Does anyone have a tool that record Open Trade information at some time interval (1m, 5m, etc.) so it can later be brought into Excel for analysis?

I know how to record Time, O, H, L, C, but not Open Trade information. If I had to, I could extrapolate drawdown and profit information for a given time if I could know when a trade is open or closed.

I'm trying to identify drawdown and profit information and correlate it with time and see if there's some interesting information for given timeframes, etc. when testing an EA.

For anyone who's interested, here is some analysis I did of average pip movement per day per hour. They are for EURUSD, GBPUSD, USDCHF, AUDUSD, NZDUSD.


Thanks.

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