Online software to back-test for FTMO

[AriaS]

Hey everyone,

I made a Jupiter Notebook that works online in Google Colab. It can backtest a strategy or portfolio of strategies and shows potential FTMO performance:

• Daily dd and max dd (according to FTMO exact rules), sharpe, calmar, and other metrics.
• Monthly returns (not compounded - as best for FTMO).
• Automatically scales the account and lot (according to FTMO exact rules).
• Plots the graph.
• The initial balance and lot can be set.

It currently works with MT5 files only. Its addon creates special csv files with equity curve (1m OHLC) from two types of MT5 exported files (price feed - csv, and trading history - xlsx). MT5's own curve exports are not good enough.

I have worked on this beast really hard for more than a week.

I think FTMO won't like it lol It lets people prepare well.

P.S. It helped me see what exact volume I should trade so that I don't violate the rules and I saw that I have the chance to scale with this volume, which is lower than what I initially thought.