v2.004
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Advanced/Rider: New signal close filter param to postpone order closure based on the conditions.
- Advanced: New close loss and profit param allowing to limit sl/tp for all orders.
It can be also used to hide your limits from the broker (aka Stealth mode). - Advanced/Rider: Support for condition-action parameters allowing to configure certain trading actions on user selected conditions.
- Backtest performance and default strategy params has been improved.
- Several new fixes and improvements. Check Changelog section for more details.
- Optimization has been done for EURUSD 2020-2021.
- Coincidentally the project just hit 1337 commits, a good sign?
Other notes
- Not suitable for real trading without proper knowledge or prior testing.
- For professional trading EA, you may try EA31337 VIP Preview (free version available).
Usage
- Default settings are suitable for EURUSD pair only with spread 10 points or less.
- When EA is not profitable, try optimizing params for your data by choosing better strategies.
- For backtest, use M1 so more bars to be processed. For real trading, it should not matter.
- Check README for further details.
- Read more at Wiki pages.
Backtest
EURUSD 2020
Lite
Strategy Tester Report
EA31337-Lite-38b4f7da5ba8a5db7168631a9740275f0f7af06f
(Build 1280)
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_Mode_Parameters__="-- EA parameters for EA31337 Lite v2.004 --"; __Strategies_Active__="-- Active
strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=6; Strategy_M30=6; __Trade_Params__="-- EA's trade
Parameters parameters --"; EA_LotSize=0; EA_SignalOpenFilter=40; __EA_Risk_Params__="-- EA's risk management --";
EA_Risk_MarginMax=5; __EA_Logging_Parameters__="-- Settings for logging & messages --"; VerboseLevel=1;
__EA_Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true; EA_MagicNumber=31337;
__EA_Parameters__="-- End of input parameters for EA31337 Lite v2.004 --";
Bars in test 372155 Ticks modelled 167831773 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit 586.10 Gross profit 2362.60 Gross loss -1776.50
Profit factor 1.33 Expected payoff 0.98
Absolute drawdown 580.80 Maximal drawdown 1088.20 (10.36%) Relative drawdown 10.36% (1088.20)
Total trades 597 Short positions (won %) 0 (0.00%) Long positions (won %) 597 (57.96%)
Profit trades (% of total) 346 (57.96%) Loss trades (% of total) 251 (42.04%)
Largest profit trade 75.40 loss trade -52.70
Average profit trade 6.83 loss trade -7.08
Maximum consecutive wins (profit in 31 (164.00) consecutive losses (loss in money) 18 (-161.80)
money)
Maximal consecutive profit (count of 877.40 (18) consecutive loss (count of losses) -204.60 (10)
wins)
Average consecutive wins 4 consecutive losses 3
Advanced
Strategy Tester Report
EA31337-Advanced-38b4f7da5ba8a5db7168631a9740275f0f7af06f
(Build 1280)
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_Mode_Parameters__="-- EA parameters for EA31337 Advanced v2.004 --"; __Strategies_Active__="-- Active
strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=23; Strategy_M30=22; __EA_Stops__="-- EA's stops --";
EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=24; EA_Stops_M30=35; __EA_Actions__="-- EA's actions --";
EA_Action1_If=0; EA_Action1_Then=0; __EA_Order_Params__="-- EA's order params --"; EA_OrderCloseLoss=0;
Parameters EA_OrderCloseProfit=0; EA_OrderCloseTime=0; __Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0;
EA_SignalOpenFilter=40; EA_SignalCloseFilter=16; __EA_Risk_Params__="-- EA's risk management --";
EA_Risk_MarginMax=5; __EA_Logging_Parameters__="-- Settings for logging & messages --"; VerboseLevel=1;
__EA_Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true; EA_MagicNumber=31337;
__EA_Parameters__="-- End of input parameters for EA31337 Advanced v2.004 --";
Bars in test 372155 Ticks modelled 167831773 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit 5987.98 Gross profit 10461.43 Gross loss -4473.45
Profit factor 2.34 Expected payoff 7.81
Absolute drawdown 1104.86 Maximal drawdown 2551.55 (19.18%) Relative drawdown 20.36% (2274.10)
Total trades 767 Short positions (won %) 452 (36.50%) Long positions (won %) 315 (69.52%)
Profit trades (% of total) 384 (50.07%) Loss trades (% of total) 383 (49.93%)
Largest profit trade 218.66 loss trade -140.90
Average profit trade 27.24 loss trade -11.68
Maximum consecutive wins (profit in 26 (1956.08) consecutive losses (loss in money) 19 (-345.25)
money)
Maximal consecutive profit (count of 1956.08 (26) consecutive loss (count of losses) -1567.60 (16)
wins)
Average consecutive wins 3 consecutive losses 3
Rider
Strategy Tester Report
EA31337-Rider-38b4f7da5ba8a5db7168631a9740275f0f7af06f
(Build 1280)
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_Mode_Parameters__="-- EA parameters for EA31337 Rider v2.004 --"; __Strategies_Active__="-- Active strategies
--"; Strategy_M1=0; Strategy_M5=6; Strategy_M15=27; Strategy_M30=27; __EA_Stops__="-- EA's stops --"; EA_Stops=2;
__EA_Actions__="-- EA's actions --"; EA_Action1_If=0; EA_Action1_Then=0; __Trade_Params__="-- EA's trade
Parameters parameters --"; EA_LotSize=0; EA_SignalOpenFilter=40; EA_SignalCloseFilter=84; __EA_Risk_Params__="-- EA's risk
management --"; EA_Risk_MarginMax=5; __EA_Logging_Parameters__="-- Settings for logging & messages --";
VerboseLevel=1; __EA_Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true;
EA_MagicNumber=31337; __EA_Parameters__="-- End of input parameters for EA31337 Rider v2.004 --";
Bars in test 372155 Ticks modelled 167831773 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit 3603.27 Gross profit 5563.87 Gross loss -1960.60
Profit factor 2.84 Expected payoff 10.66
Absolute drawdown 2101.09 Maximal drawdown 2393.29 (23.25%) Relative drawdown 23.25% (2393.29)
Total trades 338 Short positions (won %) 52 (50.00%) Long positions (won %) 286 (56.29%)
Profit trades (% of total) 187 (55.33%) Loss trades (% of total) 151 (44.67%)
Largest profit trade 467.83 loss trade -204.61
Average profit trade 29.75 loss trade -12.98
Maximum consecutive wins (profit in 16 (89.00) consecutive losses (loss in money) 11 (-470.30)
money)
Maximal consecutive profit (count of 1858.02 (5) consecutive loss (count of losses) -470.30 (11)
wins)
Average consecutive wins 5 consecutive losses 4
More test results
- For more yearly backtest results, check:
docker/backtest/. - For monthly test results, check:
docker/tests/.
Changelog
Which version to use?
Lite, Advanced and Rider have slightly different logic (despite sharing the same codebase).
- Lite configuration is easy to use, but less customizable.
- Advanced has more options to offer (more filters), ideally for advanced users.
- Rider is the riskiest of all as it tries to keep the orders open for longer by "riding" on the equity (which means it closes trades either on SL hit or when equity reaches 1%).
Which version to use, it's to you. Check Input parameters wiki page for more details.
For MetaTrader 4, please download file with .ex4 extension, for MetaTrader 5 use .ex5 accordingly.