v1.011
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.