Strategy Tester Robustness Lab

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.

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