How do I dive into the data of back tested EA trades more than just a chart and report?

 

Hello, 

Thanks for taking the time to look at my question. 


I guess this is a really simple question for some one that knows it.

Say you are running mt4, you install an EA, and like most people here we know we can back test it, you load in the tick data suite, you run the back test giving the date range etc etc.


OK so cool we have our nice graph which hopefully shows a smooth curve, and the nice report.  


What if you wanted to analisze further into the trades, example.

- When does my EA appear to strain the most to pull off its 75% win rate.
- What does its stragy perform optimumly vs its necessary DD aspects. 


How do I visualize or see into the data from a good EA and be able to drill into interesting questions. 


Off the top of my head I would guess that we download the trade history into CSV? and buy a Excel book and learn how to manage data?


Is there any software or website or way to really drill into an EAS trade history. 


Business case for this as example of requirement, you have a good EA, it makes 5% a month returns, has done will do its the poo, you want to see if you can increase that by altering the lot amount slightly (blue copy etc) but even thou the EA has very low dd, max say 35% on 13 year back test, 10% in the previous 12 months. 


But we want to be professional and drill into find supposed "good time periods in the week" the EA normally is in best performance. 


I guess this is a really stupid question so apologise in advance.

Happy to buy any software or excel templates, as is I don't even know how to load in a signals history CSV with out the data not being all in one column.


thanks community. 

bud

 
Off the top of my head I would guess that we download the trade history into CSV? and buy a Excel book and learn how to manage data?
You can dump any statistical data you like from the EA you write. Yes, dump data as CSV. Yes, use Excel (or OpenOffice Calc, or gnumeric). gnuplot is handy for creating graphs of interesting statistics. MATLAB if you can afford it. Write your own statistical routines right in MQL. Your toolset is really unlimited.


Is there any software or website or way to really drill into an EAS trade history. 

Probably.

But caveat emptor, will you understand the analysis and suggestions of software that you buy?

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