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v1.011

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@kenorb kenorb released this 14 Dec 17:14
· 55 commits to master since this release
b28f671

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

Release notes

  • Development enhancements.
  • Now running on H1, H2, H3 and H4 only for better backtest results.
  • Optimized for EURUSD and 2015-2022 years using MT5.

General notes

  • This project is not recommended for the real trading (due to high risk involved). It's more for strategy testing, research and 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 v1.011 build 1671036779 <<"; __EA_Strategy__="-- Trading strategy --"; EA_Strategy=4; EA_Strategy_Active_Tf=30720;
Parameters                        __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            31.08 Gross profit                               416.14 Gross loss                                                                               -385.06
Profit factor                1.08 Expected payoff                              0.55
Absolute drawdown           93.40 Maximal drawdown                   103.90 (1.04%) Relative drawdown                                                                 1.04% (103.90)
Total trades                   56 Short positions (won %)               27 (48.15%) Long positions (won %)                                                               29 (62.07%)
                                  Profit trades (% of total)            31 (55.36%) Loss trades (% of total)                                                             25 (44.64%)
                          Largest profit trade                                33.70 loss trade                                                                                -36.60
                          Average profit trade                                13.42 loss trade                                                                                -15.40
                          Maximum consecutive wins (profit in money)      7 (78.82) consecutive losses (loss in money)                                                    3 (-41.40)
                          Maximal consecutive profit (count of wins)      78.82 (7) consecutive loss (count of losses)                                                    -52.20 (2)
                          Average consecutive wins                                2 consecutive losses                                                                             2

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.