage :
You can place this kind of function in deinit() of EA
and automatically log out the statistics at the end of backtest, etc..
Anyway, have fun.
Attached Image
Attached File
Instant Trade Analyzer EA v1.mq4
13 KB

1,732 downloads

Uploaded Feb 18, 2009 2:53am