unknown 3db0870844 feat: portfolio master algo overhaul + fixes
Search:
- Three modes: Exhaustive, Greedy (incremental), Monte Carlo, combined
- Combination count estimate + runtime warning before run
- Background thread with Cancel button (threading.Event, no session_state spam)

Scoring:
- Composite weighted score (Ret/DD, Stability, Stagnation, Win Rate,
  Growth Quality, Diversity) with normalised sliders
- Score, Stability, Growth Quality, Diversity now whole numbers
- Growth Quality = normalised slope x R2 rewards consistently rising curves
- Diversity bonus based on symbol variety + session overlap

Correlation:
- Average pairwise correlation output metric
- Conditional correlation (drawdown days only) computed and displayed
- Per-result correlation heatmaps in detail expanders

Results table:
- Summary explanation panel above table
- Max Pos Exposure removed (unreliable with current parser output)

Fixes:
- Duplicate plotly_chart element ID fix
- time import missing fix
2026-04-13 17:25:13 +10:00
2026-04-12 18:25:46 +10:00

MT5 Tools

Standalone Streamlit dashboard for MT5 trade analysis and comparison.

Setup

cd C:\Users\pc\MT5Tools
pip install -r requirements.txt

Launch

streamlit run app.py

Files

MT5Tools\
├── app.py                  ← main Streamlit app
├── mt5_parser.py           ← parsers for all 3 formats + stats
├── mt5_batch_backtest.py   ← batch backtest runner (copy from ea\)
├── set_comparator.py       ← EA set file comparator (copy from ea\)
├── requirements.txt
├── mt5_batch_config.json   ← gitignored, created on first run
└── pages\
    ├── trade_analysis.py   ← single report analysis
    ├── trade_compare.py    ← side-by-side comparison
    └── settings.py

Supported Formats

Format Extension Notes
MT5 Account History .htm / .html Export from MT5 → Account History → Save as Report
MT5 Backtest Report .htm / .html Generated by batch backtest runner or manual tester
Quant Analyzer CSV .csv Export listOfTrades from Quant Analyzer

.gitignore

Add the following to .gitignore:

mt5_batch_config.json
S
Description
Metatrader 5 trade and EA tools
Readme 454 KiB
Languages
Python 100%