Magic Reports and Accounts PNL Currency MT5 Script, Trading Statistics with Optional Filtering by Date Range and Export to CSV - MetaTrader 5 Script

The report is grouped by magic number and currency and is particularly useful when testing or analyzing multiple EAs or strategies on a single account.

Just drag and drop onto any chart - you can optionally enter a date range, but by default it will report based on all available history and the CSV will be saved to the MQL5/File/ folder

Additional indicators:

MAE (Maximum Adverse Excursion) measures the most severe unrealized loss experienced by a trade during the opening period and before closing the position.

Average MAE : The average of the worst floating losses across all trades. Shows typical risk exposure during a trading period.

Maximum Average Error : The largest single unrealized loss that occurs across all trades. Represents your worst retracement moment in any individual position.

MAE 95% : The 95th percentile of the MAE value. Meaning that 95% of your trades will have a worst-case float loss at or below this level. Useful for risk assessment.

MAE 99% : The 99th percentile of the MAE value. Only 1% of trades experienced greater float losses than this. Help identify tail risk events.

 === Statistics by magic number===
Magic Number | Symbols | Total P&L | Total Volume | Win Rate % | ... 0 (Manual) | EURUSD + GBP/USD | 1234.56 | 45 | 60.00 | ... 12345 | USDJPY | 567.89 | 30 | 55.00 | ...

=== Statistics by currency ===
Currency|Total Profit and Loss|Total Trading Volume|Win Rate %|…
Euro | 2345.67 | 89 | 58.43 | ...
British Pound | 1234.56 | 56 | 62.50 | ...

Attachment download

📎 ReportbyMagicAndCurrency.mq5 (38.36 KB)

Source: MQL5 #66158