EA Robustness Lab

EA Robustness Lab tells you whether an Expert Advisor's results are robust or overfitted. A good backtest is not proof: it can come from a lucky order of trades, a few outsized wins, costs that were too optimistic, parameters fitted to the past, or a market regime that is gone. The Lab takes the closed trades of a strategy, puts them through Monte Carlo, walk-forward, stability, regime and optimisation tests, compares live trading with the backtest, and sums it all up in one robustness score from 0 to 100 with an A–F grade and a plain-language explanation of every check.

Read-only. It never places, modifies or closes an order. No DLL, no web requests. Works on any symbol, timeframe and account type.

Three trade sources

  • Account history – every closed position (partial closes merged, commission, swap and fees included), filtered by magic numbers, symbol, comment and date range. The starting balance is detected from the history.
  • Report files – a Strategy Tester report saved as HTML or XML, or an account history report. Trades are rebuilt from the deals (entry commissions matched to their exits) and checked against the report's balance column; the initial deposit becomes the starting capital.
  • CSV trade lists – comma, semicolon or tab separated, any common number and date format, with or without a header.

Put files in MQL5\Files\EA_Robustness_Lab (or the common Files folder) and pick them with the arrows on the panel.

Monte Carlo – four methods

  • Shuffle order – the same trades in random order: how lucky was the real sequence?
  • Resample – trades drawn with replacement (bootstrap): the range of results the same edge could have produced.
  • Skip trades – a share of trades missed at random, as with downtime, filters or requotes.
  • Stress costs – resampling plus skipped trades plus a random extra cost on every trade (spread, slippage, commission), set per lot or as a share of the average trade.
  • Fan chart of the simulated equity paths (1–99 %, 5–95 %, 25–75 % bands, median) with the real path on top.
  • Confidence table at 50 / 90 / 95 / 99 %: final result at least, max drawdown up to (money and %).
  • Probability of ending in profit, probability of ruin at the drawdown you define, chance of 10 / 20 / 30 / 50 % drawdowns, 95 % losing streak, and where the real drawdown sits in the distribution.
  • Fixed random seed: the same inputs always give the same numbers. Re-run uses the next seed.

Walk-forward efficiency and stability

  • In-sample vs out-of-sample – split at the date your optimisation ended (or at a share of the history): trades, net, net per month, profit factor, win rate, average trade, Sharpe and drawdown side by side, and the walk-forward efficiency (out-of-sample profit rate ÷ in-sample rate).
  • Anchored walk-forward folds – each later window measured against everything before it, with WFE per fold.
  • Rolling profit factor and Sharpe over a window of trades, and the share of windows with PF above 1.
  • Result per time segment – an edge that faded shows at a glance.

Regimes

  • Results by direction, year, weekday and entry hour.
  • Volatility regime (ATR of the daily bar before entry, in thirds) and trend regime (above or below the 200-day average) from the symbol's own daily history – a strategy that only worked in one market condition is easy to spot.

Optimisation analysis

  • Reads the Strategy Tester's optimisation results exported to XML (complete or genetic runs, forward results too).
  • Heat map of any two inputs for profit, profit factor, recovery factor, Sharpe ratio, drawdown or trades; the best pass is framed.
  • Plateau or spike – the ten best passes with the average of their neighbouring passes and the share of profit they keep (plateau / slope / spike).
  • Sensitivity of the result to each input, and the share of profitable passes.
  • The number of passes feeds the Deflated Sharpe test automatically.

Live vs backtest

  • Choose the EA's backtest report as the baseline; the live trades come from the account history with your filters.
  • The live equity path is drawn inside the range the backtest makes likely for the same number of trades.
  • Percentile of the live result, z-scores of the average trade and win rate, live drawdown vs the 95 % backtest drawdown.
  • Verdict: CONSISTENT, WATCH or DETERIORATED.

The robustness score

Thirteen checks, each PASS / WARN / FAIL with the numbers behind it: sample size, edge significance (Probabilistic Sharpe Ratio with skew and kurtosis), Deflated Sharpe (number of tried variants), Monte Carlo profit, Monte Carlo drawdown, risk of ruin, extra costs (with the break-even extra cost per trade), dependence on the best trades, walk-forward efficiency, stability over time, regime consistency, parameter plateau and live vs backtest. Checks that do not apply are left out. Score = points earned ÷ points possible; verdict ROBUST, MODERATE or FRAGILE, or NOT ENOUGH DATA below your minimum number of trades.

