Guides
Backtesting & verification
Test, optimise, and evaluate EAs before they touch real money.
- 3 guides
Listed in a suggested reading order, easiest first.
- 1Beginner 13 min
How to Run a Backtest in MT5 (and Which of the Report's Two Drawdown Numbers to Believe)
Open the Strategy Tester, pick the data and settings that decide the answer, press Start, and read the report without fooling yourself. Includes one run quoted end to end, and the number nobody checks: across 23 finished runs the equity drawdown was deeper than the balance drawdown every single time.
Read guide → - 2Intermediate 12 min
MT5 Parameter Optimisation: 116 Combinations, 252 Runs, 0 Settings We Shipped
We ran parameter searches on eight of our own strategy templates and adopted none of them. The useful part is how each one failed: the biggest in-sample winner fell the furthest, one design passed a single out-of-sample check and still collapsed, and two never beat 1.0 even on the period they were fitted to. Here is the procedure, and the reading that stops you shipping the top row.
Read guide → - 3Intermediate 13 min
Reading an MT5 Backtest Report: 23 Reports, and What Each Headline Leaves Out
An MT5 backtest report is a claim about one set of trades on one price history, and both halves move the numbers. We read 23 MT5 reports against their trade ledgers: in 14 of 20 the headline flatters the period the settings were chosen on, one covers only 303 of its own 315 trades, and one EA re-run on another data source went from 1.35 and a pass to 1.13 and a fail.
Read guide →
Other topics
Stuck on a word?
40 short definitions in plain language for the terms used across the guides.
Put what you learn into an EA
Build the entry and exit rules from blocks in the AIStrategyMiner Builder, then test them on your own price history before you decide anything.
- Compile a standard .ex5 file for MetaTrader 5 and check it in the Strategy Tester.
Test any EA in the MetaTrader 5 Strategy Tester before you rely on it. Past results do not predict future ones.
