Loading a report on the Analyzer

The Analyzer provides complete and thorough analyses of backtests or demo/live trading, performed in MetaTrader4. To view the analysis, the corresponding MetaTrader4-generated report must be loaded.

There are some options to load the analysis of several reports at the same time. Individual open starts a different tab for any selected report, containing its analysis, whereas multiple open shows on only one tab the analysis of all the trades combined from the selected reports.

Showing analysis from pips or currency

By means of two buttons on the toolbar we can choose to perform the analysis either from the pips or the actual money earnt or lost by the trades. By default, the analysis are calculated from pips.

System evaluation and statistical summary

On the left-hand section a general evaluation of the system is provided, calculated as a 10-based mark (the higher the better). This mark is computed from three partial marks based on the KRatio, Expectation and Drawdown performance metrics, which can also be viewed. In addition, the obtained profit and a statistical summary of the operation are shown, as well.

Analysis graphs

Balance graph

On the right-hand section we can select several tabs containing graphs which help us understand the analyses. These are: the balance graph; distribution graphs of the trades with respect to different temporal measures, the traded market and the symbols; and, only in the case of having opened a multiple analysis, the correlation table among the different selected systems.

Montecarlo graph

Along with the analyses, the Analyzer always performs a Montecarlo simulation from the provided operation. We can view the simulation graph by clicking on the Montecarlo tab.

Involved analysis

Summary

On the bottom of the screen the results of all the analysis are shown in depth, there being several tabs to choose. The summary tab shows every calculated statistic, divided into several sections. The account history contains information of all the executed trades. The summary by symbol, as its very name induces to think, shows a statistical analysis by traded symbol.

Montecarlo results

Within the last tab we can see the results of the Montecarlo simulation for several confidence levels.