MT5-Python-Analysis/mt5_strategy_tester_html.py_README at main · richardawr/MT5-Python-Analysis · GitHub

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Python script that analyses MT5 Strategy Tester HTML results files with advanced statistics and visualizations:

Features
1.	File Selection Dialog: Lets you choose the MT5 HTML report file through a graphical interface.

2.	Data Extraction:
o	Parses the HTML to extract all key settings (Expert, Symbol, Period, etc.)
o	Extracts all performance metrics (Profit Factor, Sharpe Ratio, etc.)
o	Captures all trade details from the Orders table

3.	Advanced Analysis:
o	Calculates trade durations
o	Determines win/loss status for each trade
o	Computes risk/reward ratios
o	Identifies streaks of consecutive wins/losses
o	Calculates drawdowns

4.	Comprehensive Visualization:
o	Equity curve over time
o	Profit distribution histogram
o	Win/loss by trade direction
o	Performance by hour of day
o	Trade duration vs profit
o	Drawdown analysis
o	Consecutive wins/losses
o	Risk/reward ratio distribution
5.	Detailed Reporting:
o	Summary of key strategy parameters
o	Performance metrics from the report
o	Advanced calculated statistics
o	Monthly performance breakdown

6.	Trading Session Analysis:
o	Classifies trades into Asian, European, and US sessions
o	Calculates performance metrics for each session
o	Visualises session profitability and activity

7.	Advanced Time Analysis:
o	Hourly performance metrics (most/least profitable hours)
o	Day of week analysis
o	Monthly performance breakdown
o	Execution time tracking (order placement to execution)

8.	Trade Duration Deep Dive:
o	Detailed statistics on trade durations
o	Distribution of trade durations
o	Correlation between duration and profitability
o	Duration analysis for winning vs losing trades

9.	Enhanced Risk/Reward Analysis:
o	Distribution of risk/reward ratios
o	RR metrics for winning vs losing trades
o	Visualizations of RR distribution

10.	Comprehensive Win/Loss Analysis:
o	Win rates by direction (long/short)
o	Consecutive wins/losses tracking
o	Largest winning and losing trades
o	Profit distribution by result type

11.	Advanced Visualization:
o	12 detailed charts showing different aspects of performance
o	Professional layout using GridSpec
o	Interactive visualizations for deeper exploration

12.	Detailed Statistics Output:
o	Over 50 different performance metrics
o	Session-by-session breakdowns
o	Time-based performance analysis
o	Statistical measures (skewness, kurtosis, etc.)

Data cleansing functionality
1.	Encoding Detection: Automatically detects the file encoding using chardet to handle UTF-16 or other encodings.
2.	More Robust Parsing:
o	Better handling of the orders table structure
o	More flexible column position detection
o	Better error handling for missing data

3.	Improved Data Cleaning:
o	Better numeric value extraction (handles currency symbols, commas)
o	More flexible date parsing
o	Better handling of missing columns

4.	Error Handling:
o	Graceful handling of missing data
o	Better error messages
o	Try/except blocks around critical operations

5.	Conditional Plotting:
o	Only generates plots for which data is available
o	Skips sections that would fail due to missing data
6.	More Informative Output:
o	Better formatted summary statistics
o	Clearer error messages
o	Progress feedback