Full Performance Metrics Sheet
The platform's own account history tab gives you a balance and not much else. Judging a strategy properly needs several numbers looked at together - a high win rate with a terrible payoff ratio is not the same story as a low win rate with a strong one - and building that sheet by hand from an exported trade list is the kind of chore that quietly never gets done. This script builds it from live terminal history in one pass: gross and net profit, win rate, profit factor, payoff ratio, expectancy per trade, a maximum drawdown measured on the realised equity curve (not the floating one), and the recovery factor that drawdown implies. Sharpe and Sortino deserve a specific warning, which is why it is in the source header as well as here. Both are computed on the sequence of closed trade net results, because this account has no reliable daily balance history to reconstruct a proper daily-return series from. A per-trade figure answers "how consistent is the edge per bet", which is something a trader can act on - but it is not the annualised daily Sharpe an equity fund would quote, and a script that borrowed that label without earning it would be publishing a false precision. Sortino uses downside deviation against a zero target, so only trades below breakeven count against the score, which is the whole reason to reach for Sortino over Sharpe in the first place. Notes and limitations - Market trades only, and the metrics reflect closed results. Floating profit on positions still open is not part of any figure here. - Trade Sharpe and Trade Sortino are per-trade ratios, explicitly not annualised, and are not comparable to a fund's daily or monthly Sharpe. Read them as a consistency score for this specific run of trades. - Maximum drawdown is measured on the sequence of realised trade results in close-time order, starting from zero, not from the account's actual starting balance. It is the shape of the losing streaks, not a statement about account-level stop-out risk. - Profit factor and payoff ratio report as zero when there is no losing trade to divide by, rather than showing an undefined or infinite value. - A short history produces numbers that will not be statistically stable; the trade count is printed alongside every figure for that reason.
Script · MT5 · v1.0 · Free
About Full Performance Metrics Sheet
Full Performance Metrics Sheet is a script for MetaTrader 5. It can alert you with a pop-up, sound, email or push message. It has 5 settings, such as From date, To date and Symbol filter. MQL source code included.
Files in the download: FullPerformanceMetricsSheet.ex5, FullPerformanceMetricsSheet.mq5, FullPerformanceMetricsSheet.txt.
Settings
| Setting | Default | What it does |
|---|---|---|
| From date | 0 | From close time (1970.01.01 = no lower bound) |
| To date | 0 | To close time (1970.01.01 = up to now) |
| Symbol filter | Symbol filter, blank = every symbol | |
| Magic filter | -1 | Magic number filter, -1 = every magic (long: MQL5 magic is 64-bit) |
| Save csv | true | Write the metrics sheet to a CSV file |
How to install
- Download the ZIP from your PolyMaria library and unzip it.
- In MetaTrader 5 open File → Open Data Folder, then go to MQL5 → Scripts.
- Copy the .mq5 file(s) there. Put any .mqh files in MQL5 → Include.
- Open the .mq5 file in MetaEditor and press Compile (F7) if MetaTrader does not show it.
- Drag the script onto a chart to run it once.
Tags: Alerts · MT5 Script · MQL5 Source Code