MT5 account history reports (.htm)
MT5 backtest reports (.htm)
Quant Analyzer CSV exports
IC Markets position history XLSX — multi-account support with account selector

Analysis modes: Overall · By Strategy · By Symbol · By Day of Week
Filters: date range, symbol, strategy/EA, day of week, trade type
Stats: net profit, win rate, profit factor, R:R, expectancy, max DD, consecutive wins/losses, duration
Charts: equity curve, P&L by day of week, P&L by hour of day

📈 Portfolio Builder

Load multiple backtest files and view them as a combined portfolio.

Tabs: Overview · Trades · Equity Chart · Strategies · What-If · Portfolios
Equity curve with peak drawdown panel and daily P&L bars
What-If: scale all stats by a target lot size
Create and name custom sub-portfolios from loaded strategies

🏆 Portfolio Master

Automated portfolio construction — searches combinations of loaded strategies and ranks them by a composite score.

Composite scoring (0–1000):

Ret/DD · Stability (R²) · Stagnation · Win Rate · Growth Quality · Diversity
Six weight sliders — normalised automatically

Search modes:

Mode	Description
Exhaustive	Every combination — count and estimated time shown before run
Greedy (fast)	Incremental build from each strategy seed
Monte Carlo	Random sampling with configurable sample count
Greedy + Monte Carlo	Both combined, deduplicated

Cancel button stops the search mid-run and returns results found so far.

Correlation:

Pairwise correlation filter (max threshold slider)
Average portfolio correlation as output metric
Conditional correlation (drawdown days only) — how strategies co-move during losses
Per-result correlation heatmaps in detail expanders

🔀 Trade Compare

Compare two trade history files to measure slippage and profit variance — typically a backtest vs live account run of the same EA.

Match tolerance: 1–24 hours
Slippage summary: avg entry slip, exit slip, profit variance, time difference
Charts: equity overlay, profit variance bar chart per trade
CSV export

⚙️ EA Settings Comparator

Upload 2–10 MT5 .set files and compare parameters side-by-side.

Percentage variation highlighting
Show differences only toggle
Inline editing
Export single file or all as ZIP

📋 Batch Backtest (Windows only)

Streamlit UI wrapper around the CLI batch runner. Runs MT5 backtests sequentially for a folder of .set files.

Reads config from mt5_batch_config.json
Lot size modes: as-is · manual fixed lots · lots per balance
Report naming: {Strategy}_{Symbol}_{Period}_{Model}_{Instance}.htm
- .set filename stem becomes the instance letter (e.g. A.set → _A)
Instrument and timeframe: one for all files or auto-detect from filename
Editable preview table before running
Live progress bar — cancel mid-run
Optimisation files excluded automatically (any spelling/case of optimiz/optimis)
Windows check — shows a clear warning and exits if not running on Windows

Requirements

Windows 10 / 11
Python 3.11+
MetaTrader 5 (for Batch Backtest)

Installation

git clone https://github.com/alphapapi-ctrl/mt5-tools.git
cd mt5-tools
python -m venv .venv
.venv\Scripts\activate
pip install -r requirements.txt
streamlit run app.py

Batch Backtest — first-run setup

Run the CLI script once to create mt5_batch_config.json:

python mt5_batch_backtest.py

Follow the prompts to configure your MT5 terminal path, tester folder, EA, dates, deposit and suffix. Config is saved locally and gitignored.

Supported File Formats

Format	Source
MT5 account history HTM	MetaTrader 5 → File → Save As Report
MT5 backtest HTM	Strategy Tester report tab
Quant Analyzer CSV	Trade List → Export CSV
IC Markets XLSX	IC Markets portal → Reports → MT5 Position History → Export

Project Structure

mt5-tools/
├── app.py                    # Main app — navigation and routing
├── mt5_parser.py             # MT5 HTM + Quant Analyzer CSV parsers
├── icmarkets_parser.py       # IC Markets XLSX parser
├── mt5_batch_backtest.py     # CLI batch backtest runner
├── set_comparator.py         # EA .set file comparison logic
├── view_trade_analysis.py    # Trade Analysis page
├── view_trade_compare.py     # Trade Compare page
├── view_portfolio_builder.py # Portfolio Builder page
├── view_portfolio_master.py  # Portfolio Master page
├── view_set_comparator.py    # EA Settings Comparator page
├── view_batch_backtest.py    # Batch Backtest page (Streamlit UI)
├── view_settings.py          # Settings page
├── requirements.txt
└── mt5_batch_config.json     # Created on first run (gitignored)

Notes

mt5_batch_config.json is gitignored — create it by running mt5_batch_backtest.py once
set_comparator.py may need to be copied from your EA project folder if not included
MT5 .set files are UTF-16 LE encoded — handled automatically
Streamlit's pages/ folder name is reserved — view files sit at root level prefixed with view_
git config core.autocrlf true suppresses LF/CRLF warnings on Windows

License

MIT

README.md Unescape Escape

MT5 Tools

Features

📊 Trade Analysis