Portfolio Lab – MetaTrader 4/5 backtest and EA portfolio analyzer

Analyse your backtests and your live results, and build the best portfolio of strategies.

Import your MT5 backtest reports and analyse each strategy.
Combine them into portfolios: curve, drawdown, Profit Factor, Sharpe…
Correlation matrix, results calendar and position list.
Your live EAs too, if your accounts send their data to FX Live.

This tool needs a large screen and a mouse to be comfortable. Open it on your computer.

From To

What's new in Portfolio Lab

v2.0 October 24, 2026

Live vs Backtests vs Signals vs Brokers: a new tab compares, position by position, an EA (your live trades), a backtest or a signal, whatever you pick on the left and right. Positions are paired automatically (same symbol, same direction, time offset detected) and compared at equal lots.
One grade, four checkpoints: an A-to-E grade and four checkpoints in green, orange or red — matched positions, result gap, execution cost, open delay — with “Why this grade” and a reliability tag when the sample is small. The two curves show in colour when and by how much they diverge.
Your best broker: same EA on several accounts? One account on the left, another on the right, and the By account tab ranks them from most to least faithful.
Every trade side by side: entry and exit prices, gaps and P/L on both sides, trades taken on one side only; compact prices with details on hover, and a button to pick the columns.
Live signals: MQL5 signals sync in two clicks from their page (“Update all” at once); Myfxbook exports, received by email, are recognised on import, tagged in orange and updated from a file.
Strategy library grouped by backtest and signal, expandable like your EAs; tooltips on every column header; click an account name to select it alone.

v1.8 October 21, 2026

Live Signals (coming soon): the “Live Signals” button of the Signals tab previews the next feature: import and update your MQL5 signals in one click, from their page, with no file to download (FX Live members). Signals already show trades, PF, RF, Win % and last trade date.
Signals tab: real trade histories are now kept apart from backtests. The bottom area has the Backtests, Signals, Strategies, Portfolios and My EAs tabs; in the strategy library, a blue tag marks the strategies that come from a signal.
An account history becomes a signal: drop the history of an MT4 / MT5 account (terminal report, broker statement as .eml) or a Myfxbook or MQL5 export. The Lab turns it into a signal, one strategy per magic number, without creating an account: ideal to analyse the history sent by an EA creator. For one of your own accounts, a checkbox imports it into your FX Live space instead, as before.
Live, Demo, Prop in My EAs: buttons next to the filter choose the accounts counted in your EAs. By default, your live accounts only: demo and prop firm accounts no longer skew the statistics of an EA that also runs on them. Tick Demo to see them, or open the Accounts column to compare a live and a demo account side by side.
Import several files: drop several backtest reports and trade histories at once, or a folder with one subfolder per backtest (report, logs and .set files). One row per file with its type, Backtest or Signal to change if needed, then its result; a failed file does not stop the others.
File type recognised on import: the Import button recognises the dropped file (tester report, account history, signal) and suggests Backtest or Signal, one click to change it if needed.

v1.7 October 15, 2026

Curves by account: next to "By strategy" and "By symbol", the curves menu draws one curve per account. Running the same EA at several brokers? Compare their execution. Backtest positions form a "Backtests (no account)" curve.
Choose the accounts of an EA that trades on several accounts: in My EAs, its Accounts column opens one row per account, with its statistics, to tick one by one; in the Positions tab, a menu filters the accounts shown.
All-time highs (ATH): a small blue dot marks each new high of the portfolio curve, and the tooltip gives the gap to the last high (signed-in members).

