RMT Strategy Health Monitor

RMT Strategy Health Monitor reads the closed trades of one EA, or of your manual trading, from the account history and tells you whether the recent run is still consistent with that strategy's own earlier trades. It resamples the baseline inside the terminal and shows where the recent result falls. Read-only.

The problem it solves

Every strategy has losing runs. The hard question while one is happening is whether it is a normal bad patch or the strategy has stopped working. Looking at the equity line does not answer it. This tool puts a number on it: of thousands of runs of the same length drawn from the strategy's own baseline trades, how many did as badly as the recent one?

What it shows

• Baseline and recent run side by side: number of trades, win rate, profit factor, net result, result per trade, largest drawdown and longest losing streak.
• The range the baseline would produce for a run of that length: 1 %, 5 %, median and 95 % of the net result, and median, 95 % and 99 % of the drawdown.
• Where the recent run falls in that range, and a verdict: WITHIN_BASELINE, WATCH (lowest 5 % by default) or OUTSIDE_BASELINE (lowest 1 %).
• NOT_ENOUGH_DATA when there are too few trades to say anything.

How to use it

Attach it to any chart. Choose the magic number of the EA to watch (or 0 for manual trades, or all), optionally one symbol, and the history window. By default the first half of the trades is the baseline and the second half is the recent run; you can fix the baseline to the first N trades. Algo Trading is not required.

One result is counted per closed position, including swap, commission and fees. Positions still open are not counted. The same trades and the same seed always give the same numbers.

What it is not

• It sends no orders and changes nothing. There is no trading function in it.
• It is a statistical comparison of past trades, not a prediction. A WITHIN verdict does not mean the strategy will keep working; an OUTSIDE verdict does not prove it is broken.
• It compares money results, so a change of lot size between the baseline and the recent run distorts the comparison.
• Resampling treats trades as independent; strategies with clustered results swing more than the resampled range.
• With "all trades" it can mix several strategies; the panel warns when the counted trades carry more than one magic number. Watch one magic at a time.
• It does not read Strategy Tester reports. It works on the trade history of the account it is attached to.

Requirements

MetaTrader 5, trade history available in the terminal. Tested on hedging accounts; netting accounts are not certified. No DLLs, no WebRequest.

Leveraged trading involves risk of loss.