Report and panel

  • Export report – one self-contained HTML page (score, every check, charts and tables) plus a CSV with the checks, statistics, Monte Carlo percentiles and the trade list, in MQL5\Files\EA_Robustness_Lab\Reports.
  • Native chart panel: dark and light themes, sharp at any screen scaling (100–300 %), movable and minimisable, settings remembered.
  • Seven languages: English, Deutsch, Español, Português, Русский, 中文, 日本語.
  • Statistics verified by unit tests against independent reference values.

Free demo

In the Strategy Tester there is no account history and no file access, so the demo runs on a clearly labelled example strategy (SAMPLE) with every tab working. On a live chart you can switch to the example at any time with the Example button.

Main inputs

Source, file name, magic numbers, symbol, comment, date range, starting capital; simulations per method, skipped trades %, extra cost (per lot or % of the average trade), ruin drawdown, random seed; in-sample end date or share, number of folds and segments, rolling window, share of best trades removed, number of tried variants; optimisation file, baseline file; language, theme, scale and panel position.

The tests describe how the supplied past trades behave under resampling, reordering, extra costs and time splits. They do not predict future results, and no tool can guarantee profits. Trading involves risk.

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MT5 to Telegram Signal Provider turns your trading account into a signal provider. Every trade action, whether manual, by EA or from your phone, is instantly sent as a message to Telegram. You can fully customize the format or use a ready-made template for quick setup. [ Demo ] [ Manual ] [ MT4 Version ] [ Discord Version ]     New: [ Telegram To MT5 ] Setup A step by step user guide is available. Key Features Ability to customize order details sent to subscribers You can create a tiered subs
RETAILBERG FOOTPRINT CHART PRO — Order-Flow Workspace for MetaTrader 5 Version 7.00  |  Professional System  |  31 tools  |  One chart A full 150-page illustrated User Manual is included. Please read the full manual to understand this feature packed footprint chart elements and ui. https://www.mql5.com/en/blogs/post/777982 DEMO / STRATEGY TESTER — PLEASE READ FIRST
Trader Evolution
Siarhei Vashchylka
5 (7)
" Trader Evolution " - A utility designed for traders who use wave and technical analysis in their work. One tab of the utility is capable of money management and opening orders, and the other can help in making Elliott wave and technical analysis. Manual (Be sure to read before purchasing) | Version for MT4 Advantages 1. Trading in a few clicks. Immediate and pending orders are available in the panel 2. Money management. The program automatically selects the appropriate lot size 3. Simplifies
DrawDown Limiter
Haidar Lionel Haj Ali
5 (23)
DrawDown Limiter v5.0 — Advanced Account Protection Controller DrawDown Limiter v5.0 is a client-side account protection controller designed to supervise your trading account and automatically react when configured risk, profit, news, schedule, rollover, or position limits are reached. It can monitor manual trades, automated strategies, multiple Expert Advisors, pending orders and floating positions from one dedicated chart. It can protect the complete account or be configured to supervise a spe
RS Trade Copier - the ultra-fast local trade copier with a real graphical interface. Stop typing account numbers manually. No more 200+ cryptic inputs. A reliable and flexible tool for copying trading operations between multiple MT5 and MT4 terminals. It suits experienced traders, signal providers, and individual investors. It enables trade synchronization from one or multiple Providers to one or multiple Clients with high precision and minimal latency. It supports simple automatic configuration
Trade Dashboard MT5
Fatemeh Ameri
4.94 (135)
Trade Dashboard simplifies how you open, manage, and control your trades, with built-in lot size calculation. It allows you to execute trades, manage risk, and control positions directly on the chart, with tools such as partial close, breakeven, and trailing stop. Designed to reduce manual work and help you stay focused on your trading decisions. A demo version is available for testing. Detailed explanations of features are provided within the MQL5 platform. Installation instructions are include
On-Chart Trade Assistant & Risk Management Panel Ergotick Trade Manager gives you a complete set of trading tools directly on your MetaTrader 5 chart: a trade panel with lot size calculator, visual R:R tool, and daily loss limit protection; a separate statistics panel that tracks your performance and past trades; and an economic calendar you can toggle with one click. Built for scalpers, day traders, and prop firm traders. Ergotick Trade Manager is fast , light on resources , and stable , so it
Zentral Trading Manager
Ray Zeanrik Parreno Fredeluces
5 (4)
