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mt5-quant/tests/fixtures/sample_report.htm
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Devid HW 3f763827f4 feat: MT5-Quant MCP server for backtesting and optimization
MCP server exposing MetaTrader 5 strategy development tools to AI
assistants (Claude, Cursor, etc.) on macOS (CrossOver) and Linux (Wine).

Tools:
- run_backtest: full pipeline — compile EA, clean cache, backtest,
  parse HTML/XML report, analyze deals → metrics.json + analysis.json
- run_optimization: background genetic optimization with nohup/disown,
  UTF-16LE .set file handling, OptMode reset
- compile_ea: MQL5 compilation via MetaEditor with auto-detected
  include/ directory sync
- get_backtest_status / get_optimization_status: job polling
- verify_environment: Wine/MT5 path validation

Analytics:
- extract.py: MT5 HTML and SpreadsheetML XML report parser
- analyze.py: deal-level analysis (drawdown events, grid depth,
  loss sequences, monthly P&L) → analysis.json
- optimize_parser.py: optimization result parser with convergence analysis

Platform support:
- macOS CrossOver (GUI mode, no Xvfb needed)
- Linux Wine + Xvfb (headless, CI/CD compatible)
- Auto-detection of Wine executable and MT5 terminal paths
2026-04-18 11:41:41 +07:00

26 lines
1.7 KiB
HTML

<html>
<head><title>Strategy Tester Report</title></head>
<body>
<table>
<tr><td>Net profit</td><td>1234.56</td></tr>
<tr><td>Profit factor</td><td>1.25</td></tr>
<tr><td>Maximal drawdown</td><td>500.00 (5.00%)</td></tr>
<tr><td>Sharpe Ratio</td><td>0.75</td></tr>
<tr><td>Total trades</td><td>150</td></tr>
<tr><td>Recovery factor</td><td>2.50</td></tr>
<tr><td>Profit trades (% of total)</td><td>90 (60.00%)</td></tr>
<tr><td>Gross profit</td><td>2000.00</td></tr>
<tr><td>Gross loss</td><td>-765.44</td></tr>
</table>
<table>
<tr><td>Deal Time</td><td>Type</td><td>Direction</td><td>Volume</td><td>Price</td><td>S/L</td><td>T/P</td><td>Profit</td><td>Balance</td><td>Comment</td><td>Order</td><td>Magic</td><td>Entry</td></tr>
<tr><td>2025.01.10 09:30:00</td><td>buy</td><td>out</td><td>0.01</td><td>1915.00</td><td>0</td><td>0</td><td>15.00</td><td>10015.00</td><td>Layer #1</td><td>1001</td><td>12345</td><td>out</td></tr>
<tr><td>2025.01.15 10:45:00</td><td>sell</td><td>out</td><td>0.01</td><td>1920.00</td><td>0</td><td>0</td><td>-10.00</td><td>10005.00</td><td>Layer #1</td><td>1002</td><td>12345</td><td>out</td></tr>
<tr><td>2025.01.21 15:30:00</td><td>buy</td><td>out</td><td>0.06</td><td>1925.00</td><td>0</td><td>0</td><td>30.00</td><td>10035.00</td><td>Layer #3</td><td>1003</td><td>12345</td><td>out</td></tr>
<tr><td>2025.02.05 14:00:00</td><td>sell</td><td>out</td><td>0.01</td><td>1945.00</td><td>0</td><td>0</td><td>-15.00</td><td>10020.00</td><td>Layer #1</td><td>1005</td><td>12345</td><td>out</td></tr>
<tr><td>2025.02.12 16:00:00</td><td>buy</td><td>out</td><td>0.01</td><td>1938.00</td><td>0</td><td>0</td><td>18.00</td><td>10038.00</td><td>Layer #1</td><td>1006</td><td>12345</td><td>out</td></tr>
</table>
</body>
</html>