How to Generate a Custom Trade History Report in Mql4

Here is a complete MQL4 script designed to analyze your account history.

Script Logic

1. Inputs: It allows you to specify a symbol. If you leave it blank, it defaults to the symbol of the chart where you drop the script.
2. Filtering: It iterates through the MODE_HISTORY pool. It filters out non-trading operations (like deposits or cancelled pending orders) and only calculates based on actual Buy (OP_BUY) and Sell (OP_SELL) positions.
3. Net Profit: It calculates the Net Profit (Order Profit + Swap + Commission).
4. Output: It displays the result in a pop-up Message Box.

MQL4 Code

//+------------------------------------------------------------------+
//|                                            AverageProfitAnalyzer.mq4 |
//|                        Copyright 2023, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, Quantitative Analysis"
#property link      "https://www.mql5.com"
#property version   "1.00"
#property strict
#property script_show_inputs

//--- Input Parameters
input string   InpSymbol      = "";    // Symbol to analyze (Leave empty for current chart)
input int      InpMagicNumber = 0;     // Magic Number filter (0 for all manual/EA trades)
input bool     InpFilterMagic = false; // Set to true to filter by Magic Number

//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
{
   //--- 1. Determine the symbol to analyze
   string symbolToAnalyze = InpSymbol;
   if(symbolToAnalyze == "")
   {
      symbolToAnalyze = Symbol(); // Use current chart symbol if input is empty
   }
   
   //--- 2. Initialize variables
   double totalNetProfit = 0.0;
   int    tradeCount     = 0;
   int    historyTotal   = OrdersHistoryTotal();
   
   //--- 3. Iterate through closed trades
   for(int i = 0; i < historyTotal; i++)
   {
      // Select the order from history
      if(OrderSelect(i, SELECT_BY_POS, MODE_HISTORY))
      {
         // Filter by Symbol
         if(OrderSymbol() == symbolToAnalyze)
         {
            // Filter by Magic Number (if enabled)
            if(!InpFilterMagic || OrderMagicNumber() == InpMagicNumber)
            {
               // Filter by Order Type (Only Buy and Sell, ignore Balance/Credit)
               if(OrderType() == OP_BUY || OrderType() == OP_SELL)
               {
                  // Calculate Net Profit: Profit + Commission + Swap
                  double netProfit = OrderProfit() + OrderCommission() + OrderSwap();
                  
                  totalNetProfit += netProfit;
                  tradeCount++;
               }
            }
         }
      }
   }
   
   //--- 4. Calculate Average and Display Results
   if(tradeCount > 0)
   {
      double averageProfit = totalNetProfit / tradeCount;
      
      string message = "Analysis for: " + symbolToAnalyze + "\n" +
                       "--------------------------------" + "\n" +
                       "Total Trades: " + IntegerToString(tradeCount) + "\n" +
                       "Total Net Profit: " + DoubleToString(totalNetProfit, 2) + " " + AccountCurrency() + "\n" +
                       "--------------------------------" + "\n" +
                       "AVERAGE PROFIT: " + DoubleToString(averageProfit, 2) + " " + AccountCurrency();
                       
      MessageBox(message, "Trade Analysis Result", MB_OK | MB_ICONINFORMATION);
   }
   else
   {
      MessageBox("No closed Buy/Sell trades found for " + symbolToAnalyze, "Analysis Result", MB_OK | MB_ICONWARNING);
   }
}
//+------------------------------------------------------------------+

How to use this script:

1. Open MetaEditor (F4 in MT4).
2. Create a new Script (File -> New -> Script) and name it AverageProfitAnalyzer.
3. Paste the code above into the file, replacing everything else.
4. Click Compile (F7).
5. Go back to the MT4 Terminal.
6. Find the script in the Navigator panel under Scripts.
7. Drag and drop it onto a chart.
8. A window will pop up allowing you to specify a symbol (optional). If you leave it blank, it calculates for the chart you dropped it on.

Q&A

Q: Does this script include commissions and swaps?
A: Yes. The script calculates "Net Profit" by summing OrderProfit(), OrderCommission(), and OrderSwap().

Q: Can I use this to analyze trades made by a specific Expert Advisor?
A: Yes. Set InpFilterMagic to true and enter the specific Magic Number of your EA in the InpMagicNumber input field.

Q: Why does the script ignore deposits and withdrawals?
A: The code specifically checks if(OrderType() == OP_BUY || OrderType() == OP_SELL). This ensures that balance operations (which appear in history as OP_BALANCE) do not skew the average trade profit calculation.