MT5 Tools

A standalone Streamlit dashboard for MetaTrader 5 trade analysis, batch backtesting, portfolio construction and EA settings comparison.

Windows only — the Batch Backtest feature requires MetaTrader 5 and Windows. All other pages run on any OS.

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Features

📊 Trade Analysis

Import and analyse trade history from multiple formats:

• 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

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📈 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

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🏆 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

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🔀 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

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⚙️ 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

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📋 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

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Requirements

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

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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.

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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

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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)

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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

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License

MIT