v1.008

[kenorb]

Release notes

• Indicators code refactor
• Development fixes and improvements.
• Optimized for EURUSD and 2018-2021 years using MT5.

General notes

• This project is not recommended for the real trading (due to risk). It's more for education purposes only.
• For more advanced EA, please check: EA31337 instead (also free and open source).
• For MetaTrader 4, please download file with .ex4 extension, for MetaTrader 5 use .ex5 accordingly.
• For professional trading EA, try EA31337 VIP Preview (free version available).
• Check README for further details.

Backtest

EURUSD 2020 (spread 10pts)

                                                                               Strategy Tester Report
                                                                                   EA31337-Libre
                                                                                    (Build 1320)

  Symbol                            EURUSD (Euro vs US Dollar)
  Period                            1 Minute (M1) 2020.01.01 23:41 - 2020.12.30 23:59 (2020.01.01 - 2020.12.31)
  Model                             Every tick (the most precise method based on all available least timeframes)
                                    __EA_Params__=">> EA31337 Libre v1.008 build 1635091069 <<"; __EA_Strategy__="-- Trading strategy --"; EA_Strategy=4;
  Parameters                        EA_Strategy_Active_Tf=130048; __EA_Risk_Params__="-- Risk management --"; EA_Risk_MarginMax=1; __Logging_Params__="-- Logging & messaging --";
                                    EA_DisplayDetailsOnChart=true; VerboseLevel=3; __Trade_Params__="-- Trade parameters --"; EA_MagicNumber=31337;
  Bars in test               372155 Ticks modelled                          167831773 Modelling quality                                                                     24.99%
  Mismatched charts errors        0
  Initial deposit          10000.00                                                   Spread                                                                                    10
  Total net profit           110.35 Gross profit                              1219.23 Gross loss                                                                          -1108.88
  Profit factor                1.10 Expected payoff                              0.66
  Absolute drawdown           67.60 Maximal drawdown                   234.48 (2.29%) Relative drawdown                                                             2.29% (234.48)
  Total trades                  167 Short positions (won %)               75 (40.00%) Long positions (won %)                                                           92 (60.87%)
                                    Profit trades (% of total)            86 (51.50%) Loss trades (% of total)                                                         81 (48.50%)
                            Largest profit trade                                55.30 loss trade                                                                            -34.10
                            Average profit trade                                14.18 loss trade                                                                            -13.69
                            Maximum consecutive wins (profit in money)    11 (151.53) consecutive losses (loss in money)                                               9 (-121.24)
                            Maximal consecutive profit (count of wins)     160.90 (6) consecutive loss (count of losses)                                               -121.24 (9)
                            Average consecutive wins                                3 consecutive losses                                                                         2

Note: The results can be slightly different in MetaTrader 5. To see backtest results for MT5, check the discussion below.

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This discussion was created from the release v1.008.

[kenorb]

Backtest

• Symbol: EURUSD
• Period: 2018-2021.10
• Modelling: Every tick based on real ticks (default MetaQuotes Demo)
• Spread: 10pts (=1pip)
• Platform: MT5 (note: results in MT4 can be different due to different backtest algorithms)
• Parameters: default
• Deposit: 10000USD