v2.010 #335

kenorb · 2022-03-27T20:46:46Z

kenorb
Mar 27, 2022
Maintainer

Release notes

Development enhancements.
Added H12 timeframe.
New Indicator strategy.
Optimized for EURUSD and 2018-2022 years using MT5.

Known issues

Signal strategy filter param is disabled. To be fixed soon.

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-1ef515e3ce5c1ae01deded1459af1c3b0d8991f1
                                                                     (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 v2.010 build 1648406061 <<"; __Strategies_Active__="-- Active strategies --";
                                  Strategy_M1=0; Strategy_M5=0; Strategy_M15=24; Strategy_M30=26; Strategy_H1=1; Strategy_H2=17; Strategy_H3=32;
Parameters                        Strategy_H4=30; Strategy_H6=35; Strategy_H8=27; Strategy_H12=16; __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           324.27 Gross profit                              4317.01 Gross loss                                                -3992.74
Profit factor                1.08 Expected payoff                              0.62
Absolute drawdown          149.53 Maximal drawdown                   518.06 (4.92%) Relative drawdown                                   4.92% (518.06)
Total trades                  520 Short positions (won %)              255 (52.16%) Long positions (won %)                                265 (52.08%)
                                  Profit trades (% of total)           271 (52.12%) Loss trades (% of total)                              249 (47.88%)
                          Largest profit trade                               123.30 loss trade                                                 -122.60
                          Average profit trade                                15.93 loss trade                                                  -16.04
                          Maximum consecutive wins (profit in money)    10 (182.20) consecutive losses (loss in money)                    10 (-132.70)
                          Maximal consecutive profit (count of wins)     228.70 (5) consecutive loss (count of losses)                     -169.80 (6)
                          Average consecutive wins                                2 consecutive losses                                               2

Advanced

                                                                Strategy Tester Report
                                              EA31337-Advanced-1ef515e3ce5c1ae01deded1459af1c3b0d8991f1
                                                                     (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 v2.010 build 1648406053 <<"; __Strategies_Active__="-- Active strategies --";
                                   Strategy_M1=0; Strategy_M5=0; Strategy_M15=24; Strategy_M30=17; Strategy_H1=23; Strategy_H2=2; Strategy_H3=5;
                                   Strategy_H4=6; Strategy_H6=33; Strategy_H8=29; Strategy_H12=19; __Strategies_Stops__="-- Strategies' stops --";
                                   EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=19; EA_Stops_M30=34; EA_Stops_H1=1; EA_Stops_H2=33; EA_Stops_H3=19;
                                   EA_Stops_H4=1; EA_Stops_H6=25; EA_Stops_H8=9; EA_Stops_H12=0; __Signal_Filters__="-- Signal filters --";
 Parameters                        EA_SignalOpenFilterMethod=37; EA_SignalCloseFilterMethod=40; EA_SignalOpenFilterTime=3; EA_TickFilterMethod=32;
                                   __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=5; EA_Task1_Then=3; EA_Task2_If=4; EA_Task2_Then=5; EA_Task3_If=9;
                                   EA_Task3_Then=2; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=200; EA_OrderCloseProfit=0;
                                   EA_OrderCloseTime=0; __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                                                       1
 Total net profit            55.41 Gross profit                                9183.91 Gross loss                                            -9128.49
 Profit factor                1.01 Expected payoff                                0.10
 Absolute drawdown          401.63 Maximal drawdown                   2957.33 (22.79%) Relative drawdown                             22.79% (2957.33)
 Total trades                  543 Short positions (won %)                361 (23.55%) Long positions (won %)                            182 (44.51%)
                                   Profit trades (% of total)             166 (30.57%) Loss trades (% of total)                          377 (69.43%)
                           Largest profit trade                                 288.88 loss trade                                             -142.80
                           Average profit trade                                  55.32 loss trade                                              -24.21
                           Maximum consecutive wins (profit in money)       5 (191.54) consecutive losses (loss in money)                17 (-527.37)
                           Maximal consecutive profit (count of wins)       534.57 (2) consecutive loss (count of losses)                -527.37 (17)
                           Average consecutive wins                                  2 consecutive losses                                           4

