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v1.007

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@kenorb kenorb released this 27 Sep 20:18
· 66 commits to master since this release
686adb1

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

Release notes

  • New strategies: AMA, ASI, Chaikin and Pivot
  • 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 v1.007 build 1632698426 <<"; __EA_Strategy__="-- Trading strategy --"; EA_Strategy=11;
Parameters                        EA_Strategy_Active_Tf=129024; __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           928.00 Gross profit                              5941.20 Gross loss                                                                          -5013.20
Profit factor                1.19 Expected payoff                              1.32
Absolute drawdown          512.54 Maximal drawdown                   740.10 (7.24%) Relative drawdown                                                             7.24% (740.10)
Total trades                  701 Short positions (won %)              320 (97.81%) Long positions (won %)                                                          381 (66.40%)
                                  Profit trades (% of total)           566 (80.74%) Loss trades (% of total)                                                        135 (19.26%)
                          Largest profit trade                               107.83 loss trade                                                                           -167.67
                          Average profit trade                                10.50 loss trade                                                                            -37.13
                          Maximum consecutive wins (profit in money)    25 (663.23) consecutive losses (loss in money)                                               9 (-231.10)
                          Maximal consecutive profit (count of wins)    663.23 (25) consecutive loss (count of losses)                                               -385.11 (5)
                          Average consecutive wins                                8 consecutive losses                                                                         2

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