About FXOptimize

Built by a trader for traders who run multiple EAs.

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.

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 22 years of daily high/low candle data for 28 forex pairs, the simulator estimates how much you could have been underwater inside a trading day, not just at close.
• Pareto optimization across 17 risk metrics: Sharpe, Sortino, Calmar, Recovery Factor, Profit Factor, Win Rate, and more. The tool finds the set of combinations where return cannot improve without increasing drawdown.
• 100% client-side: Your backtest files are parsed in your browser. Nothing is uploaded to any server. You can verify this by running the site offline after the initial page load.

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, a signal seller, or an educator. I don't sell EAs, and I don't take kickbacks from EA vendors. FXOptimize is a tool I built for myself; the Solo and Studio tiers exist because running the infrastructure costs money.

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

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

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.