Free EA Portfolio Optimizer — Looking for Feedback
Hey everyone,
I run 3 EAs across multiple currency pairs — that's over 16,000 possible portfolio combinations. I needed to figure out which combination actually performs best when they all share the same account balance.
The problem: individual backtests look great, but they don't tell you how drawdowns stack when everything runs together. Two EAs with 15% max DD each can create a 25%+ combined drawdown if they lose at the same time.
I've been looking at ways to solve this. QuantAnalyzer merges trade lists but doesn't simulate a shared balance with dynamic lot scaling. So I ended up building my own tool that replays all trades chronologically on one simulated account — shared balance, proper lot scaling, the works.
The biggest insight so far: correlation matters more than individual performance. My best-performing EA was actually dragging the portfolio down because it was too correlated with another one.
Some things I've found useful to look at when combining EAs:
• Correlation matrix between EAs — do they actually diversify?
• Combined drawdown vs sum of individual drawdowns
• Sharpe/Sortino on the combined equity curve (not individual)
• Monte Carlo to stress-test the combination
Questions for other EA portfolio traders:
• What metrics matter most to you when combining EAs?
• What's your current process for deciding which EAs to run together?
• Do you use any tools for this?
• How many EAs or tradingpairs do you typically run on one account?
Happy to share more about my approach or the methodology if anyone's interested.
Hi, could we talk about the strategy?
