How to Analyze MetaTrader Backtests with AUTOSTRAT

From MT5 backtest to clear insights in 4 simple steps.
No installation. No complicated setup. Just upload and analyze.

STEP 01

Upload Your Backtest

Export your MT5 backtest results as XLSX and upload them to AUTOSTRAT. We support MetaTrader 5 backtest formats.

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Supports MT5 XLSX formats
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STEP 02

AI Analysis

Our AI analyzes 50+ key performance indicators, detects risk patterns, and evaluates strategy robustness.

50+ KPI extraction and analysis
Risk pattern detection
Stability assessment
Deep performance insights
STEP 03

Get Clear Results

View color-coded metrics, your AUTOSTRAT Score (0-100), and detailed AI reports explaining strengths and weaknesses.

Color-coded KPIs (good/warning/risky)
AUTOSTRAT Score (0-100)
AI-generated insights
Red flags and strengths highlighted
STEP 04

Compare & Decide

Compare multiple backtests side by side to find the best strategy for your trading system.

Side-by-side comparison
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Export and share reports

Example Metatrader EA

XAUUSD • M15 • MT5
Source: MT5_StrategyTester_Data.xlsx

Analyzed

AUTOSTRAT Score

93

Total Trades

456

Profit Factor

2,34

Expected Payoff

24,65

Equity DD Max %

8.5%

Recovery Factor

3,12

Sharpe Ratio

12,56

AI Diagnosis

AI-assisted analysis
  • Across 456 closed trades the strategy produced a net profit of 11,240.50 on a starting balance of 3,400.00, a return of roughly 330%.
  • The maximum balance drawdown stayed at 162.92 (4.76%), while intra-trade equity drawdown peaked at 289.40 (8.50%).
  • Win rate is 65.35% with an average winner of 65.37 against an average loser of -52.15, giving a profit factor of 2.34.

Performance & Risk

Initial Deposit ($)

3.400

Profit Factor

2,34

Balance DD Absolute

148,20

Equity DD Absolute

264,10

Gross Profit (+)

19.480,20

Expected Payoff per Trade

24,65

Balance DD Max

162,92

Equity DD Max

289,40

Gross Loss (-)

-8.239,70

Recovery Factor

3,12

Balance DD Relative %

4.8%

Equity DD Relative %

8.5%

Net Profit (=)

11.240,50

Margin Level %

1842.0%

Trades & Stability

Total Trades

456

Total Deals

912

Long Trades Won

241

Short Trades Won

215

Profit Trades %

65.3%

Largest Profit Trade

412,80

Average Profit Trade

65,37

Max Win Streak

9 (742.10)

Loss Trades %

34.6%

Largest Loss Trade

-186,40

Average Loss Trade

-52,15

Max Loss Streak

5 (-284.10)

Avg Win Streak

3

Avg Loss Streak

2

Quality & Statistics

Sharpe Ratio

12,56

Z-Score

2,14

History Quality %

100%

OnTester Result

0

LR Correlation

0,96

LR Standard Error

184,22

AHPR

1,002

GHPR

1,002

Bars

184.320

Ticks

42.918.556

AUTOSTRAT KPI

Avg Profit per D/W/M/Y

D: 10,26W: 71,82M: 312,24Y: 3.746,83

Drawdown Efficiency Ratio

3,88

Risk-Adjusted Daily Return

1,212

Equity Stability Score

0,874

Drawdown Asymmetry Index

0,56

Tail Dependency Ratio

0,31

Profit Concentration Ratio

18.4%

Strategy Stress Index

24,60

Median Time to Recovery

9d

Max Time to Recovery

34d

Median Trade Duration

3h 12m

Longest Trade

1d 2h

Performance Evolution

Balance Curve

Apr 23Jul 23Oct 23Jan 24Apr 24Jul 24Oct 24Jan 25Apr 25Jul 25Oct 25Dec 253.0004.0005.0006.0007.0008.0009.00010.00011.000

Monthly PnL(36 months)

