Strategy Ledger

A read-only performance dashboard that tells you which of your EAs actually makes money.

Short description

If you run more than one Expert Advisor, MT5 gives you one number: the account balance. Strategy Ledger breaks that number apart. It reads your account history, reconstructs every closed position, groups them by the EA that opened them, and shows you a single screen of per-strategy P&L — realised and floating, side by side.

It never places, modifies or closes a trade. It cannot.

What it does

Strategy Ledger sits on its own chart and reads two things: your closed trade history and your open positions. From those it builds a two-level table.

The top level is an EA. Expand it and you see the individual strategies inside it. Expand one of those and you get the full metric panel for it: expectancy, payoff ratio, worst losing streak, drawdown, cost drag, monthly bars and a per-symbol breakdown.

Every figure carries your account currency and two decimals. Everything updates once a second.

Why the numbers are different from other panels

It counts positions, not deals. Most panels treat every closing deal as a trade. An EA that scales out of one position in six parts therefore logs six trades, six wins, and six entries in the drawdown calculation. Strategy Ledger groups deals by POSITION_ID and books one closed trade only when the closing volume matches the opening volume. Trade counts, win rate, expectancy and streaks are all measured on positions.

It identifies a strategy by magic and comment. Many EAs run a dozen strategies under a single magic number and tell them apart only by the order comment. Keying rows on magic alone merges unrelated strategies into one line and attributes open positions to the wrong one. Strategy Ledger keys each row on the magic number plus the comment its opening deal carried.

It takes the magic from the opening deal. Some brokers and EAs don't stamp the magic on the closing deal, which silently pushes those trades into the wrong row or into "manual".

It reconciles. The footer compares deposits plus every realised result against your real account balance. If it doesn't say "reconciled", the panel tells you by how much it disagrees.

This build was verified against a full MT5 trade history report on a live account with 4,793 closed positions across 48 magic numbers: every position matched, and the net figure matched to the cent.

Key features

Per-EA and per-strategy P&L Realised and unrealised kept strictly apart, in every row and every total.

Statistical verdicts, not just numbers Each strategy gets a plain-English judgement built from its own statistics: a t-test on per-trade returns, System Quality Number with a grade, a Monte Carlo drawdown estimate from 600 shuffles of the trade order, an edge-decay test comparing recent results against earlier ones, and cost drag as a share of gross profit. Rule-based and deterministic, so you can always trace why it said what it said.

Badges that do the reading for you UNPROVEN when there are too few trades to judge. NOT SIGNIFICANT when a profit could still be luck. LOSING , DECAYING , DD BREACH when the current drawdown has gone past what 95% of shuffled histories stay within, IDLE 42D , 3 OPEN .

Organise it your way Names are learned from deal comments automatically. Tick several strategies and press G to fold them into one EA. Drag a strategy onto an EA. Click a name to rename it. X hides a row and removes it from every total. Everything you change is saved and reloaded next time.

Periods that make sense Month to date, year to date, 30 / 90 / 365 days, all history, or a custom range picked from a calendar. Choose whether a position belongs to a period by its open time or its close time.

Audit export One button writes a CSV of every closed and open position for the selected period, with magic, comment signature, EA, symbol, lots, gross, cost, net and deal count — plus a cross-check against an independent recount taken straight from the deal history. Diff it against your MT5 report whenever you want to verify the panel rather than trust it.

Day and night themes, scrolling, a resizable panel, and a full CSV export of every metric.

It will not slow your terminal down

• OnTick() is empty. Ticks cost nothing.
• No trading functions are called anywhere in the code. It is read-only by construction.
• No indicators are created, no prices are read.
• Everything is drawn to a single bitmap, not to hundreds of chart objects.
• History is re-read only when a deal is added to the account.

Attach it to its own chart on any symbol and any timeframe.

Requirements

• MetaTrader 5, hedging or netting accounts
• No DLLs, no external dependencies, no internet access
• Works on live and demo accounts

For a complete picture, load your full history in the terminal (History tab → right-click → All history) before first use. The panel can only account for deals your terminal actually holds; if part of your history is missing, the reconciliation line in the footer will tell you.

Honest limits

• Realised P&L is booked when a position closes. A position opened in March and closed in July counts as July unless you switch the period basis to open time.
• A position that is still open contributes only floating P&L. If it has been partially closed, that realised part is counted when the position finally closes — which is why the reconciliation figure may sit a few units away from zero while such a position is live.
• If an EA writes a different comment on every trade (a ticket number, a price), each variant becomes its own row. Pure numbers and order references are stripped automatically, but unusual comment schemes may need manual grouping.
• Drawdown is measured on closed trades. Floating loss on an open position does not appear in a strategy's drawdown until it closes.

Support