Zentral Manager Your Command Center for Precision Trading — Now Stronger than Ever Take control of your trades like never before. Zentral Trading Manager is your all-in-one manual trading panel for MetaTrader 5 — built for scalpers, day traders, and serious strategy execution. Fully compatible with both Mac and Windows laptops. High-DPI safe. No more layout issues. Key Features (Latest 2025 Update): • One-Click Close – Instantly close Buy/Sell, winning/losing trades, or even half positions with
Master Your Trading Discipline   Stop losing your hard-earned gains to overtrading and emotional decisions. The Discipline Tool is your ultimate trading assistant, ensuring strict risk management in real-time. Key Protection Features: Advanced Drawdown Defense : Automatically halts trading if your daily drawdown exceeds a preset threshold (percentage or dollar amount). Real-Time Equity Lock : Safeguard profits by referencing peak equity, ensuring drawdown stays within control. Hard Profit Target
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Trend Signal Navigator EA – free companion EA for the Trend Signal Navigator indicator This EA trades the confirmed, non-repainting signals of the Trend Signal Navigator indicator automatically, with professional risk and trade management. It is free: you don't need to send a private message or wait for a "bonus EA". How it works Live and demo charts : the EA reads the signals, stop loss and targets of the Trend Signal Navigator indicator through iCustom (default path Market\Trend Signal Navigat
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Overview SR Confluence Pro is a professional MetaTrader 5 indicator for support & resistance and chart pattern analysis. It combines dual S&R engines (high-volume box engine + multi-timeframe pivot engine), automatic detection of 16+ classic chart patterns , and a confluence scoring system that rates how closely price structure and S&R levels align. Every zone is back-tested on the chart history — touches, bounces, breaks, false breaks and bounce rate are combined into a 0–100 strength score — a
A chart overlay indicator for traders who want a structured view of Smart Money Concepts, market structure shifts, order block patterns, fair value gaps, equal highs and lows, and key multi-timeframe price levels directly inside MetaTrader 5. BOS and CHoCH · Internal and Swing Structure · Order Block Finder · Input-Controlled FVG Colors · EQH and EQL · Premium and Discount Zones Product Overview SMC Price Action Patterns is designed to convert raw price action into a clear, visual market map. T
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Professional account protection for prop-firm challenges and funded accounts. It monitors drawdown, open risk, news windows, trading sessions, manual trades, profit targets, and challenge progress in real time, then warns, locks, de-risks, deletes orders, or closes managed exposure according to your rules. Two draggable on-chart panels — Economic Calendar and Performance Stats — keep news planning and account analytics on the chart without leaving MT5. Built for Prop-Firm Traders This EA does no
VoidFlow IFVG Trade Assistant Pro is a manual-first MetaTrader 5 trading panel for Inverse Fair Value Gap (IFVG) setups. It finds fair value gaps, confirms when price closes through them, scores every setup from 0 to 100, draws a complete trade plan and lets you place the order with one click and one confirmation. Automatic entries are available as an option you switch on yourself. Video walk-through: see the video on this page. Free demo: download it and run it in the Strategy Tester (the demo
ICT Market Structure Pro ICT Market Structure Pro is a Smart Money Concepts / ICT trading tool designed to automatically draw the most important structural and liquidity elements directly on the chart. The indicator helps traders read price action through an institutional lens by mapping market structure shifts, liquidity pools, order blocks, imbalances, premium/discount zones, and key ICT session windows in one place. It supports both single-timeframe and multi-timeframe analysis modes, with a
Trade Assistant Risk Calculator is an all-in-one floating trading panel (Expert Advisor) designed for professional manual traders on MetaTrader 5. It combines Visual Chart Trading , Automatic Risk Calculation , and Advanced Position Management into a single, compact interface. Stop calculating lot sizes manually. Stop guessing your Risk:Reward ratio. Simply drag lines on the chart, and the EA calculates the exact lot size to match your risk percentage, equity, or money target. Important Notes Th
Trade Assistant Risk Calculator is an all-in-one floating trading panel Expert Advisor for MetaTrader 5, built for professional manual traders. It combines visual chart trading , automatic risk calculation , and advanced position management in one compact interface. Stop calculating lot sizes manually. Stop guessing your Risk:Reward ratio. Drag the planning lines on the chart and the EA calculates the exact lot size for your selected risk percentage, equity, fixed-money risk, or fixed-lot workfl
