Portfolio Analysis on Metatrader 4 or Metatarder 5

 

Hello,


I have a little experience with Expert Advisors on MQL4 and MQL5.

Now I have a few robots and I want to test how is the drawdown, sharpe ratio and other metrics respond when I'm testing this robots at the same time (as if I own a porfolio with several robots trading at the same time), for example:

Testing all 2018:

-Robot 1 on 1H for the EURUSD

-Robot 2 on 4H for the CADNOK

-Robot 3 on Daily for the SP500

Anyone know how to perform this analisys on Metatrader? Or I will need to learn another language to make this happen?


Thank you for the help!