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v1.004

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@kenorb kenorb released this 04 Aug 09:25
· 92 commits to master since this release

Quick note: For download links, scroll down to the bottom of this page to the Assets section.

Release notes

  • Development fixes and improvements.
  • Optimized for EURUSD and 2020-2021 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)
                                  __Strategy_Active__="-- Active strategy --"; EA_Strategy=6; __Strategy_Timeframes__="-- [M1=1,M5=2,M15=4,M30=8,H1=16,H8=32...] --";
Parameters                        EA_Strategy_Active_Tf=12; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=5; __Logging_Parameters__="-- Settings for logging &
                                  messages --"; PrintLogOnChart=true; VerboseLevel=3; __Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true;
                                  EA_MagicNumber=31337; __EA_Parameters__="-- End of input parameters for EA31337 Libre v1.004 --";
Bars in test               372155 Ticks modelled                            167831773 Modelling quality                                                                      24.99%
Mismatched charts errors        0
Initial deposit          10000.00                                                     Spread                                                                                     10
Total net profit           623.23 Gross profit                                2903.03 Gross loss                                                                           -2279.80
Profit factor                1.27 Expected payoff                                0.78
Absolute drawdown          801.17 Maximal drawdown                   1186.77 (11.43%) Relative drawdown                                                            11.43% (1186.77)
Total trades                  803 Short positions (won %)                   0 (0.00%) Long positions (won %)                                                           803 (56.54%)
                                  Profit trades (% of total)             454 (56.54%) Loss trades (% of total)                                                         349 (43.46%)
                          Largest profit trade                                  75.40 loss trade                                                                             -52.70
                          Average profit trade                                   6.39 loss trade                                                                              -6.53
                          Maximum consecutive wins (profit in money)      35 (142.60) consecutive losses (loss in money)                                               16 (-177.60)
                          Maximal consecutive profit (count of wins)      887.80 (21) consecutive loss (count of losses)                                               -177.60 (16)
                          Average consecutive wins                                  4 consecutive losses                                                                          3

Note: The results can be slightly different in MetaTrader 5.

To run different tests, try our Interactive Backtesting in Colab (Google account required).