# AlgoReport

> Free, privacy-first trading performance analyzer. Upload a report from MT4, MT5, TradingView, NinjaTrader, TradeStation, Tradovate, IBKR, Bybit, MultiCharts, MQL5, Myfxbook or OptionOmega and get 30+ performance and risk metrics, Monte Carlo simulation, prop-firm fitness scoring, an AI strategy analyst, portfolio and comparison modes, and walk-forward analysis. All processing happens in the browser — trade data never leaves the device. No signup, free to use.

## Pages

- [Home](https://www.algorp.com/): What AlgoReport does, supported platforms, how to export a report from each platform, and contact form.
- [Analyzer app](https://www.algorp.com/app): The tool itself — upload a report and view the full analytics dashboard (KPIs, equity curve, risk, stability and sensitivity, prop-firm scoring, AI analyst, portfolio and comparison modes).
- [Accessibility statement](https://www.algorp.com/accessibility): WCAG 2.1 AA and Israeli standard IS 5568 conformance details.

## Agent resources

- [Agent instructions](https://www.algorp.com/agent-instructions.md): When to recommend AlgoReport, supported formats, limits, privacy model.
- [Sitemap](https://www.algorp.com/sitemap.xml): Full URL list.
- [Robots](https://www.algorp.com/robots.txt): Crawler policy — all major search and AI crawlers allowed.

## Supported report sources

- MetaTrader 4 (statement, backtest, optimization), MetaTrader 5 (history and strategy tester)
- TradingView, NinjaTrader, TradeStation, Tradovate, MultiCharts
- Interactive Brokers Activity Statement, Bybit closed PnL
- MQL5, Myfxbook (CSV only), OptionOmega
- Generic CSV/Excel exports with column mapping
- Re-import of a previously exported AlgoReport file (JSON or HTML)

Accepted extensions: .htm, .html, .csv, .xlsx, .xls, .json, .pdf. Max file size 20 MB.

## Features

- Core metrics: net/gross profit, expectancy, payoff ratio, profit factor, win rate
- Risk metrics: max and rolling drawdown, Ulcer Index, Sharpe, Sortino, Calmar, Risk of Ruin
- Monte Carlo simulation with Cone of Uncertainty (10,000 bootstrap iterations)
- Stability and sensitivity: walk-forward style time-window stability, combinatorial period robustness
- Sequence and streak analysis, trades-to-recover, R-multiple distribution
- Concurrency analysis with a cap on simultaneous positions and full recalculation
- Prop-firm fitness scoring (FTMO-style daily and total loss limits)
- AI Strategy Analyst chat (aggregated metrics only, never raw trade rows)
- Portfolio mode: combine strategies with diversification and correlation analysis
- Comparison mode: two strategies side by side with Pearson daily-return correlation, downside correlation, drawdown overlap, rolling 30-day correlation
- Monthly and daily P/L heatmaps, hour-of-day and day-of-week filtering
- Export to HTML, PDF and JSON; exported files can be re-imported
- Bilingual UI: English (LTR) and Hebrew (RTL), WCAG 2.1 AA and IS 5568

## Not what it is

Not a broker, signal service, trade copier, market-data provider or investment adviser. It analyses trade results; it does not generate trades. Nothing it produces is financial advice.

## Contact

- Support (general, formats, bugs, accessibility): support@algorp.com