Every tab in Edge Matrix is built around one principle: tell you the truth about your strategy, in numbers that hold up under scrutiny — not marketing claims.
MT4, MT5, and cTrader strategy tester reports — automatically detected and parsed. Single strategies or multi-strategy portfolios.
Drop any HTML strategy tester report — no format conversion needed. Multilingual reports supported.
Combine multiple strategies into a single portfolio session. Analyze combined drawdown, session-level interactions, and correlation.
Pulls every closed trade with timestamps, P/L, lot size, symbol, and session — including swap and commission accuracy.
The Analysis tab uses regime detection and academic research to calculate the optimal backtest period for your strategy. Then projects forward equity paths with full confidence intervals — so you see the realistic range, not just the lucky one.
Algorithm-driven recommendation based on volatility regimes, sample-size sufficiency, and strategy turnover. No more arbitrary "use 5 years" rules.
1,000+ simulated paths with median, 50th, 95th, and 99th percentile equity curves. See your realistic best, worst, and median outcomes.
Identifies 3σ structural breaks in your equity curve where market behavior shifted. Critical for knowing if old performance still applies.
In-sample / out-of-sample split recommendations and re-optimization frequency suggestions, tuned to your strategy's signature.
Bootstrap, permutation, block bootstrap, and trade-skipping simulations reveal what your backtest looked like only because of luck. Get drawdown confidence intervals, risk-of-ruin estimates, and a Monte Carlo assessment in plain English.
Shuffle existing trades or resample with replacement. Each method reveals different fragilities in your strategy.
Losing trades rarely arrive one at a time. Block bootstrap resamples short runs of consecutive trades, so clusters that occurred in your history could occur again in the simulation. Run length is estimated from your own trades using the Politis-White procedure rather than a fixed setting, and it is reported with the result. When a strategy showed no clustering the run length fell to about one trade and the method described the same thing as ordinary bootstrap, which the report states plainly.
Simulate missed trades from slippage, spread, or VPS downtime. Configurable 1–10% skip rate.
Maximum drawdown at 50%, 95%, and 99% confidence. Know your realistic worst-case, not just the single lucky path.
What's the probability of losing 20%, 40%, or your entire account? See it spelled out with statistical backing.
Edge Matrix runs 19 statistical tests on every strategy — from Sharpe ratio with sample-size validation to advanced overfitting detection. The output is a single 0–100 score with category breakdowns, so you know exactly where your strategy is strong and where it's fragile.
Corrects raw Sharpe for the multiple-trials bias common in parameter optimization. Built on Bailey & López de Prado's framework.
Bailey & López de Prado's rule for how long an investor must wait through max drawdown before rationally concluding a strategy is broken.
Expected shortfall in the worst 5% of outcomes — the Basel III standard for risk measurement. Far more informative than VaR alone.
Martingale, grid, hold-time asymmetry, skewness, kurtosis, concentration risk (Gini). Catches dangerous patterns hiding behind smooth curves.
Insights breaks your trade history down by day, session, month, and symbol — then identifies losing patterns you can filter out. Get the exact MQL5/MT5/cTrader code to add to your EA, with timezone awareness.
Pattern detection across Asian, London, NY, and Pacific sessions, plus day-of-week and monthly performance — all with statistical significance testing.
Up to 3 optimal filter combinations selected by marginal contribution — preferring broader filters to reduce overfitting.
Auto-generated MQL4, MQL5, or cTrader (C#) filter code — drop it directly into your EA. Detects platform from the uploaded backtest.
Set your broker's GMT offset and Insights rebuckets sessions automatically. Critical for getting accurate "NY session" classification.
Rank your strategies on every metric in one view. See which wins on risk, which wins on consistency, which to drop — backed by Monte Carlo robustness scores and Edge Matrix totals.
Net P/L, Sharpe, drawdown, profit factor, recovery factor, and 15+ other metrics ranked side by side with color-coded winners and losers.
Each strategy stress-tested independently, then ranked by Monte Carlo robustness score. The best backtest doesn't always survive.
