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Trades Analyser MT5

This script is the ultimate tool for Quantitative Traders which runs several robots in the same account. The simple and useful purpose of this tool is to grab the history of trades of an account, and organize for each EA's Magic Number in order to evaluate in a easier fashion each one of the robots performances, separately. It will generate a report file for the account, with all detailed order information.


How to Use

  • The Trades Analyser script does not need parameters. You only need to be logged into your prefered broker, and activate the script over any open chart.


Report File Location

The report file, named

tradesanalyzer.rpt

is generated in the MetaTrader Common Files folder.

On Windows 10, you can look for it in the location

C:\Users\YOUR_LOGIN\AppData\Roaming\MetaQuotes\Terminal\Common\Files

which you may substitute YOUR_LOGIN name by your real account login on Windows.


Report Details

The structure of the report file is the following

+------------------+

| Magic = 200021 |

+------------------+

Time Ticket PositId Symbol Type Entry Volume Price Profit

2016.12.01 13:40:00 20900405 24904997 WDOF17 Buy In 18.00 3494.50 0.00

2016.12.01 17:30:00 20920191 24904997 WDOF17 Sell Out 18.00 3491.00 -630.00

### Total Profit => -630.00

  1. The report file will show, for each robots' Magic Number, a header informing this identification number.
  2. Following the Magic Number header, the report file will show the list of trades which are pertinent to this Magic Number, with the columns
    • Time : Time of the trade
    • Ticket : Ticket of the trade
    • PositId : Position Id
    • Symbol : Symbol traded
    • Type : The operation type
    • Entry : In / Out / InOut / ClosedBy
    • Volume : The traded amount
    • Price : price of the operation
    • Profit : The Total Operational Profit, which includes the trading Profit, added with the Swap and Commision values
  3. After the end of the trading list, the report file will show the cumulated Total Profit


Important Notes

  • The report file tradesanalyser.rpt is a text file, so you can open it using any common text file like Notepad.exe, Notepad++.exe, or even MetaEditor.
  • If you desire to have included in the report file some informations (maybe drawdown, profit factor, or other ones) please contact me so I will gladly implement in a next version, if the new feature is tangible.
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Version 2.1 - 2017.02.22
Implemented:
- Net Profit
- Max Drawdown
- Number of Trades
- Profit Trades with percentage
- Loss Trades with percentage
- Gross Profit
- Gross Loss
- Profit Factor
- Recovery Factor

Now the report looks like

### ------------------------------- ###
### Report for Magic 2000
### ------------------------------- ###
### Net Profit => 629.22
### Max Drawdown => -1070.76
###
### Trades => 93
### Profit Trades => 45 (48.39%)
### Loss Trades => 48 (51.61%)
###
### Gross Profit => 4093.10
### Gross Loss => -3463.88
###
### Profit Factor => 1.18
### Recovery Factor => 0.59