Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Development enhancements.
Known issues
- Orders sometimes aren't closed properly (right before the market close times).
General notes
- This project is not recommended for the real trading (due to high risk involved). It's more for strategy testing, research, education and learning purposes only.
- For more advanced EA, please check: EA31337 instead (also free and open source).
- For MetaTrader 4, please download file with
.ex4extension, for MetaTrader 5 use.ex5accordingly. - Check README for further details.
- For other projects, check https://ea31337.github.io.
- For professional trading EA, try EA31337 VIP (free version available) or checkout our live MAM programs (read more at: https://t.me/EA31337/62).
Backtest
EURUSD 2020 (spread 1pts)
Strategy Tester Report
EA31337-Libre
(Build 1382)
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 v1.013 build 1690818401 <<"; __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 1
Total net profit -216.00 Gross profit 787.23 Gross loss -1003.23
Profit factor 0.78 Expected payoff -2.35
Absolute drawdown 376.62 Maximal drawdown 378.22 (3.78%) Relative drawdown 3.78% (378.22)
Total trades 92 Short positions (won %) 43 (32.56%) Long positions (won %) 49 (55.10%)
Profit trades (% of total) 41 (44.57%) Loss trades (% of total) 51 (55.43%)
Largest profit trade 49.60 loss trade -66.40
Average profit trade 19.20 loss trade -19.67
Maximum consecutive wins (profit in money) 6 (96.83) consecutive losses (loss in money) 8 (-254.01)
Maximal consecutive profit (count of wins) 96.83 (6) consecutive loss (count of losses) -254.01 (8)
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.
- Different deposit or spreads can produce different results.
- Backtest results cannot reliably simulate the future outcome.