v1.6 October 11, 2026

Import the history of your live accounts: drop into the Lab the history report of an MT5 account ("Trade History Report"), the detailed statement of an MT4 account, the statement your broker sends by e-mail (.eml) or the Myfxbook export of an account (.csv). The Lab recognises the file and turns it into an FX Live account, with its statistics, detail page and EAs, to compare with your backtests. A free account is all it takes.
Accounts without the EA: handy for a closed account, a prop firm account or an account where the Stats Export EA is not installed. If the EA takes over later, it completes the same account without counting anything twice. Same entry from the My accounts page, "Import a history" button.
Third-party signals: a Myfxbook system report or an MQL5 signal export (.csv) becomes a strategy in the library, to compare a creator's signal with its backtests and with your live results.
Rename a package: in the Package library, the "⋮" button at the end of the row offers Rename and Delete. Type the new name straight into the row (Enter to confirm, Esc to cancel); it follows everywhere: Strategy library, chart, saved portfolios.

v1.5 October 8, 2026

Breakdown by symbol: an EA or a strategy that trades several symbols shows how many in the new Symbols column. Click it to open one row per symbol, with its own stats (trades, P/L, PF, RF, drawdown, win rate…). This works in My EAs, for the whole EA and for each of its magics, and in the Strategy library for backtests.
Tick symbols one by one: each symbol row is selected like a strategy and appears in the chart, correlation, calendar and positions. Build for instance "Pulse Engine without NAS100" and save it as a portfolio. So that a position is never counted twice, ticking a row at another level (EA, EA by symbol, magic, magic by symbol) unticks the other levels of the same EA.
Curves by symbol: in the chart's curves menu, "By symbol" draws one curve per symbol, across all ticked strategies, without changing the selection. You see at a glance which symbol carries the performance.
Same assets grouped: an asset's names at different brokers count as a single symbol (USTEC = NAS100 = US100, GER40 = DE40, WTI = USOIL, GOLD = XAUUSD…), with the original names shown on hover. A checkbox next to the Symbols button ticks all the symbols of an EA or strategy at once.

v1.4 October 6, 2026

P/L bars under the curve: in the Chart tab, the bars icon shows the gain or loss of each day, week or month under the curve (Day / Week / Month buttons). The bars line up with the curve: the cursor runs through both and the tooltip also gives the period's result. Click the icon to hide or show them.
Bar charts in the calendar: under the calendar, the P/L or the number of positions by month of the year, day of the week, day of the month or opening hour, with the best and worst group. In the Month view they only cover the month shown, by week.
Is it consistent? Click a bar to see each of its occurrences: February year by year, every Monday, the 5th of every month, 10 am every month… You see at once whether the best month is good every year or owes it all to one great period.
What If: fixed lot: the chart's settings button holds the starting balance and the "Fixed lot for every position" option. Every position is recalculated with that lot, to compare strategies at the same size: chart, statistics, calendar, correlation and Positions tab (simulated lot, actual lot on hover). The button turns green while the option is on. A saved portfolio brings back its balance and What If setting.
Collapsible bottom panel: drag the splitter all the way down to keep only the tab bar, or double-click it. Double-click again to reopen it at your size.
Thin scrollbars, discreet in dark mode, in the Lab and in the site's side menu.

v1.3 September 30, 2026

Currency or percentage: the toggle in the top bar switches the whole display to %. The chart then shows growth as a % of the starting balance, the calendar the % of each day, week, month or year, and the Positions tab hides the currency P/L column, with the cumulative and net figures in %. No amounts left on screen: perfect for sharing a screenshot. Your choice is remembered.
Simpler period filter: type the dates directly in the site format (yyyy/mm/dd) or pick them in a single calendar, one click for the start and one for the end. The "Full period", "Common period" and "Apply" buttons now fit inside the window.
Filters in the bottom panel: the Packages, Portfolios and My EAs tabs now have their own filter box, like the Strategy library. Packages: name, EA, broker, symbol, period or strategy; Portfolios: name; My EAs: name, category, strategy or magic (matching strategies show expanded).
My EAs: all strategies at once: when an EA is expanded, a box in front of its name ticks or unticks all its strategies. Handy to see the whole EA's result with each magic's curve in the chart, or to keep 7 out of 9: tick all, then untick the other two.
Checkboxes in the Packages and Portfolios tabs, like the other two: tick to add all the strategies of the package or portfolio to the selection, untick to remove them, no long press needed. A half-filled box means a partial selection. In the header, one box ticks or unticks everything in one click; when half-filled, it clears the selection. Clicking the row still selects that item alone.