Rider

                                                                Strategy Tester Report
                                                EA31337-Rider-1ef515e3ce5c1ae01deded1459af1c3b0d8991f1
                                                                     (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 v2.010 build 1648406057 <<"; __Strategies_Active__="-- Active strategies --";
                                  Strategy_M1=0; Strategy_M5=0; Strategy_M15=0; Strategy_M30=25; Strategy_H1=23; Strategy_H2=2; Strategy_H3=5;
                                  Strategy_H4=6; Strategy_H6=33; Strategy_H8=29; Strategy_H12=26; __Strategies_Stops__="-- Strategies' stops --";
                                  EA_Stops_Strat=17; EA_Stops_Tf=720; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=5; EA_Task1_Then=4; EA_Task2_If=4;
Parameters                        EA_Task2_Then=4; EA_Task3_If=9; EA_Task3_Then=4; __Signal_Filters__="-- Signal filters --";
                                  EA_SignalOpenFilterMethod=37; EA_SignalCloseFilterMethod=40; 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         -3637.96 Gross profit                          62317.33 Gross loss                                                 -65955.29
Profit factor                0.94 Expected payoff                          -1.97
Absolute drawdown         3659.46 Maximal drawdown             22089.26 (77.70%) Relative drawdown                                  77.70% (22089.26)
Total trades                 1848 Short positions (won %)           825 (38.30%) Long positions (won %)                                 1023 (31.96%)
                                  Profit trades (% of total)        643 (34.79%) Loss trades (% of total)                               1205 (65.21%)
                          Largest profit trade                            271.50 loss trade                                                   -341.33
                          Average profit trade                             96.92 loss trade                                                    -54.73
                          Maximum consecutive wins (profit in        22 (441.05) consecutive losses (loss in money)                     54 (-1654.56)
                                  money)
                          Maximal consecutive profit (count of      2776.67 (14) consecutive loss (count of losses)                     -4265.30 (21)
                                  wins)
                          Average consecutive wins                             4 consecutive losses                                                 8

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: v2.010 #335
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.

kenorb · 2022-03-27T22:30:42Z

kenorb
Mar 27, 2022
Maintainer Author

Backtest

Symbol: EURUSD
Modelling: Every tick based on real ticks (default MetaQuotes Demo)
Spread: 10pts (=1pip for 5-digit symbol)
Leverage: 1:500
Platform: MT5 (note: results in MT4 can be different due to different backtest algorithms and tick data)
Period: 2017-2022.03
Parameters: default

Lite

Deposit: 1000USD

Advanced

Deposit: 1000USD

Rider

Deposit: 2000USD (note: different deposits can produce different results)
Modelling: M1 (default MetaQuotes Demo)
Period: 2018-2022.03

Deposit: 10000USD (note: different deposits can produce different results)
Period: 2018-2022.03

0 replies

Provide feedback

Saved searches

Use saved searches to filter your results more quickly

EA31337

v2.010 #335

{{title}}

{{editor}}'s edit

{{editor}}'s edit

Replies: 1 comment

{{title}}

{{editor}}'s edit

{{editor}}'s edit

Select a reply

EA31337

v2.010 #335

kenorb Mar 27, 2022 Maintainer

Release notes

Known issues

Other notes

Usage

Backtest

EURUSD 2020

Lite

Advanced

Rider

More test results

Changelog

Which version to use?

Replies: 1 comment

kenorb Mar 27, 2022 Maintainer Author

Backtest

Lite

Advanced

Rider

kenorb
Mar 27, 2022
Maintainer

kenorb
Mar 27, 2022
Maintainer Author