Backtest Lens
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BACKTEST LENS TOOLS

Tools for evaluating trading strategies

Choose the job you need to complete. Every page explains a focused workflow and includes a working MetaTrader report upload.

COMPARE

Compare MT4/MT5 Reports

Compare up to five strategies by return, drawdown, Recovery Factor and correlation.

Open tool → MT4

MT4 Backtest Analyzer

Analyze drawdown, trades, streaks, monthly returns and EA behavior.

Open tool → MT5

MT5 Report Analyzer

Review Strategy Tester and account history HTML reports.

Open tool → DRAWDOWN

MT5 Drawdown Analyzer

Compare Balance DD, reported Equity DD, underwater duration and recovery.

Open tool → TIMING

EA Trading Hours Analyzer

Break results down by entry hour, exit hour, weekday and instrument.

Open tool → MAGIC

MT5 Magic Number Analyzer

Separate EAs on a mixed account and recalculate strategy-level performance.

Open tool → STABILITY

Backtest Stability Analyzer

Review monthly consistency, OOS periods, concentration and Equity Stress.

Open tool → PORTFOLIO

Combine MT5 Backtests

Align strategy trades and measure combined return, drawdown and allocation.

Open tool → PORTFOLIO

Strategy Portfolio Analyzer

Analyze correlation, Equity Stress, OOS stability and Pareto variants.

Open tool → LIVE MT5

MT5 Live Account Monitoring

Track Balance, Equity, positions, deals and share a read-only page.

Open tool → MT5 HISTORY

MT5 Account History Analyzer

Separate deals, cashflows, symbols, directions and Magic numbers.

Open tool → CORRELATION

EA Correlation Analyzer

Compare overlapping monthly returns and duplicated portfolio risk.

Open tool → COMPARISON

QuantAnalyzer Alternative

Compare a browser-first workflow for reports, portfolios and live MT5.

Open tool →
BACKTEST LENS

Start with an MT4 or MT5 HTML report.

Go to report upload