YrJanFebMarAprMayJunJulAugSepOctNovDecΣ
2023
+288
12 Trades
+214
11 Trades
-96
13 Trades
+342
12 Trades
+261
14 Trades
+148
10 Trades
+312
13 Trades
-64
12 Trades
+236
11 Trades
+318
14 Trades
+190
12 Trades
+254
11 Trades
+2.403
145 Trades
2024
+306
13 Trades
+228
12 Trades
+118
11 Trades
+364
14 Trades
+282
13 Trades
+166
10 Trades
+338
13 Trades
-48
12 Trades
+254
12 Trades
+346
14 Trades
+212
12 Trades
+276
12 Trades
+2.842
148 Trades
2025
+324
13 Trades
+246
12 Trades
+132
12 Trades
+388
14 Trades
+298
13 Trades
+182
11 Trades
+356
13 Trades
+74
12 Trades
+268
12 Trades
+372
14 Trades
+226
12 Trades
+294
12 Trades
+3.160
150 Trades
Σ
+918
38 Trades
+688
35 Trades
+154
36 Trades
+1.094
40 Trades
+841
40 Trades
+496
31 Trades
+1.006
39 Trades
-38
36 Trades
+758
35 Trades
+1.036
42 Trades
+628
36 Trades
+824
35 Trades
+8.405
443 Trades

Monte Carlo Simulation

Risk simulation from 456 reconstructed trades · 10,000 paths

Block Bootstrap
Return %

Median Final Balance

13.860,00

from 3.400

Median Max DD (Balance)

9.8%

P95 (tail risk): 16.4%

Prob. Below Start

2.1%

Drawdown Exceedance Risk

DD ≥ 10%

48.2%

DD ≥ 15%

14.1%

DD ≥ 20%

3.8%

DD ≥ 25%

0.9%

DD ≥ 30%

0.2%

072144216288360432Trade Step2.0K4.0K6.0K8.0K10.0K12.0K14.0K16.0K18.0K20.0K
P50 Median
P25 / P75
P5 / P95
Percentile bands

Final Balance Distribution

7200.010000.012800.015600.018400.021200.003006009001200

Max Balance DD Distribution

3.0%6.6%10.2%13.8%17.4%21.0%24.6%03006009001200

Backtest Details

Platform

MT5

Symbol

XAUUSD

Timeframe

M15

Expert

M-ORB_v2.14

Period From

Jan 2, 2023

Period To

Dec 31, 2025

Currency

USD

Created

Sep 24, 2026

Platform Features

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Strategy Optimization

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AUTOSTRAT Score

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Why Use AUTOSTRAT for MetaTrader Backtest Analysis?

Built specifically for MT5 algo traders who need clarity

AI-Powered Analysis

Advanced AI models analyze your backtests to find patterns, risks, and opportunities that are easy to miss in raw MT5 data.

Risk Detection

Identify overfitting, curve fitting, insufficient data, and other red flags before going live with your strategy.

Clear Scoring

Get a reliable 0-100 score for each backtest, making it easy to compare strategies and find the best performers.

Save Time

Stop spending hours analyzing MT5 reports manually. Get instant, clear insights and focus on what matters.

Who Uses AUTOSTRAT MetaTrader Backtest Analysis?

From developers to traders, AUTOSTRAT helps everyone who tests strategies seriously

EA Developers

Test and validate your Expert Advisors before release. Find weaknesses early and improve strategy robustness.

Algo Traders

Compare optimization results and parameter sets. Find the sweet spot between performance and stability.

Strategy Testers

Evaluate multiple strategies quickly. Identify which ones deserve live testing and which should be discarded.

What You Get with Every MT5 Backtest Analysis

AUTOSTRAT Score (0-100) based on performance, risk, and stability
50+ KPIs color-coded (green = good, yellow = warning, red = risky)
AI-generated report highlighting strengths and red flags
Risk pattern detection (overfitting, curve fitting, insufficient data)
Recommended next steps for improving your strategy
Full access to all raw metrics and technical details
Comparison tools to evaluate multiple backtests side by side

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