MT5 Monte Carlo Simulator

A fast cross-platform desktop application for running Monte Carlo simulations on your strategy based on MetaTrader 5 (MT5) backtest results.

This tool helps you understand the robustness of your strategy by running randomized simulations on historical trade sequences extracted directly from MT5 backtest reports.

MT5 backtest reports provide only a single historical sequence of trades.
This app performs Monte Carlo resampling to simulate thousands of alternative outcomes not visible in the original MT5 report.

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Features

• Upload MT5 backtest Excel report (.xlsx)
  The app automatically extracts all trade data from the file and any other necessary data.

• Monte Carlo Simulation Engine
  Currently supports:

  • Randomized trade order simulation
  • Multiple simulation runs
  • Equity curve generation
  • Drawdown analysis
  • Key performance metrics (Win rate, MDD, Expectancy, Profit Factor, etc.)

• Clean, modern UI (Qt)
  Fast, lightweight, and intuitive interface.

• Cross-platform
  Works on Windows, Linux, and MacOS.

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Usage

• Step 1: Export your MT5 backtest report

  • Run your strategy backtest in MetaTrader 5.
  • Export the results as an Excel file (.xlsx).

• Step 2: Launch the application

  • Open MT5 Monte Carlo Simulator on your pc.

• Step 3: Load your backtest report

  • Click the "Open File" button and select your MT5 backtest Excel report (.xlsx).
  • Click the "Run" button to start the Monte Carlo simulation.