Pulling Data from MT4 History?

Hey all...I'm testing out a friends EA. Pretty much a scalping EA, and it's closing most of the trades in profit. However, the winning trades are small and the losers are running to 100 pip SL.

So, I want to know how much wiggle room the majority of the winners needed. If they didn't need 100 pips, then I reduce the SL and increase the profits.

Is there any way to pull this type of data from MT4? Or from a broker?

From my own personal experience using EAs I built with about a 50% win expectancy, I devised my own formula based on the risk to reward ratio. At 1:1, you need to win more than 50% obviously. At 1:3, your win rate must be more than 25%, 1:10 means a win rate around 5%. You can of course do the inverse if that is more understandable. Without getting into a formula, I will explain a simple scenario. At 1:9 your probability of wins is 10 out of 100. with a win expectancy of 50%. Drop your ratio to 1:1 and the probability is 50 out of 100. Of course this doesn'account for spread which means bumping up the win expectancy to overcome. And is why most traders lose and if you take a average over many traders, they are probably losjng at a rate equal to the spread.

I proved this by running multiple back tests on multiple pairs over differnt periods. I have a lot of confidence in my formula.

Applying my formula with a SL of 100 pips at risk, the reward must be more than 12 plus spread. 1 loss at 100 must be overcome by 9 trades at 12. That gives you 8 pips to cover the spread, which is not enough. So 14 would be a better TP. But you are still making marginal profits.

Hello Texas, all you can have from the brokers is the Historical data..all the rest is on you or on the software you are suing for coding EAs. Also its all about the maths as CodeMeister explained.