About

About FXOptimize

Built by a trader for traders who run multiple EAs.

FB
Founder · Algorithmic forex trader since 2018 · Copenhagen, Denmark
Origin

Why I built this

I've been running multiple Expert Advisors on a single MT4 and MT5 account for years. At one point I had 3 EAs trading across 13 currency pairs — that's 12,183 possible portfolio combinations. I wanted to know which combination would actually perform best if I ran them all together on one account.

I assumed someone had already built this. I tried every tool I could find. None of them did what I needed.

QuantAnalyzer costs $349, is Windows-only, and fundamentally just merges trade lists — it stacks profits and losses without accounting for shared balance dynamics. If two EAs lose at the same time in real life, your drawdown compounds. QuantAnalyzer doesn't show that. Neither did AlgoStrategyAnalyzer, nor the spreadsheets I tried to build myself. The math was surprisingly hard to get right.

So I built it. FXOptimize is the first tool I know of that actually simulates multiple EAs on one shared account, with real lot scaling, chronological trade replay, and stacked drawdowns — the way it would happen live.

Differentiators

What makes it different

The technical claims I make about FXOptimize aren't marketing. They're specific, verifiable, and you can audit them in the tool itself:

  • Shared balance simulation: All EAs trade from one account. Lot sizes scale dynamically as the balance grows. Drawdowns stack when multiple EAs lose simultaneously.
  • Chronological event replay: Every entry and exit is processed in real time order — not aggregated or smoothed.
  • Worst-case intraday drawdown: Using daily high/low candle data from 2015 onward for 27 currency crosses, gold, and 7 index CFDs, the simulator estimates how much you could have been underwater inside a trading day, not just at close.
  • Pareto frontier on return vs. max drawdown: The tool finds the set of combinations where return cannot improve without increasing drawdown. 17 risk metrics — Sharpe, Sortino, Calmar, Recovery Factor, Profit Factor, Win Rate and more — are computed for every combination and can be filtered on; the dominance test itself runs on the two axes.
  • Your files stay in the browser: Backtest reports are parsed locally — the file itself is never uploaded. What the app does send is a small set of anonymous per-EA performance metrics (return, drawdown, Sharpe and the like, plus how the backtest was run), so we can see which instruments people actually test. No trade list, no lot sizes, no account balance, no EA parameters. It's described field by field in the privacy policy.
Background

My background

I've been trading forex since 2018, primarily with automated systems on MT4 and MT5. FXOptimize is the internal tool I built to manage my own portfolio — I decided to release it publicly because I couldn't be the only one who needed it.

I'm not a broker or an EA vendor. I don't sell EAs, take affiliate fees from EA vendors or brokers, or recommend prop firms for commission. FXOptimize is a tool I built for myself; the Solo and Studio tiers exist because running the infrastructure costs money.

I also run SteadyFlowFX, a copy-trading service, where I trade a 6-EA / 6-pair portfolio on one live account. That account is the reason this tool exists and where I test every release. FXOptimize doesn't promote it, and nothing here depends on you using it.

Audience

Who should use FXOptimize

  • Retail forex traders running 2+ EAs who want to know if their combination makes mathematical sense
  • EA developers who want to show customers how their product performs alongside others
  • Prop firm traders optimizing for risk-adjusted returns on a funded account
  • Algo traders building their own strategies who want a neutral, open simulator
Not for

Who this is not for

  • Anyone looking for EA signals or trade copy services — FXOptimize is research-only
  • Anyone who wants EA recommendations — FXOptimize analyzes your own EAs, it doesn't pick new ones for you
  • Anyone expecting guaranteed profits — backtesting shows what did happen, not what will
Contact

Contact

Email: [email protected]. I read every message. If you've found a bug, have a feature request, or want to discuss how the simulator handles some edge case in your strategy, just write.

Get in touch

Bug report? Feature request? General questions? Just email me directly.

[email protected]

Replies typically within 24 hours · or visit the full contact page

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