Two engines. Every number explained.
Investing engine
The engine tests asset combinations on past data and shows how they held up.
- Pick from 2,000+ stocks, ETFs, bond ETFs, funds and commodities
- Sharpe, Sortino, Treynor, beta, VaR and diversification measures
- In-sample search, out-of-sample check
- Optional risk limit relative to an index
Trading engine
Your MetaTrader reports, combined into portfolios of systems.
- MT4 and MT5 tester reports, account histories and CSV
- Profit factor, expectancy, drawdown on equity, recovery factor
- Correlation between systems and weights per system
Five utilities for MetaTrader 4 and 5
Sold on the MQL5 Market. Every product has a free demo you can run in the MetaTrader Strategy Tester.
Learn the ideas behind the tools
How each product works, step by step.
Profit factor, drawdown control, leveraged products.
Stocks, portfolios, Sharpe, Treynor, volatility.
Try it with your own portfolio
Build a portfolio in a few clicks or upload a MetaTrader report. Investing tools: free today, no sign-up.
Educational tools and content. Examples use made-up, illustrative numbers. Results from the tools are hypothetical and based on past prices; they are not a forecast, advice or a personal recommendation. Past performance is not a reliable indicator of future results. Investing involves risk of loss.