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Report by Magic and currency MT5 script for account PNL, trading statistics filtered optionally by date range and exported to CSV - script for MetaTrader 5
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The report groups by magic number and currency, specially useful when testing or analizyng several EAs or strategies in a single account.
- Total P&L - Including profit, swap, and commission
- Win Rate % - Percentage of winning trades
Gain%(TWR) - Time-Weighted Return, percentage gain/loss calculated from starting balance plus total P&L - PeakDD$ PeakDD% - The highest drawdown both in cash and percentage from historical reconstruction based on 1H OHLC to get a close accuracy to a live drawdown tracker.
- Net Position Size - Current net position from history
- Current Exposure - Open position exposure
- Gross Profit/Loss - Separate win/loss totals
- Profit Factor - Risk/reward metric
- Total Volume - Cumulative lot size
- Automatically includes ALL magic numbers (including 0)
- Aggregates all symbols per magic number
- Shows combined symbol list in the Symbol column for each magic
- Exports everything to a single TradingStats.csv file
Just drag and drop on any chart - optionally you can input dates range but by default it reports from all available history, the CSV will be saved to MQL5/Files/folder
Additional metrics:
MAE (Maximum Adverse Excursion) measures the worst unrealized loss a trade experienced while it was open, before it closed.
Avg MAE: Average of the worst floating loss across all trades. Shows typical risk exposure during trades.
Max MAE: The single largest unrealized loss ever reached across all trades. Represents your worst drawdown moment within any individual position.
MAE 95%: 95th percentile of MAE values. Means 95% of your trades had a worst floating loss at or below this level. Useful for risk assessment.
MAE 99%: 99th percentile of MAE values. Only 1% of trades experienced a worse floating loss than this. Helps identify tail risk events.
=== STATISTICS BY MAGIC NUMBER === Magic Number | Symbol(s) | Total P&L | Total Trades | Win Rate % | ... 0 (Manual) | EURUSD+GBPUSD | 1234.56 | 45 | 60.00 | ... 12345 | USDJPY | 567.89 | 30 | 55.00 | ... === STATISTICS BY CURRENCY === Currency | Total P&L | Total Trades | Win Rate % | ... EUR | 2345.67 | 89 | 58.43 | ... GBP | 1234.56 | 56 | 62.50 | ...
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