v2.010
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Development enhancements.
- Added H12 timeframe.
- New Indicator strategy.
- Optimized for EURUSD and 2018-2022 years using MT5.
Known issues
- Rider version is very risky, don't use it without optimizing it first. It's not suitable for the small deposits.
- Signal strategy filter param is 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-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: #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.