Spezifikation
I need a universal MT5 tool (Expert Advisor or script) that works without needing the source code of my trading EA.
I am looking for a tool for backtesting that tracks equity tick‑by‑tick and provides detailed drawdown/run‑up statistics directly in the Strategy Tester.
What the tool must do:
✅ Run in the MT5 Strategy Tester alongside any EA (Market‑purchased .ex5 or custom).
✅ Record equity tick‑by‑tick during the backtest (not just balance).
✅ At the end of the backtest, automatically calculate:
• Drawdown percentiles and Run‑up percentiles (90%, 95%, 98%, 99%).
• Show each percentile as percentage AND absolute value in the account currency.
✅ For each percentile level (90/95/98/99) clearly show:
– How many trades fall inside that percentile range
– How many trades exceed that percentile (the outliers)
✅ Display all results directly in the Strategy Tester (either in the Expert log or in a small on‑screen panel).
✅ (Optional) Export to CSV: all tick‑by‑tick equity values plus the calculated percentiles and trade counts for every level into the Tester/Files folder.
Goal:
I want to clearly see, for every percentile (90, 95, 98, 99):
– How far equity typically moves (drawdowns/run‑ups)
– How many trades are “normal” vs. how many are extreme outliers beyond each percentile level.
Technical Requirements:
– Tick‑accurate logging in MT5 backtests.
– Works with any EA (no source code integration).
– Percentiles displayed as % + absolute value in account currency.
– Trade counts per percentile + number of trades beyond each percentile.
– Clean, well‑commented MQL5 code for future extensions.