Tras Walewein Daly Van Den Broecke / Perfil

EA developer with 5+ years on MT5. I post here on topics that come up when actually running EAs day to day, usually with working MQL5 code attached rather than just theory.

I build Strategy Lab (strategy-lab.co), a cloud analytics platform for MT5 algo traders. Upload a Strategy Tester HTML report or connect a live EA, and the platform computes the risk adjusted metrics most traders never get around to building themselves: Sortino, Burke, Calmar, Omega, deflated Sharpe, VaR and CVaR, with per strategy deep dives and regime breakdowns.

Strategy Lab can also split combined EAs into their underlying components. If your EA runs multiple sub strategies internally (different entry logic per session, several symbols, layered timeframes), the platform breaks the results apart and analyses each leg separately. A blended equity curve hides which strategy is actually pulling its weight. Splitting is usually where the real insight comes from.

For multi EA portfolios there is pairwise correlation across magic numbers, currency exposure aggregation, and Monte Carlo portfolio simulations. A CUSUM edge decay detector flags strategies drifting from their backtest distribution before the drawdown makes it visible, and a live versus backtest dashboard runs continuously to confirm the live distribution still matches what the tester showed.

Interested in trying it? My seller page has the details.

Always happy to talk shop. Drop me a message if there is something specific you want to dig into.