In-depth Analysis Tool for Automated and Manual Trading

Product has no Name yet

I am opening this thread to gain some insight into wether there is any interest in an in-depth Analysis Tool for automated and manual trading.

Please watch the video and give me your opinions.

Here is the video:

Inserted Video

An Overview of existing Features:

MT5 Import

• Import HTML reports from the MT5 Strategy Tester (Report tab → Save As HTML)
• Import csv reports from the MT5 Strategy Tester (Graph tab → Save As csv)
• Supports single tests and optimization passes
• Automatic KPI extraction: Net Profit, Profit Factor, SQN, Max DD, Win Rate, CAGR, Recovery Factor, and much more

Backtest Management

• Tags, favorites, and comments per backtest
• Full-text search + filtering by EA, symbol, timeframe, period, and KPI ranges
• Trash with restore functionality
• SET file and INI file export directly from the tool

EA Management

• Centralized EA library
• Variable translation: rename cryptic internal parameter names (e.g. inp_lot_sz_01) to human-readable labels — shown across the entire app
• SET file export: generate ready-to-use SET files from any backtest or optimizer pass
• Config comparison: compare two EA configurations (SET files) side by side — highlights what changed between runs

Portfolio

• Group backtests into workspaces
• Multiple workspaces in parallel, fast switching
• Last active workspace is remembered persistently

1. Equity Graph Import & Real Margin Analysis

Import the MT5 Tester Graph export (.csv) for a full picture beyond the HTML report:
• Sharpe Ratio (exact, calculated from real equity curve)
• Real Equity Drawdown (not just balance DD)
• Deposit Load (max + average margin utilization in %)
• Time in Market (what % of time a position was open)

You cant find this in in any other free MT5 analysis tools. Comparable features cost €50–200/month in commercial tools.

2. Portfolio Builder (Portfolio Construction)

Build portfolios visually by combining individual backtests into a workspace:
• Live preview of combined KPIs as you add/remove backtests
• Detect margin conflicts — flags when multiple EAs simultaneously consume too much margin
• Automatic suggestions for improving the Portfolio

3. Portfolio Analysis
Analyze any portfolio as a combined portfolio:

• Combined Sharpe Ratio across all backtests
• Real Portfolio Drawdown (true combined DD, not the sum of individual DDs)
• Portfolio Equity Curve with individual backtest lines overlaid
• Portfolio vs. Portfolio Comparison: compare two workspaces head-to-head — equity curves, KPIs, margin load, drawdown side by side

4. Advanced Drawdown Analysis

• Drawdown Fan: visualize how drawdowns evolve over time across multiple runs or passes
• Drawdown Distribution: histogram of drawdown depth and duration — configurable buckets and time resolution
• Quickly identify if your worst drawdowns cluster in specific market regimes

5. What-If Analysis

Simulate how changes in parameters affect outcome without re-running the backtest:
• Adjust lot size, risk %, starting balance
• Instant recalculation of Net Profit, DD, Sharpe, Deposit Load
• Ideal for position sizing and PropFirm challenge preparation

6. Monte Carlo Simulation

• Run thousands of randomized trade-sequence shuffles on any backtest
• See probability distributions for Net Profit, Max DD, Recovery Factor
• Confidence intervals: what's the worst-case DD with 95% probability?
• Exposes fragility that deterministic backtests hide

7. Benchmark: Beat the Market?

Compare your backtest against the top 5 benchmark assets:
• S&P 500, NASDAQ, Gold, BTC, EUR/USD (configurable)
• Side-by-side: CAGR, Sharpe, Max DD, Profit Factor
• Instantly see if your EA actually outperforms buy-and-hold

8. Optimizer Integration

• Import optimization runs (XML) directly
• Link individual passes to imported backtests
• Heatmaps, parameter visualization, pass filtering
• Automatically detects which optimizer pass matches an imported report

9. PropFirm Challenge Analysis

• Dedicated tab for PropFirm rule sets
• Max Daily DD and Max Total DD tracking
• Calculates whether a backtest would have passed a given challenge
• Risk distribution per Asset
• MC, Historical Simulation, Asset Correlation & Stress Test etc.

10. Privacy Mode

• One-click blur for all sensitive numbers
• Perfect for screenshots, streams, or sharing screens

UX & Configuration

• Saved filter presets — store and recall complex filter combinations
• Name templates — define how imported backtests are automatically named (tokens: EA name, symbol, timeframe, period, filename, custom labels)
• Configurable columns — show/hide and resize table columns
• Persistent UI state — filters, sidebar, active workspace all remembered across sessions

Hey Knodlz,

WOW!! If this Analysis Tool is not yet complete, then this will be an absolute monster, and I already look forward to using it myself.
A massive CONGRATULATIONS for your efforts with this, it's truly a beautifully comprehensive beast of a tool, so far from what I have just seen in the video.

I have seen similar tools that can do ok and about 70-80% of what yours can do, but the prices are way too high, so if there's a lot more to come in the future from your tool, then it will play an awesome role in the arsenal of traders at all levels.

Keep us closely posted on the progress of this beautiful beast. I can't wait for more.

Thanks for sharing!

Thank you for the kind words!
My role in the project has been very limited so far, the real thanks goes to the Dev Czernio!
I will keep this thread updated on any changes