MT5 Indicator · All Markets · Non-Repainting Signals · Entry / SL / TP1-TP3 · MTF + Scanner Momentum Pulse colors every candle by the real momentum behind it, not by price alone. Each bar is scored on five dimensions and placed in one of nine strength states . On top of that you get buy/sell signals with Entry, Stop Loss and three Take Profit levels , a multi-timeframe bias dashboard , a multi-symbol scanner , a forward test of every past signal with win rate and profit factor, and a risk-based
Supertrend core · 11 click-to-toggle confirmation filters · Multi-timeframe trend dashboard · Entry / SL / TP1-TP3 levels · Higher-timeframe filter · Trend cloud · 5,000-bar performance simulation with profit factor & drawdown TrendGuard Pro is a professional-grade MT5 scalping indicator that fortifies every entry signal with up to 11 independent confirmation filters . False breakouts are systematically eliminated before an arrow ever appears on the chart, letting you trade only the highest-pro
ICT Market Structure EA ICT Market Structure EA trades fair value gaps in the direction of market structure, only inside the ICT Silver Bullet hours, and only when the H4 and D1 structure agree. One EA on one chart trades a whole portfolio — by default EURUSD, XAUUSD, USTEC and US500 . Its higher-timeframe context uses the same detection code as the indicator ICT Market Structure Pro (swings, BOS / CHoCH, order blocks, FVGs, premium / discount). The default portfolio and settings were checked wi
Price Action 10 Setups EA Price Action 10 Setups EA automates ten classic bar-by-bar price-action setups — the patterns that discretionary price-action traders consider the most reliable: major trend reversals, final flags, breakouts, High 2 / Low 2 pullbacks, wedges, channels, measured moves, trading-range reversals, opening reversals and magnet (breakout) tests. Every setup is a fully coded rule set with a precise entry, stop and target, so the EA trades the patterns the same way every time. O
MACD Divergence Radar EA MACD Divergence Radar EA trades MACD divergences automatically. It uses the same signal engine as the indicator MACD Divergence Radar Pro — price pivots compared with the MACD histogram (OsMA) or the MACD main line, regular and hidden divergences, bullish and bearish — and turns every freshly confirmed divergence into a trade with a stop beyond the divergence pivot and a fixed reward-to-risk target. One EA on one chart can trade a whole portfolio; by default EURUSD, GBPU
TrendGuard Pro Auto EA is a fully automated trend-following Expert Advisor built on the TrendGuard Pro signal engine. It enters when the Supertrend flips and the confirmation filters agree, protects every trade with an ATR stop loss, can bank profits in steps at TP1 / TP2 / TP3, lets winners run with an ATR trailing stop, and exits on the opposite signal. It trades the chart symbol, or a whole portfolio of symbols from one chart, and is controlled from an interactive on-chart dashboard. Signal e
Price Action 10 Setups Indicator Price Action 10 Setups Indicator finds ten classic bar-by-bar price-action setups on your chart and turns every one of them into a complete trade plan: entry, stop loss and target , drawn on the chart, tracked bar by bar and summarised in a modern dashboard with per-setup statistics, a multi-symbol scanner and alerts. The detection is the same code as in Price Action 10 Setups EA (the automated version on the MQL5 Market): the indicator shows a signal exactly whe
Momentum Pulse EA trades the signals of the Momentum Pulse indicator automatically. The complete Momentum Pulse signal engine is built into the EA: every closed bar is coloured in one of nine momentum states, and a change of state becomes a buy or sell signal with its own Entry, Stop Loss and three take-profit levels. The EA takes those trades with risk-based position sizing, banks profit in steps at TP1 / TP2 / TP3 and manages the rest with breakeven and an ATR trailing stop. One chart can trad
Harmonic patterns with an honest track record. The indicator finds Gartley, Bat, Alt Bat, Butterfly, Crab, Deep Crab, Shark, Cypher, 5-0 and AB=CD patterns on your chart and on dozens of symbols and timeframes at once, draws the XABCD shape with its Potential Reversal Zone (PRZ) and Fibonacci ratios, gives entry, stop loss and three targets, and shows how often each pattern actually worked on each symbol: PRZ hold rate, TP1 and TP2 hit rate and average result in R , measured with exactly the sam
Currency Strength Matrix measures the strength of the 8 major currencies from all 28 pairs , plus gold and any indices you add, and shows it three ways on one chart: a multi-timeframe heatmap (M5 to D1), strength lines in a sub-window, and an automatic strongest-vs-weakest pair picker . Click any cell or pair and the chart switches to it. Closed bars never repaint, and the indicator shows you how its own picks behaved on the history you have loaded. How strength is measured Each currency is comp
Bitcoin Trend Rider EA Bitcoin Trend Rider EA is a trend-following and volatility-breakout Expert Advisor for BTCUSD , ETHUSD and other crypto CFDs. It stays out of sideways and dead markets, enters only when a trend is confirmed, puts a hard ATR stop on every order and lets winning trends run with a chandelier trailing stop. No grid, no martingale, no averaging down, no hedging tricks. Everything is visible: every input is in the Inputs window, the ready-made setups are listed below, and the lo
