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Compare MT4/MT5 reports

Compare return, drawdown and stability across up to five strategies. Files stay in your browser until you explicitly save them.

HOW TO COMPARE STRATEGIES

Compare the path to the result, not just final profit

The same return can hide very different drawdowns, recovery times and dependence on a few strong months. The comparison tool puts each report into the same structure and shows those differences side by side.

Return and risk

Compare total return, maximum Balance DD, reported Equity DD and Recovery Factor.

Consistency

Review profitable-month share, worst month, Profit Factor, win rate and closed trade count.

Common period

Switch from full histories to their overlapping date range for a more comparable test.

Diversification

A monthly-return correlation matrix reveals strategies with similar historical behavior.

METHODOLOGY

How the comparison is calculated

01

Normalization

Return curves start at 0%, so a larger initial deposit does not dominate the visual comparison.

02

Two date scopes

Full history preserves every report’s data. Common period keeps only the overlapping range and rebases performance at its start.

03

Monthly correlation

The coefficient is calculated pairwise across matching calendar months. At least three shared months with changing results are required.

Important limitations

  • Past backtest results do not guarantee future returns.
  • A short shared history makes stability and correlation conclusions less reliable.
  • Low historical correlation does not rule out simultaneous losses during a stressed market period.
FAQ

Report comparison questions

Which files can I compare?

HTML and HTM reports from MetaTrader 4 and MetaTrader 5, including Strategy Tester and supported account history reports.

How many reports can I add?

You can compare between two and five reports at once.

Are my files uploaded?

Source files are parsed locally in your browser until you explicitly save. Saving to the private library requires sign-in.

Can I compare different initial deposits?

Yes. Percentage curves are normalized to 0%, while monetary metrics remain labeled with each report’s currency.

What is the difference between full and common period?

Full period uses every strategy’s complete history. Common period keeps only dates covered by all selected reports.

Can I share the result?

After sign-in, save the comparison and publish a separate read-only snapshot with privacy controls.

Backtest Lens · Report Comparison MVP Backtest results do not guarantee future returns.