Strategy Ledger

Strategy Ledger is a read-only account analysis panel for MetaTrader 5. It separates account results by Expert Advisor, strategy, and symbol.

Detailed manual with every feature explained, and the AureusAI Trading Suite group for discussions and announcements.

MetaTrader shows one balance for the whole account. When several Expert Advisors trade together, that balance does not show what each one contributed. Strategy Ledger reads the account history, rebuilds closed positions, assigns them to strategies, and presents the results in one panel.

Main functions

• Results by Expert Advisor, individual strategy, or symbol.
• Preset periods from today to all history, and a custom date range.
• Realised and floating results, open exposure, trade statistics, drawdown, and equity curves.
• Commission, swap, cost drag, and estimated entry and exit slippage.
• Performance grades, written summaries, and status marks based on fixed rules.
• Setups: positions opened or closed together count as one decision.
• Live equity drawdown tracking for the account and each row.
• Interactive naming, grouping, moving, hiding, restoring, expanding, and sorting.
• Detailed measures and audit exports in CSV format.

Strategy Ledger is free and complete. It is maintained, and it continues to receive fixes and accuracy work.

How account data is built

Strategy Ledger counts completed positions rather than individual deals. MetaTrader may open or close one position through several deals. The panel groups those deals by position identifier and records one trade when the closing volume matches the opening volume. Partial closes remain part of the same position.

Profit, commission, fees, and swap are included in each result. Deposits, withdrawals, credits, corrections, bonuses, charges, interest, dividends, and taxes are included in the account reconciliation where the broker reports them in account history.

A strategy is normally identified by its magic number and the cleaned comment on its opening deal. This supports Expert Advisors that use one magic number for several internal strategies. Trades copied from an MQL5 signal are kept together as one strategy. Manual and mobile trades with magic number zero can also be included.

Not every position is a separate decision. An Expert Advisor that opens four positions on one signal, or a grid that closes a basket at once, made one decision, and counting those as four or forty overstates how certain the figures are. Positions of one magic number and symbol opened within a short window, or closed together as a ladder, therefore count as one setup. Money always counts positions; the statistical confidence, the minimum sample and the grade use setups.

The footer compares the reconstructed realised result and account balance operations with the balance and credit reported by MetaTrader. Any difference is displayed. Netting reversal deals can make exact trade boundaries uncertain, so affected rows are marked Unverified and are not graded.

Views, periods, and organisation

The Expert Advisor view groups strategies under their assigned Expert Advisor. The symbol view groups the same data by instrument. Several Expert Advisor rows can remain expanded at the same time.

Available periods are today, month to date, year to date, 7 days, 30 days, 90 days, 12 months, all history, and a custom date range. A position can be assigned to a period by its closing time or opening time.

Names can be learned from deal comments or supplied through manual overrides. Strategies can be renamed, grouped from a selection, dragged to another Expert Advisor, merged, or separated. Identical comments can be merged across magic numbers, with an exception list for comments that must remain separate. When rows are grouped by hand, every row involved is pinned to that group, so the grouping survives later improvements to the automatic naming rule.

Rows can be hidden individually or in a selection and restored later. Hidden rows are stored separately for the Expert Advisor and symbol views. They are excluded from visible totals and from the filtered balance curve. Columns can be sorted by name, result, profit factor, closed positions, drawdown, or expectancy.

Dashboard and strategy details

The header shows the account, broker, balance, equity, free margin, server time, and feed status. The summary shows realised result, current floating result, their combined value, closed-position profit factor, maximum balance drawdown, the strongest row by current value, and the row selected for review by the panel's concern rules.

The table shows closed positions, win rate, realised result, floating result, profit factor, expectancy, maximum closed-position drawdown, recovery factor, and a compact equity curve with its drawdown path. When rows are hidden, these figures describe the displayed selection.

The expanded detail contains total won and lost, open exposure, wins and losses, setups, average holding time, average win and loss, payoff ratio, best and worst consecutive runs, drawdown percentage, current drawdown, volume, and profitable-month percentage.