Gold Edge Portfolio EA trades XAUUSD with six independent, simple strategies at the same time . Each engine has its own on/off switch, its own magic number and its own risk per trade, and every trade is placed with a hard stop loss . There is no grid, no martingale, no averaging and no hedging — one position per engine at most. What makes it different is transparency : a dashboard on the chart shows the live state and the real statistics of every engine — trades, win rate, profit factor, net pro
Session Breakout Portfolio EA A session-range breakout portfolio for gold, the Nikkei and the yen, traded from one chart. Every market has a quiet session and an active open. The EA builds the range in the quiet session (Asian range, pre-open or opening range), in the exchange's own time zone with automatic daylight saving, and trades the breakout at the active session open with OCO stop orders. One stop-protected trade per market per day. No grid, no martingale, no averaging. Default portfolio
Trend Signal Navigator – trend, signals, targets and honest statistics in one indicator Trend Signal Navigator is an all-in-one trend signal system for MetaTrader 5. It shows the trend direction and regime, gives confirmed non-repainting BUY/SELL signals with an adaptive stop loss and three take-profit targets , marks reversal zones and key levels, and measures how its own signals performed on your chart in a live statistics panel. No hidden rules: every number in the panel can be re-counted fro
Evening Cross MeanReversion EA — Institutional Multi-Pair FX Cross Mean-Reversion Portfolio Evening Cross MeanReversion EA is a professional, non-grid, non-martingale multi-currency mean-reversion Expert Advisor engineered for the post-London evening session and the calm Asian liquidity window. By attaching the EA to a single M15 chart (for example, EURNZD M15 ), it simultaneously monitors and trades up to 8 liquid FX cross pairs ( EURNZD, GBPCAD, GBPJPY, AUDNZD, GBPCHF, EURCHF, GBPAUD, EURCAD )
EA Performance Ledger shows what every Expert Advisor on your account really earns. MetaTrader shows one balance for the whole account; when several EAs, manual trades and copied signals share it, you cannot see which one carries the account and which one drains it. The Ledger reads the account history, rebuilds every closed position and splits the results by EA, symbol, strategy tag, direction and manual vs automated trading, in one clear dashboard. Read-only. The Ledger never places, modifies
Local Trade Copier Pro copies trades between MetaTrader 5 terminals running on the same Windows PC or VPS . One EA, two modes: run it as Master on the account that trades and as Receiver on every account that should follow. Positions, pending orders, SL/TP changes, partial closes and closes are copied within a few hundred milliseconds including the broker's execution (median 333 ms in our live test), through the terminals' shared Common Files folder: no DLL, no internet connection, no extra soft
Currency Strength Matrix EA — Strength Exhaustion on all 28 FX pairs Currency Strength Matrix EA measures the strength of the 8 major currencies ( EUR, GBP, AUD, NZD, USD, CAD, CHF, JPY , optionally plus gold) from all 28 currency pairs on three timeframes, and trades the moment when the strongest and the weakest currency are stretched too far. It is the automated companion of our Currency Strength Matrix Pro indicator and uses the same strength engine. Attach it to one chart (any symbol, any ti
Turn your MT5 account into a signal channel. TradeCast posts every trade action of your account to up to three Telegram channels, groups or private chats: new trades, pending orders, stop-loss and take-profit changes, breakeven, partial and full closes with the result in money, pips and R , a chart screenshot, and daily, weekly and monthly performance summaries. Trades opened by hand, by any Expert Advisor or from the MT5 mobile app are all detected, because TradeCast watches the account itself.
Custom Charts Pro builds seconds charts (S1 … S3600, any value), Renko , Range bars and Tick charts as real MetaTrader 5 custom symbols, from your broker's real ticks . It fills the history first, then keeps every chart updated live, for as many symbols and chart types as you like, from one control panel. The generated charts are normal MT5 charts: your indicators, templates, drawings and Expert Advisors work on them, and so does the Strategy Tester . Chart types Seconds : bars of N seconds (S1,
Volume Profile OrderFlow Suite puts volume profiles, VWAP and tick order flow on one MetaTrader 5 chart, with one panel. It also measures how price actually reacted at the profile levels on your symbol, so you can see from your broker's own data whether a level has been worth watching. The panel always shows which data is used. Forex and CFD symbols in MT5 only have tick volume (the number of price changes), so on those symbols the buy/sell side is an estimate. Symbols with exchange trades use r
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