v2.009
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Development, performance and strategy enhancements.
- Indicator processing improvements.
- Optimized for EURUSD and 2019-2021 years using MT5.
Known issues
- Signal strategy filter param is broken and disabled. To be fixed soon.
- GH-349: In MT5, in some brokers, orders could not be closed properly during real-time trading due to wrong filling type.
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.
- Check README for further details.
- Read more at Wiki pages.
Backtest
EURUSD 2020
Lite
Strategy Tester Report
EA31337-Lite-2a0ecb34d2b21d420dedc138b7c2a03c2a5b1558
(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 v2.001 --"; __Strategies_Active__="-- Active
strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=23; Strategy_M30=23; __Trade_Params__="-- EA's trade
Parameters parameters --"; EA_LotSize=0; EA_SignalOpenFilter=16; __EA_Risk_Params__="-- EA's risk management --";
EA_Risk_MarginMax=10; __EA_Logging_Parameters__="-- Settings for logging & messages --"; VerboseLevel=3;
__EA_Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true; EA_MagicNumber=31337;
__EA_Parameters__="-- End of input parameters for EA31337 Lite v2.001 --";
Bars in test 372155 Ticks modelled 167831773 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 1000.00 Spread 10
Total net profit 259.17 Gross profit 5023.99 Gross loss -4764.82
Profit factor 1.05 Expected payoff 0.56
Absolute drawdown 483.46 Maximal drawdown 725.89 (49.48%) Relative drawdown 55.21% (636.59)
Total trades 462 Short positions (won %) 227 (53.30%) Long positions (won %) 235 (53.62%)
Profit trades (% of total) 247 (53.46%) Loss trades (% of total) 215 (46.54%)
Largest profit trade 124.10 loss trade -196.40
Average profit trade 20.34 loss trade -22.16
Maximum consecutive wins (profit in 8 (65.23) consecutive losses (loss in money) 7 (-176.00)
money)
Maximal consecutive profit (count of 206.17 (3) consecutive loss (count of losses) -210.67 (5)
wins)
Average consecutive wins 2 consecutive losses 2
Advanced
Strategy Tester Report
EA31337-Advanced-e2d21201e07ba57d632ce49e1d38fe1533a641a8
(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 v2.009 build 1639183732 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=0; Strategy_M30=29; Strategy_H1=4; Strategy_H2=19; Strategy_H3=29;
Strategy_H4=42; Strategy_H6=14; Strategy_H8=8; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0;
EA_Stops_M5=0; EA_Stops_M15=0; EA_Stops_M30=0; EA_Stops_H1=0; EA_Stops_H2=0; EA_Stops_H3=0; EA_Stops_H4=0;
EA_Stops_H6=23; EA_Stops_H8=17; __Signal_Filters__="-- Signal filters --"; EA_SignalOpenFilterMethod=8;
Parameters EA_SignalCloseFilterMethod=24; EA_SignalOpenFilterTime=3; EA_TickFilterMethod=32; __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 4500.86 Gross profit 15208.71 Gross loss -10707.85
Profit factor 1.42 Expected payoff 6.57
Absolute drawdown 253.86 Maximal drawdown 1002.63 (6.51%) Relative drawdown 7.59% (913.10)
Total trades 685 Short positions (won %) 445 (28.54%) Long positions (won %) 240 (37.08%)
Profit trades (% of total) 216 (31.53%) Loss trades (% of total) 469 (68.47%)
Largest profit trade 788.85 loss trade -101.70
Average profit trade 70.41 loss trade -22.83
Maximum consecutive wins (profit in 7 (209.08) consecutive losses (loss in money) 15 (-377.88)
money)
Maximal consecutive profit (count of 798.18 (2) consecutive loss (count of losses) -377.88 (15)
wins)
Average consecutive wins 2 consecutive losses 3
Rider
Strategy Tester Report
EA31337-Rider-e2d21201e07ba57d632ce49e1d38fe1533a641a8
(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 v2.009 build 1639183778 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=35; Strategy_M30=25; Strategy_H1=15; Strategy_H2=28; Strategy_H3=13;
Strategy_H4=25; Strategy_H6=34; Strategy_H8=27; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_Strat=34;
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;
Parameters EA_Task3_If=6; EA_Task3_Then=5; __Signal_Filters__="-- Signal filters --"; EA_SignalOpenFilterMethod=16;
EA_SignalCloseFilterMethod=32; EA_SignalOpenFilterTime=3; EA_TickFilterMethod=32; __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 23997.15 Gross profit 29463.09 Gross loss -5465.95
Profit factor 5.39 Expected payoff 136.35
Absolute drawdown 2328.87 Maximal drawdown 7917.89 (29.99%) Relative drawdown 29.99% (7917.89)
Total trades 176 Short positions (won %) 14 (21.43%) Long positions (won %) 162 (76.54%)
Profit trades (% of total) 127 (72.16%) Loss trades (% of total) 49 (27.84%)
Largest profit trade 1605.64 loss trade -1259.06
Average profit trade 231.99 loss trade -111.55
Maximum consecutive wins (profit in 29 (7518.48) consecutive losses (loss in money) 18 (-1716.89)
money)
Maximal consecutive profit (count of 7518.48 (29) consecutive loss (count of losses) -1716.89 (18)
wins)
Average consecutive wins 7 consecutive losses 3
Notes:
- The results can be slightly different in MetaTrader 5. To see backtest results for MT5, check the discussion below.
- Backtest results cannot reliably simulate the future outcome.
More test results
- MT5 backtest results: #315
- MT4 yearly backtest results, check:
docker/backtest/. - MT4 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.