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

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 package) 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. Packages 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 package) to build a portfolio.

Select at least 2 strategies to see the correlation matrix.

Correlation Matrix

Group similar Min overlap 20d

−1 — anti-correlated −0.3 0 — independent +0.3 +1 — identical

Tick strategies in the Strategy library below (or click a package) 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

Soon

Backtest vs Live is coming soon

Does your live strategy do what its backtest promised? This new tab will compare them position by position, over the same period.

Matched positions: each live trade next to its backtest counterpart, with the entry, exit and P/L gaps.
Fidelity score out of 100 and diagnostics: missing positions, time offset, execution cost.
By strategy: a whole EA against a backtest package, magic by magic, to spot the ones that drift.
Several brokers: pick the account to compare when a strategy runs with several brokers.

Tab under development: you can already try it, but the calculations, the score and the layout may still change.

Live

Account

Backtest

Tolerance Offset

Lots

Cumulative curves Live Backtest

Statistics over the period

By strategyClick a row: positions of that strategy only · click a header: sort

Positions

Status	Live open	Backtest open	Gap	Symbol	Type	Strategy	Comment	Lots L / B	Live entry	BT entry	Entry gap	Live exit	BT exit	Exit gap	Live P/L	Backtest P/L	P/L gap

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

All strategies extracted from all loaded packages. 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.

	Pack	Added ▼	Strategies	Symbol	Period	Net P/L	Max DD	Attribution

	Pack		Trade comment	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.

Add a backtest package

Simply drop a backtest report (.html / .htm) or the whole folder with its tester logs and .set files. Everything is parsed in this page and stored in your browser (IndexedDB) — your data is not uploaded. If an import fails, only a technical diagnostic with no trading data reaches us.

New: you can also drop the history of a real account (MT5 "Trade History Report", MT4 detailed statement, broker statement received by email as .eml). It becomes an FX Live account to compare with your backtests (free account required). And a signal history (Myfxbook system report, MQL5 signal export as .csv) to compare it too.

Drop your report or your folder here
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.

0 report 0 logs 0 sets