Backtest Lens
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STRATEGY PORTFOLIO

Combine MT5 backtests

Upload separate MT5 Strategy Tester reports, save them to a folder and evaluate the strategies as one portfolio. See the combined equity path instead of adding headline profits by hand.

What you get
MT4 / MT5 HTMLNo installLocal first analysis
PURPOSE-BUILT ANALYSIS

Build the portfolio on a shared timeline

Strategies are combined from their dated trades, so overlapping losses, capital pressure and diversification become visible.

01

Combined performance

Calculate portfolio return and drawdown from all strategy trades on one chronological timeline.

02

Correlation matrix

Find strategies that behave alike and pairs that may provide useful diversification.

03

Allocation and stress

Adjust lot multipliers and compare allocations using Equity Stress and portfolio optimization tools.

REAL PORTFOLIO EXAMPLE

Five strategies on one capital timeline

The published AO Extremum portfolio combines five selected strategies from eleven available reports. Across 3,522 trades and 200,000 USD shared capital, the combined result is 82,124.17 USD, or 41.06%, with Profit Factor 2.90. Equity Stress DD is 2.89%, revealing simultaneous floating exposure that a simple sum of final backtest profits would miss.

Open the AO Extremum portfolio →
5strategies
3,522trades
+41.06%portfolio return
2.89%Equity Stress DD
01

How MT5 backtests are combined

Backtest Lens does not average final balances. It places every closed trade from every selected report onto one chronological timeline, applies the chosen lot multiplier and evaluates the result against shared or per-strategy capital. This exposes overlapping losses and prevents diversification from being estimated by intuition alone.

  • Upload and save each report in the same folder.
  • Choose the reports included in folder analytics.
  • Set capital mode and lot multipliers before comparing variants.
02

Date coverage and portfolio bias

Strategies often begin and end on different dates. A combined curve can look stable simply because only one strategy traded during an early period. Coverage, common-period analysis and IS/OOS boundaries help distinguish real diversification from unequal history. The optimizer should be treated as a candidate generator, followed by validation outside the selected optimization interval.

  • Compare the full history with the common overlapping period.
  • Check contribution by strategy during the maximum drawdown.
  • Prefer robust regions of allocations over one isolated optimum.
SCOPE AND LIMITS

What this analysis does not prove

  • Reports need usable trade timestamps and compatible currencies for meaningful aggregation.
  • Combining backtests does not model broker execution differences or portfolio-level margin calls automatically.
  • Optimization can overfit; keep forward and OOS periods outside the selection process.
HOW IT WORKS

From MetaTrader report to actionable evidence

1Upload and save each MT5 report
2Place the reports in one folder
3Open folder analytics and compare portfolio variants
FAQ

Questions before you upload

How are MT5 backtests combined?

Trades from saved reports are aligned chronologically and analyzed as a single portfolio equity stream.

Can reports cover different date ranges?

Yes. The portfolio view includes coverage information and period tools to help identify uneven history.

Can I change strategy weights?

Yes. You can adjust lot multipliers, save allocation presets and compare portfolio variants.

BACKTEST LENS

Analyze the report before you trust the result.