It also shows the score, statistical confidence, System Quality Number, recent-result trend, Monte Carlo drawdown estimate, live equity drawdown, commission, swap, cost drag, entry and exit slippage, worst measured slippage, and slippage drag. A monthly net chart and per-symbol breakdown are included.

Grades and risk marks

The score combines statistical confidence, profit factor, and recovery factor. Each component is capped before averaging. A floating loss can limit the score because closed-position statistics do not include that open loss.

The default minimum sample is 20 setups. Rows below it are marked Unproven. Other grades range from Losing to Exceptional according to the score and configured losing threshold. Grades describe recorded account data; they are not trading signals or forecasts.

Status marks identify open positions, no closed trades, inactivity, a losing result, open loss, open loss greater than booked profit, weaker recent results, insufficient statistical confirmation, drawdown above the shuffled-history estimate, losing strategies inside a profitable Expert Advisor, and live-equity drawdown materially above closed-position drawdown. Expanding a row shows the applicable marks and a written explanation.

Drawdown, costs, and slippage

Closed-position drawdown cannot show the full movement of positions while they remain open. Strategy Ledger can sample live equity once per second and store the largest observed fall from a previous high for the account, each Expert Advisor, and each strategy. Tracking starts when the feature is first enabled, and its start date is displayed. The record follows the lifetime of a row and never the period tab or the hidden state: changing what is on screen does not write a drawdown.

When live tracking is disabled, the detail panel can show a 95th-percentile drawdown estimate produced by reshuffling closed results. This estimate and all grades describe historical data only.

Commission and swap are reported separately, and each includes the amount already charged on open positions. Cost drag is shown as a percentage of gross turnover when the required data is available.

Exit slippage is estimated where the exit order contains a requested price, including stop loss, take profit, and pending-order exits. Entry slippage is estimated for pending orders with a requested entry price. Market orders have no requested price for comparison, so the panel reports unavailable or partial coverage. Values are converted to account currency using current symbol tick values and include the number of measured events.

Exports

The measures export writes the displayed groups and strategies, including results, statistics, costs, slippage, grades, and written summaries. Automatic export can run after each refresh.

The audit export lists reconstructed closed positions, open positions, period and hidden-row status, and independent position-versus-deal checks. It is intended to help investigate missing history or calculation differences.

Layout and saved settings

The panel supports dark and light themes, mouse-wheel scrolling, custom width and table height, automatic chart fitting, display scaling, manual text scaling, and an optional live clock. Columns are removed progressively when the panel becomes too narrow, and resizing by the corner grip is smooth at any size.

Names, groups, hidden rows, expanded rows, sorting, period, view, theme, and panel size can be remembered. State and live-equity history are stored separately for each account and server. Older name and layout files are copied when available. Older equity history is adopted only when its dedicated setting is enabled.

Inputs control naming and grouping, manual trades, the setup window, period basis, starting period, sorting, theme, panel position and size, chart fitting, live clock, saved layout, statistical summaries, minimum sample, Monte Carlo runs, live-equity tracking, status thresholds, automatic export, text size, diagnostic logging, and optional adoption of older equity history.

Setup and limitations

1. In the MetaTrader History tab, select All History.
2. Attach Strategy Ledger to a separate chart. Any symbol and timeframe can be used.
3. Check the reconciliation line after the first scan.

Complete results require complete account history. Missing broker records, unusual deal structures, and netting reversals can create differences or unverified rows.

Slippage values are estimates. The conversion uses the symbol's current tick value rather than its value at the time of the fill. Slippage cannot be measured when an order did not specify a requested price.

If an Expert Advisor writes a different comment on every trade, the comments may create separate strategy rows. Common numbers and order references are removed automatically, and remaining rows can be grouped manually.

Questions and problem reports can be submitted through the product comments or MQL5 private messages. Include the audit export when reporting a calculation difference.