Exporting Per-Symbol Backtest Balances and Drawdowns to Excel

Summary

This MQL5 cookbook describes how to extend a multi-currency Expert Advisor so that, after a test, it writes deal history and balance series for each symbol to a CSV report. The report includes deal attributes such as symbol, type, direction, price, profit, volume, costs, and time, plus balance curves and drawdowns measured from local peaks. An Excel workbook can remain open and refresh its linked data after another run, allowing per-symbol results and the combined account curve to be viewed together.

The article also outlines how to prepare the workbook, select the report data, create balance and drawdown charts, and use deal times on the chart’s horizontal axis. The support offered is an implementation walkthrough and example report workflow; it does not present comparative backtest results or evidence that any strategy is profitable. The method depends on the EA’s deal-history handling, CSV layout, and spreadsheet setup, and the described charting steps refer to an older Excel interface.

Key ideas

• An EA can export deal history and per-symbol balance data to a CSV file when a test finishes.
• The report can include deal details, cumulative balances, and drawdowns from local highs.
• A linked Excel workbook can refresh the exported data to update tables and charts after another test.
• Separate symbol curves and an aggregate curve make multi-currency test results easier to inspect together.
• The article explains report construction and visualization, but provides no strategy performance evidence.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.