Per-strategy Edge Score plus pro/con summary — at a glance you know which strategies are worth pursuing and which to retire.
| Strategy | Sharpe | Max DD | Edge |
|---|---|---|---|
| Apex EA v6 | 2.41 | -14.2% | 87.4 |
| Imperium | 1.92 | -9.8% | 79.1 |
| ATG cBot | 1.65 | -18.4% | 74.3 |
| Viking EA | 1.31 | -22.7% | 68.9 |
| Mean Rev Pro | 0.78 | -34.1% | 52.4 |
Every analysis you run can be exported as a professional, self-contained HTML report — full methodology, every chart, academic citations, and complete numerical detail. Share with clients, prop firms, or save for your own records.
Interactive HTML reports — open in any browser, no internet required. Charts render natively. Save and share without dependencies.
Every test references the academic work behind it — López de Prado, Bailey, Sharpe, Calmar. Investor-defensible documentation.
Include only what you need — Edge Matrix, Monte Carlo, Insights, Projection, or all of it. Reports adapt to what you've run.
Open the HTML report and print to PDF from your browser if you need a paper copy or a static archive.
Run a simplified Monte Carlo simulation on any MT4/MT5/cTrader backtest. Confidence intervals, bootstrap resampling, drawdown distribution. The same engine that powers Edge Matrix, in lightweight form.
Try Free Monte Carlo →Drop in any MT4/MT5/cTrader report — get equity curve, drawdown chart, monthly P/L, and per-trade scatter. Runs in your browser, your data never leaves your device.
Try Graph Builder →MT4/MT5 reports parsed in any language — automatic detection of trade columns regardless of broker locale.
Sessions stored only as long as you need them. Free tools run entirely in-browser. No backtest data is shared or sold, ever.
Heavy compute (50K Monte Carlo, 19-test validation) runs on dedicated cloud infrastructure. No CPU strain on your machine.
Methodology built on peer-reviewed research from López de Prado, Bailey, Sharpe, Sortino, Calmar — not marketing claims.
Full Pro access for 7 days. No charge if you cancel before day 8. Card on file — auto-billed when trial ends unless cancelled.
One-time payment unlocks all current and future features. No subscription, no upsells, no surprises.
Edge Matrix is in continuous development. Recent improvements, in plain language — no version-number noise.
Edge Matrix now read live and demo account statements, not only strategy tester backtests. MT4 account statements and MT5 trade history were parsed directly, with deposits, withdrawals, and transfers separated from the trading. For an account funded over time, performance was reconstructed against the balance that was actually at risk on each trade, so drawdown and returns matched how a broker or a track-record service reported the same account rather than assuming all the capital was present from day one. The dashboard showed absolute gain, the true maximum drawdown, and the time-weighted return. The full statistical suite ran unchanged, and the integrity checks stayed active, since a statement could be incomplete or unrepresentative just as a backtest could. Report wording adapted to the loaded account history instead of referring to a backtest.
The Monte Carlo tab now lets you choose your resampling method — Bootstrap (resample with replacement), Permutation (reorder, no replacement), or both side by side. "Both Methods" ran the same backtest under identical settings and compared the results, which isolated how much the robustness score depended on the method rather than the strategy. The exported report included the full comparison, with a separate robustness grade for each method.
A new eye toggle in the tab bar replaced your strategy's real name with an anonymous code everywhere — across all tabs, reports, and download filenames. Set it before loading and the name never appeared on screen, which suited sharing screenshots or recording videos without revealing the strategy.
Projections moved to block-bootstrap resampling, which preserved winning and losing streaks instead of treating each trade as independent. Confidence intervals were added on key metrics, so the numbers reflected how returns actually clustered rather than an idealized random walk.
Corrected how trading days were pooled, which had compressed the timeline for strategies that trade less often. Projections then spanned the full backtest date range honestly instead of overstating activity.
Cleared up faint or hard-to-read labels in several panels, aligned scrollbars to the app's theme, and tidied a range of small interface details across the tabs.
7-day free trial. Cancel anytime before day 8. Or pay once with Lifetime — yours forever.
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