How much of the backtest actually survived?
A backtest is the best case a set of assumptions can produce. This puts that report next to what the strategy did afterwards and measures the gap — including the two ways this comparison can quietly flatter itself.
Free · No install · Runs in your browser
Diagnosis
Read the first two entries before the percentages: overlapping periods and the same file loaded twice both make the comparison look perfect.
Every metric, side by side
Ratios are forward divided by backtest, so 100% means the figure came through unchanged.
| Metric | Backtest | Forward | Retained |
|---|
A ratio is left blank when it would mislead — most often because the backtest side is zero or already negative, where a positive ratio would read as "held up" while both sides lose money.
Both equity curves, normalised
The periods and the trade counts differ, so both curves start at 100 and the axis runs from the start to the end of each report.
What the two reports actually are
Before comparing results, check that the two files describe the same strategy over periods that do not overlap.
| Field | Backtest | Forward |
|---|
How to use it
- Enter your numbersType your own values into the fields, or choose your MetaTrader report if the tool reads a file. The values already there are only a starting example.
- Read the result and the diagnosisThe large number answers the question. The cards under it say what looks wrong and what to change.
- Try a fix or take it furtherApply a suggested change to see the result move, follow the link to the next tool, or copy the link to come back to the same inputs.
How this is calculated
Both files go through the same reader as the Backtest Report Analyzer: statistics are recalculated from the trade list rather than taken from the report's own summary. That is what lets an MT4 report and an MT5 report sit in one table, and it is why a live account statement can be compared against a tester run.
Degradation is normal; collapse is not. Costs, latency and a broker's actual fills take something off every strategy, so a profit factor that keeps most of its value is the expected outcome. The number that matters is how far below that the forward result sits, and whether the trade count moved — a strategy that stopped trading did not degrade, it stopped meeting its own conditions.
Slippage cannot be measured here. That would need the same trades on both sides, and a backtest and a forward run are different trades in different weeks — subtracting their average prices measures where the market was, not how it filled. What is measurable is whether the edge per trade shrank while the hit rate stayed put, which is the shape execution cost takes.
Questions and answers
Is it free, and do I need an account?
Free · No install · Runs in your browser. No account needed to calculate.
Is anything uploaded?
Nothing is uploaded. Every number on this page is computed in your browser, and the link you copy carries only the values you typed.
How far can I trust the result?
A forward result that holds is evidence the assumptions were survivable, not proof the strategy is safe. It is one path through one market with one broker.
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Keep exploring
Terms behind this tool
- Execution modelAn execution model is how a broker processes an order — by taking the other side of it as counterparty, or by routing it outward to external liquidity — and it decides who pays whom, how, and which EAs the account will tolerate.
- SlippageThe difference between the price an order asked for and the price it was filled at. It can fall either way, but for a strategy that trades on speed it is a cost that backtests rarely model.
- Virtual Private ServerA rented remote computer that keeps MetaTrader open around the clock — so an EA keeps trading when your own machine sleeps or drops its connection, and sits nearer the broker's servers.
- Walk-forward analysisA validation method that re-optimises a strategy on one window of history, trades those settings untouched on the window that follows, then slides both windows forward and repeats — quoting only the untouched segments.
Build the EA you will compare
This page compares a backtest report with a forward report of the same idea. AIStrategyMiner Builder lets you wire your entry and exit rules together as blocks, with no code, so you can create that EA.
- Compile a standard .ex5 file for MetaTrader 5, run it as a backtest and then forward, and compare both reports here.
Check the finished EA in MetaTrader 5 before you trust it. The numbers on this page come from what you typed; they are not a forecast of results.
