Analyse and combine your trading systems
Drag your MT4/MT5 or CSV reports here
One row per closed trade. The first row is the header; the separator can be a comma or a semicolon and decimals use a point. Times are broker server time.
- Required columns:
open_time,close_time,symbol,type(buy or sell),volume(lots),open_price,close_price,profit(gross, in the account currency). - Optional columns:
commissionandswap(negative if it is a cost),magic(one system per magic number),ticket,comment. - Optional lines at the top that start with
#:name,currency(USD if missing),initial_deposit(10,000 if missing) andplatform.
# name=Demo system # currency=USD # initial_deposit=10000 ticket,open_time,close_time,symbol,type,volume,open_price,close_price,commission,swap,profit,magic,comment 1,2024-01-03 10:00,2024-01-05 16:00,EURUSD,buy,0.10,1.0921,1.0950,-0.70,-0.12,29.00,7,
| System | Symbol | Net profit | Profit factor | Max DD | Win rate | Trades | Sharpe | Equity | Mult. | Actions |
|---|
Combination presets
Starting points for the optimizer: each one opens it with an objective and your selected systems. You can change everything there, and nothing runs until you press Run. They do not predict results.
Sharpe-focused
Looks for the combination with the highest in-sample Sharpe ratio (annual return ÷ volatility). It opens the optimizer with that objective and your selected systems.
In-sample, past data; no prediction.
Drawdown-focused
Looks for the combination with the shallowest maximum drawdown in-sample. It opens the optimizer with that objective and your selected systems.
In-sample, past data; no prediction.
Return per unit of drawdown (Calmar)
A pure “highest return” objective would just pick the riskiest systems, so this uses Max Calmar: the highest in-sample annual return for each unit of drawdown.
In-sample, past data; no prediction.
Correlation-limited (≤ 0.30)
Looks for the best in-sample Sharpe among combinations whose systems have a monthly correlation not above 0.30.
In-sample, past data; no prediction.