Strategy Tester Robustness Lab
- Utilities
- Version: 1.0
- Activations: 5
Strategy Tester Robustness Lab helps traders review the quality of MT5 Strategy Tester evidence before relying on a backtest.
The utility reads a Strategy Tester HTML, HTM, or CSV report from MT5 Common/Files or MQL5/Files, extracts the closed-trade profit series, and calculates a reproducible robustness score with labeled deductions. It then writes two local text files: a plain English report and an Evidence Pack containing the input hash, run settings, metrics, warnings, limitations, and disclaimer.
WHAT IT CHECKS
- Probabilistic Sharpe Ratio (PSR)
- Optional Deflated Sharpe Ratio (DSR) when you supply the optimization pass count and Sharpe-variance inputs
- Monte Carlo stress tests
- Drawdown sensitivity
- Segment stability
- Outlier dependency
- Parser integrity
Invalid numeric values are rejected instead of repaired.
LOCAL-ONLY OPERATION
The product runs locally as an EX5 utility. It does not import DLLs, make web requests, upload reports, connect to a broker, or execute orders.
IMPORTANT BOUNDARY
This product scores supplied historical backtest evidence only. It is not a certificate, investment advice, a future-profit prediction, a recommendation to buy, sell, or trade any EA, or a guarantee of prop-firm challenge or account outcomes.
SUPPORT COVERS
- Installation
- File location
- Supported report formats
- Basic input errors
- Report output location
SUPPORT DOES NOT COVER
- EA profitability analysis
- Trading advice
- Optimization parameter recommendations
- Broker, account, or prop-firm advice
- Repairing malformed third-party reports
- Rewriting user EAs
OUTPUT FILES
- <prefix>__human_report.txt
- <prefix>__evidence_pack.txt
The output prefix is user-configurable from the script inputs.