v1.2 September 27, 2026

Positions tab: every position of the displayed portfolio, with open and close time, duration, symbol, side, size, prices, P/L, cumulative, P/L %, comment, magic, account and source. The list stays smooth even with tens of thousands of positions, and every column sorts with one click.
Position filters: a search box (comment, symbol, magic, account…), All / Buy / Sell buttons and one button per pair. Click a pair: that pair only; long press or Ctrl/Shift + click: add it or remove it. The period filter applies too.
From the calendar to the positions: in the Month view, click a day, a week or "Month's positions" to open the positions of that period. The cross on the chip brings back the full list, already scrolled to that date.
SL and TP: the close price is red when the SL was hit, green when it was the TP. Hover it for a tooltip with the SL and TP and the gain or loss at each level.
My EAs: each position shows the account it comes from, handy when the same EA runs on several accounts.
Symbols: shown without the broker suffix (XAUUSD-ECN, XAUUSD.r → XAUUSD), like everywhere else on the site.
More room for the charts: the top panel now runs edge to edge, the tabs are more compact, and the first tab is now called "Chart".
To see the position details (open time, symbol, prices, SL/TP) of a package imported before this version, import it again.

v1.1 September 27, 2026

One curve per strategy: the "Strategies" box above the chart shows the curve of each selected strategy on top of the overall curve. The arrow next to it opens the list of curves: one box per strategy to show them one by one, and their colour works as the legend. The tooltip gives each one's gain. Only the chart changes: to remove a strategy from the total, untick it in the bottom panel.
Period filter: the "Custom period" button in the top bar opens two calendars to pick the start and the end. The chart, the correlation matrix, the calendar and the bottom tables then only cover that period. "Common period" sets the dates to the period when all ticked strategies trade at the same time, handy to compare two EAs or two backtests.
Equity or P/L: a two-way button above the chart switches between the equity curve (starting balance + gains) and the cumulative profit and loss alone.
Max drawdown window: a box shows or hides the red band of the maximum drawdown.
Chart tooltip: it sits beside the curve without hiding it and follows the cursor; a dot marks the hovered point.

v1.0 September 24, 2026

Full-screen app with two panels, split by an adjustable bar.
Import of MT5 backtest reports (packages) and a strategy library you can sort and filter.
Current portfolio: equity curve, net P/L, max drawdown, Profit Factor, Recovery Factor, Sharpe, Sortino, Calmar.
Correlation matrix and returns calendar (years and months views).
Saved portfolios, compared in a table.
"My EAs" tab: the EAs defined on the site, analysed from their real trades, to combine with backtests.

Tick strategies in the Strategy library below (or click a backtest or a signal) to build a portfolio.

Current portfolio

Starting balance

What If

Fixed lot for every position

Each position is recalculated as if it had been taken with this lot: its P/L is multiplied by (fixed lot / actual lot). All strategies are thus compared at the same size. Backtests imported before per-position lots were read use the strategy's max lot.

Strategies

Only affects the chart curves. To remove a strategy from the total, untick it in the bottom panel.

New All-time highs (ATH)

Being tested with FX Live members: a dot on every new all-time high, and the gap still to recover from the last one. Coming soon for everyone. Signing up is free.

Create a free account Login

Tick strategies in the Strategy library below (or click a backtest or a signal) to build a portfolio.

Select at least 2 strategies to see the correlation matrix.

Correlation Matrix

Group similar Window Min overlap 20d

≤ 0.15 — independent 0.4 0.6 0.8 +1 — identical not enough days in common same strategy

Tick strategies in the Strategy library below (or click a backtest or a signal) to build a portfolio.

