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Backtest Analysis

Overview

Updated 05 Apr 2026

Backtest Analysis is one of the most powerful and feature-rich sections of FX Monitor. It transforms raw MetaTrader backtest reports into a fully interactive analytical environment — giving traders the same depth of analysis for historical strategy testing as for live trading accounts.

Most platforms treat backtests as static reports. FX Monitor goes further: once uploaded, a backtest becomes a fully parsed dataset that you can slice with filters, analyse trade by trade, view on interactive charts, stress-test with Monte Carlo simulation, combine into portfolios, and evaluate with AI. Whether you are developing a new strategy, validating an existing one, or comparing multiple systems side by side, Backtest Analysis provides the tools to make that process rigorous and data-driven.

What You Can Do

Upload and parse backtest reports — import HTML reports exported from MetaTrader 4 or MetaTrader 5. The platform automatically extracts all trade data, statistics, and metadata from the report.

Deep analytical filters — isolate specific date ranges, symbols, Magic Numbers, or trade comments to focus the analysis on exactly the subset of data you need.

Group and compare — organise backtests into named groups. Run multiple strategies side by side and compare their metrics directly.

Portfolio construction — combine multiple backtests into a portfolio, just as you would with live accounts. Analyse aggregated performance, run correlation analysis, and assess how different strategies complement each other in a combined setup.

Monte Carlo simulation — stress-test any backtest using the same probabilistic simulation available for live accounts. Assess robustness, probability of ruin, and realistic drawdown ranges under different trade sequence scenarios.

AI Agent — submit any backtest or group of backtests to the AI Agent for automated analysis, overfitting detection, risk assessment, and portfolio weight recommendations.

Public sharing — make any backtest public and share the results via a unique link — useful for developers presenting strategy performance to buyers or partners.

My Backtests — List View

The main Backtests page lists all uploaded backtest reports. For each backtest you can see the strategy name, platform (MT4 / MT5), timeframe, symbol, test period, and whether the report has been computed. Key metrics are shown inline: Deposit, Net Profit, Profit Factor, Win Rate, Max Drawdown, and total number of trades.

Each row has action buttons: View to open the full dashboard, Public to copy the public link, Shared to manage sharing settings, Rename to edit the name, and Delete to remove the report.

A progress bar at the top shows how many backtest slots you have used out of your plan limit.

The toolbar provides quick access to AI Agent, My Portfolios, + New Portfolio, + New Group, and ↑ Upload Backtests.