We've released a comprehensive backtest analysis tool for MetaTrader 4 and MetaTrader 5 reports directly inside FX Monitor.
Upload & Parsing. Simply upload an HTML report exported from MT4 or MT5 — the system automatically parses all trades, calculates statistics, and caches the results. Multi-file upload is supported within your plan limits.
Backtest Dashboard gives you a complete picture of your strategy: balance curve with drawdown bars, Win Rate, Profit Factor, Sharpe Ratio, Recovery Factor, profit projection, distribution by hour and weekday, monthly performance breakdown, and a detailed trade list with filters.
Advanced Filters let you analyze exactly the slice of data you need: filter trades by time of day, day of week, or a specific date range; filter by symbol or strategy — especially useful for multi-mode tests and EAs consisting of several independent strategies. All statistics and charts update in real time based on your selection.
Lot Normalization — balance-based or fixed lot — lets you accurately compare strategies tested on different deposit sizes, and eliminates distortions in tests where lot size grew alongside the balance due to profit compounding.
Backtest Portfolios. Combine multiple strategies into a single portfolio, set multipliers, and include or exclude individual strategies. The system shows aggregated statistics, a correlation matrix between strategies, and runs Monte Carlo simulation for the entire portfolio.
Monte Carlo (Bootstrap and Parametric) with a fan chart, histograms, and probability of ruin — available for both individual backtests and portfolios.
AI Agent for Backtests. The built-in AI agent can analyze an individual strategy — identifying weaknesses, unprofitable periods, interpreting Sharpe and Recovery Factor, and assessing overfitting risks. In portfolio mode, the agent analyzes diversification, flags underperforming strategies, and suggests weight adjustments. The most powerful feature is portfolio composition: select a pool of backtests, and the agent proposes an optimal set of strategies and multipliers that minimize correlation and maximize Sharpe — then creates the portfolio in one click.
The module is available to all users in the Backtests section of your dashboard.
