// Expert Advisor Analyzer v2.1
EA Backtest ROI Calculator
Paste your MT4/MT5 backtest statistics and get an honest evaluation: profit factor, recovery factor, quality score, Monte Carlo equity projections, and red flag detection. Built to separate the 5% of viable EAs from the 95% that blow accounts forward-live.
Backtest Inputs
Enter as positive number
Minimum 12 months recommended
EA Quality Score
0/100
Core Metrics
Net Profit
$0
ROI %
0%
Annualized
0%
Profit Factor
0.00
Win Rate
0%
R:R Ratio
0.00
Expected Value
$0
Recovery Factor
0.00
Sharpe (est)
0.00
Trades/Day
0
Gross Profit
$0
Gross Loss
$0
Forward Performance Projection (12mo)
Optimistic
$0
−15% degradation
Realistic
$0
−35% degradation
Pessimistic
$0
−55% degradation
Backtest-to-live degradation accounts for slippage, wider spreads, requotes, execution delays, and regime changes.
Red Flag Detection
Run the analysis
Red flags and warnings will appear after you click "Analyze EA".
Monte Carlo Equity Curves (10 paths)
// Simulated live performance — each path = 1 possible future
Drawdown Evolution
// Worst-case drawdown trajectory over backtest period
Your EA vs Market Benchmarks
| EA / Benchmark | Profit Factor | Max DD | Annual ROI | Recovery |
|---|---|---|---|---|
| Forex Robot Market Avg | 0.87 | 62% | −12% | 0.3 |
| Top 10% Real EAs | 1.65 | 22% | 28% | 2.8 |
| Professional Fund EA | 1.45 | 15% | 18% | 3.5 |
| Marketplace "Best Seller" | 4.20 | 8% | 340% | 14.0 |
| YOUR EA | — | — | — | — |
Note: "Best sellers" with PF > 3 and DD < 10% are almost always curve-fitted. Real professional funds run at PF 1.4-1.8 with 10-20% drawdowns.
Test Your EA Risk-Free on a Live Account
Exness offers raw spreads from 0.0 pips, instant execution, and no dealing desk — the three things that kill most EAs on retail brokers. Open a $10 cent account and forward-test before scaling.
Open Exness Account → Risk disclaimer: CFDs carry high risk. 71% of retail accounts lose money.
⚠ Disclaimer: This calculator is for educational purposes only and does not constitute financial advice. Past backtest performance is NOT indicative of future results. Expert Advisors can lose all deposited capital. Always forward-test on a demo account for at least 90 days before going live, and never risk more than you can afford to lose. MetaTraderGuide is not responsible for any trading losses incurred from using EAs analyzed by this tool.
Frequently Asked Questions
How accurate are backtest results for predicting live EA performance?
Backtest results almost always overstate live performance. Studies show the average Expert Advisor loses 30-50% of its backtest performance in live conditions due to slippage, wider real spreads, requotes, execution delays, and news-driven volatility not captured by historical ticks. Our calculator applies realistic degradation factors (15% optimistic, 35% realistic, 55% pessimistic) to give you honest expectations.
What is a good profit factor for an Expert Advisor?
A profit factor between 1.3 and 2.0 is considered realistic and sustainable. Anything above 3.0 on a small sample (under 500 trades) is almost always curve-fitted and will fail forward. Profit factors above 5.0 are a red flag indicating either overfitting, martingale behavior, or limited sample bias. Professional EAs run with PF between 1.4 and 1.8 over thousands of trades.
Why does my EA have a high win rate but low profit factor?
This is the classic martingale/grid signature: many small winners and rare but catastrophic losers. If your EA shows 85%+ win rate with average win much smaller than average loss, it is almost certainly using a martingale, grid, or averaging-down approach. These strategies work beautifully in backtest but eventually blow the account when volatility spikes.
How many trades does a reliable backtest need?
Minimum 200 trades for statistical relevance, ideally 500+ for high confidence. Anything below 100 trades is essentially noise and the results cannot be trusted. The longer the backtest period (minimum 2 years across bull, bear, and ranging markets), the more reliable the projection. Scalping EAs need more trades than swing EAs to be statistically significant.
What is the Recovery Factor and why does it matter?
Recovery Factor = Net Profit divided by Maximum Drawdown. It measures how efficiently the EA recovers from its worst losses. A Recovery Factor above 3 is excellent, 1.5-3 is acceptable, and below 1 means the drawdown is larger than total profit (avoid). This metric is more honest than ROI alone because it accounts for the psychological and capital cost of drawdowns.