Code Review

Treat a strong MT5 backtest as a hypothesis, not proof.

A beautiful equity curve can still be fragile. Before trusting an EA result, check whether the result survives out-of-sample data, spread changes, slippage assumptions, and parameter variation.

Search intent

The quant or EA builder has strong backtest results but wants to know whether the result is robust enough to continue.

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Check sample and concentration

A result carried by a tiny number of trades or one favorable year is not robust evidence.

Trade count

Year-by-year contribution

Worst segment

Stress the execution assumptions

Spread, slippage, commission, tick data, and symbol suffix differences can erase a marginal edge.

Spread sensitivity

Slippage sensitivity

Broker symbol conditions

Use out-of-sample and walk-forward gates

Optimization should produce stable regions, not one magic parameter set. Walk-forward results should not be uniformly negative.

Out-of-sample split

Walk-forward windows

Parameter stability

Use the tool

Paste the EA notes or report summary into Workfusion Backtest Estimate to flag credibility and overfitting risks before the next optimization run.

Fix the first error first

Keep full EA context attached

Recompile before changing strategy logic

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Related guides

Continue the EA build path.

Code Review

MT5 EA backtest failure triage

Classify MT5 backtest failures by compile, data, permission, frequency, execution, risk, or strategy issues.

EA Generation

Prepare an EA for Strategy Tester

A practical checklist before running an MT5 Strategy Tester backtest on a new Expert Advisor draft.

Code Review

Expert Advisor audit trail checklist

What to log in an Expert Advisor so trade decisions, blocked entries, and risk controls are reviewable later.