#	Open time	Close time	Duration	Symbol	Type	Size	Open price	Close price	P/L	Cumulative	P/L %	Comment	Magic	Account	Source

Account

Tolerance Offset

Lots

Cumulative curves

Statistics over the period

Click a row: its positions (Positions tab) · click a header: sort

Entry and exit prices

Other columns

Status			Gap	Symbol	Type	Strategy	Comment	Lots	Entry	Exit			Entry gap			Exit gap			P/L gap

Tick a backtest to add or remove all its strategies from the selection. Click the row to select that backtest alone.Tick a signal to add or remove all its strategies from the selection. Click the row to select that signal alone.

All strategies of your backtests and signals. Click column headers to sort.

Tick a portfolio to add or remove its strategies from the selection. Click the row to select that portfolio alone. Starting balance and What If apply to every row.

	Name	Added ▼	Strategies	Symbol	Period	Trades	Net P/L	PF	RF	Max DD	Win %	Attribution	Last trade

	Source · strategy	Magic	Symbol	Trades	Net P/L	PF	RF	DD €	Win %	H1 PF	H2 PF	Δ P/L	Worst trade	Max lots	Div \|r\|

	Portfolio	Saved	Strategies	Trades	Net P/L	Max DD	PF	RF	Sharpe	Sortino	Calmar	Win %	Period

See the detailed data of your EAs and trading strategies by creating an FX Live account and uploading your trading data.

Live signals: MQL5 in one click, Myfxbook by email

An “FX Live Lab” bookmark fetches the history of an MQL5 signal from its page and opens it in the Lab: no more file to download and drop. It uses your MQL5 login in this browser; your credentials never go through FX Live.

Once: drag this button to your bookmarks bar (show it with Ctrl+Shift+B if needed).
📡 FX Live LabDrag this button to the bookmarks bar (clicking it here does nothing)
Open a signal page on mql5.com, logged in to your MQL5 account, then click the 📡 FX Live Lab bookmark.
The Lab opens in place of the MQL5 page, with the signal in the Signals tab. To update it: click ⟳ (or “Update from MQL5” in the ⋮ menu), then, on the MQL5 page that opens, click the bookmark. Its trades are replaced, its name and your selection are kept, and your other Lab tabs update too.

MQL5 requires you to be logged in to export a signal history, just like its own export button.

Myfxbook export by email, recognised on import

Myfxbook sends a system export by email, after a captcha. On the system page, click Export → CSV and complete the captcha, then drop the file you receive (statement.csv) with Import: it is recognised and tagged Myfxbook. To update it: the signal ⋮ menu → Update from a file (name, selection and portfolios kept). On a Myfxbook page, the bookmark recalls these steps.

Live Signals: for members

In the Portfolio Lab, import and update your MQL5 signals in one click, from the signal page, with no file to download: follow a signal trade after trade and compare it with your backtests and EAs. Myfxbook exports are dropped with Import.

This feature is for members: create your free FX Live account to use it.

Import a backtest or a trade history

Drop a backtest report from the Strategy Tester (.html / .htm, with its logs and .set files if you have them) or a trade history: MT4 / MT5 account history, broker statement received by email (.eml), Myfxbook or MQL5 signal export (.csv). The Lab recognises the file type and offers to file it under Backtests or Signals. Everything is parsed in this page and stored in your browser (IndexedDB) — your data is not uploaded. Only a technical diagnostic, without any trading data, reaches us if the import fails.

Drop your files or folders here (several at once if you like)
or

Report location: %APPDATA%\MetaQuotes\Terminal\<hash>\

Logs location: %APPDATA%\MetaQuotes\Tester\<hash>\logs\

Report only: enough, trades matched to strategies by heuristic (~95 %). + logs: exact attribution. + .set files: magic numbers and set names.

This is one of my accounts: import it into my FX Live space instead, to follow it like my other accounts (free FX Live account required)

0 report 0 logs 0 sets