Position Sizing Stress Kit
- Utilities
- Version: 1.0
- Activations: 5
Position Sizing Stress Kit is a local MT5 utility for comparing user-specified position-sizing scenarios over the same supplied historical trade sequence.
It reads one MT5 Strategy Tester HTML/HTM report or a supported trade CSV from MT5 Common/Files or MQL5/Files. The utility excludes identified balance operations from the closed-trade sequence and reports their count and total instead of treating them as trading profit.
What it compares
- fixed_lot: scale every historical trade by a constant multiplier.
- fixed_fraction: constant exposure based on the initial balance, without compounding.
- equity_percent: exposure based on current equity, with compounding.
- ratchet: raise a multiplier in user-defined steps as accumulated profit changes.
- reset: use the same ladder, but re-anchor it after a configured drawdown condition.
Rules are supplied by the user in a compact rule specification. Malformed rules, duplicate names, conflicting fields, invalid thresholds, non-finite values, unsupported input, and excessive run sizes are rejected rather than guessed or repaired.
Monte Carlo comparison
Every rule is evaluated on the same resampled paths, seed, method, iteration count, and ruin definition. The report compares:
- ruin probability under the configured conditions
- terminal-equity p05, p50, and p95
- max-drawdown amount p05, p50, and p95
- max-drawdown percentage p05, p50, and p95
- median growth
Ruin is a user-configured scenario condition. It can use a balance threshold, a max-drawdown percentage threshold, a margin-stop fraction of the initial balance, or a combination of those conditions. It is not a prediction that an account will or will not fail.
Outputs
- <prefix>__human_report.txt
- <prefix>__evidence_pack.txt
The Evidence Pack records the input SHA-256, configuration SHA-256, normalized profit-series SHA-256, rule definitions and hashes, parser and engine versions, seed, iteration count, bootstrap method, block length, and result distributions.
Local and private
The product runs locally as an EX5 utility. It does not place orders, connect to a broker, access account history, import DLLs, make web requests, or upload report data. It reads and writes only local files available through the MT5 file sandbox.
Important boundary
This product is a historical scenario stress test, not a lot calculator that selects a size for you. It does not identify an optimal or safe position size. It does not predict future profit, recommend buying or running an EA, advise starting, stopping, or changing a trade or lot size, provide investment or money-management advice, or guarantee broker, margin, slippage, fill, account, or prop-firm outcomes.
Support covers installation, MT5 Common/Files and MQL5/Files locations, supported HTML/HTM/CSV input formats, documented rule-spec syntax, basic input and configuration errors, output locations, and the meaning of documented report fields.
Support does not cover profitability analysis, choosing a position size, trading or money-management recommendations, EA selection, broker/account/prop-firm advice, repairing malformed third-party reports, or rewriting user EAs.
Use the output as one documented view of user-defined scenarios over supplied historical evidence. Review the full report, assumptions, warnings, and limitations before interpreting any result.
