v2.006
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Refactor signal processing.
- Development fixes and improvements.
- Added more custom timeframes.
- Optimized for EURUSD and 2020-2021 years using MT5.
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-dfbde61089eac5d8bc6a5bece198263b74aed2ac
(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 Lite v2.006 build 1632152642 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=4; Strategy_M30=6; Strategy_H1=8; Strategy_H2=21; Strategy_H3=30;
Parameters Strategy_H4=30; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=1.20000005;
__EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MagicNumber=31337; __Logging_Params__="-
- EA's logging & messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true;
Bars in test 372155 Ticks modelled 167831773 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit 14613.51 Gross profit 48587.51 Gross loss -33974.00
Profit factor 1.43 Expected payoff 5.47
Absolute drawdown 479.15 Maximal drawdown 5284.94 (21.10%) Relative drawdown 21.10% (5284.94)
Total trades 2672 Short positions (won %) 1270 (66.30%) Long positions (won %) 1402 (58.56%)
Profit trades (% of total) 1663 (62.24%) Loss trades (% of total) 1009 (37.76%)
Largest profit trade 390.80 loss trade -320.13
Average profit trade 29.22 loss trade -33.67
Maximum consecutive wins (profit in 27 (1479.01) consecutive losses (loss in money) 22 (-1121.85)
money)
Maximal consecutive profit (count of 1856.09 (19) consecutive loss (count of losses) -1316.10 (11)
wins)
Average consecutive wins 4 consecutive losses 2
Advanced
Strategy Tester Report
EA31337-Advanced-dfbde61089eac5d8bc6a5bece198263b74aed2ac
(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 Advanced v2.006 build 1632152644 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=13; Strategy_M30=6; Strategy_H1=21; Strategy_H2=21; Strategy_H3=30;
Strategy_H4=30; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=18;
EA_Stops_M30=32; EA_Stops_H1=21; EA_Stops_H2=16; EA_Stops_H3=30; EA_Stops_H4=16; __Strategies_Filters__="-
Parameters - Strategies' filters --"; EA_SignalOpenFilterMethod=32; EA_SignalCloseFilter=32; EA_SignalOpenFilterTime=3;
EA_TickFilterMethod=60; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=3; EA_Task1_Then=2; EA_Task2_If=3;
EA_Task2_Then=2; EA_Task3_If=7; EA_Task3_Then=2; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=200;
EA_OrderCloseProfit=0; EA_OrderCloseTime=-40; __EA_Risk_Params__="-- EA's risk management --";
EA_Risk_MarginMax=1.20000005; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MagicNumber=31337;
__Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true;
Bars in test 372155 Ticks modelled 167831773 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit 18857.57 Gross profit 142885.12 Gross loss -124027.55
Profit factor 1.15 Expected payoff 4.35
Absolute drawdown 808.53 Maximal drawdown 15945.99 (56.68%) Relative drawdown 56.68% (15945.99)
Total trades 4336 Short positions (won %) 1971 (53.22%) Long positions (won %) 2365 (67.15%)
Profit trades (% of total) 2637 (60.82%) Loss trades (% of total) 1699 (39.18%)
Largest profit trade 549.68 loss trade -890.99
Average profit trade 54.18 loss trade -73.00
Maximum consecutive wins (profit in 21 (2212.49) consecutive losses (loss in money) 19 (-330.84)
money)
Maximal consecutive profit (count of 3513.19 (16) consecutive loss (count of losses) -1684.07 (5)
wins)
Average consecutive wins 3 consecutive losses 2
Rider
Strategy Tester Report
EA31337-Rider-dfbde61089eac5d8bc6a5bece198263b74aed2ac
(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 Rider v2.006 build 1632152625 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=1; Strategy_M30=14; Strategy_H1=24; Strategy_H2=9; Strategy_H3=5;
Strategy_H4=27; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_Strat=13; EA_Stops_Tf=480; __EA_Tasks__="-
- EA's tasks --"; EA_Task1_If=2; EA_Task1_Then=2; EA_Task2_If=3; EA_Task2_Then=2; EA_Task3_If=6; EA_Task3_Then=5;
Parameters __Strategies_Filters__="-- Strategies' filters --"; EA_SignalOpenFilterMethod=32; EA_SignalCloseFilter=32;
EA_SignalOpenFilterTime=3; EA_TickFilterMethod=60; __EA_Risk_Params__="-- EA's risk management --";
EA_Risk_MarginMax=1.20000005; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0;
EA_MagicNumber=31337; __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1;
EA_DisplayDetailsOnChart=true;
Bars in test 372155 Ticks modelled 167831773 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit 8022.48 Gross profit 79600.97 Gross loss -71578.48
Profit factor 1.11 Expected payoff 4.14
Absolute drawdown 2553.61 Maximal drawdown 5700.05 (43.36%) Relative drawdown 43.36% (5700.05)
Total trades 1936 Short positions (won %) 789 (33.33%) Long positions (won %) 1147 (55.45%)
Profit trades (% of total) 899 (46.44%) Loss trades (% of total) 1037 (53.56%)
Largest profit trade 1104.69 loss trade -616.59
Average profit trade 88.54 loss trade -69.02
Maximum consecutive wins (profit in 12 (863.72) consecutive losses (loss in money) 20 (-684.15)
money)
Maximal consecutive profit (count of 2439.32 (7) consecutive loss (count of losses) -1875.49 (4)
wins)
Average consecutive wins 2 consecutive losses 2
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 with simple strategy configuration per timeframe, but less customizable.
- Advanced has more options to offer (more complex 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 when EA's equity reaches certain %).
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. Beta version is the earlier release (not polished and more riskier), but it has different logic before the code refactor.