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I am looking for a tool that can merge up to 10 MT5 backtesting strategy reports. This tool can be written in any language that is most convenience to you. The tool must then provide the following results of the combined reports.
1) Gross Profit
2) Gross Loss
3) Total Net Profit
4) Total Trades
5) Largest profit trade
6) Largest loss trade
7) Number of Short trades (won %)
8) Number of Long trade (won%)
9) Number of profitable trades (% of total)
10) Number of loss trades (% of total)
11) Average Profit Trade
12) Average Loss Trade
13) Absolute Drawdown – Absolute drawdown is the difference between the initial deposit and the smallest value of balance within testing: AbsoluteDrawDown = InitialDeposit – MinimalBalance
14) Maximal Drawdown – The highest difference between one of local upper extremes of the balance graph and the following lower extremes: MaximalDrawDown = Max of (Maximal Peak – next Minimal Peak)
15) Maximum drawdown duration also known as "Underwater Period" = drawdown period + recovery period. See attached files on this calculation.
Also The linechart of the combined portfolio performence and each pair with the exact EA setup that was used for it.
The tool will import several html files generated from expert testing. The output file can be in CVS text format.
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