v2.012.1
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Development enhancements.
- Optimized for EURUSD and 2017-2023 years using MT5.
Known issues
- Slow performance for Rider when backtesting in real tick mode, use 1 minute OHLC instead. Performance is going to be improved in the next release.
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 2021
Lite
Strategy Tester Report
EA31337-Lite-f7198dd4c9d5e5b1589e0a4991d59dd7e2fa8dca
(Build 1359)
Symbol EURUSD (Euro vs US Dollar)
Period 1 Minute (M1) 2021.01.03 23:45 - 2021.12.30 23:59 (2021.01.01 - 2021.12.31)
Model Every tick (the most precise method based on all available least timeframes)
__EA_Params__=">> EA31337 Lite v2.012 build 1684326201 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=17; Strategy_M30=23; Strategy_H1=17; Strategy_H2=35; Strategy_H3=22;
Parameters Strategy_H4=17; Strategy_H6=35; Strategy_H8=33; Strategy_H12=33; __EA_Risk_Params__="-- EA's risk management --
"; EA_Risk_MarginMax=1.20000005; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0;
EA_MaxSpread=3.0999999; EA_MagicNumber=31337; __Logging_Params__="-- EA's logging & messaging --";
VerboseLevel=1; EA_DisplayDetailsOnChart=true;
Bars in test 364812 Ticks modelled 41698632 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit -18.88 Gross profit 2679.13 Gross loss -2698.01
Profit factor 0.99 Expected payoff -0.05
Absolute drawdown 575.72 Maximal drawdown 603.62 (6.02%) Relative drawdown 6.02% (603.62)
Total trades 355 Short positions (won %) 157 (52.87%) Long positions (won %) 198 (39.90%)
Profit trades (% of total) 162 (45.63%) Loss trades (% of total) 193 (54.37%)
Largest profit trade 114.30 loss trade -72.30
Average profit trade 16.54 loss trade -13.98
Maximum consecutive wins (profit in 5 (166.20) consecutive losses (loss in money) 11 (-72.60)
money)
Maximal consecutive profit (count of 166.20 (5) consecutive loss (count of losses) -147.60 (7)
wins)
Average consecutive wins 2 consecutive losses 2
Advanced
Strategy Tester Report
EA31337-Advanced-f7198dd4c9d5e5b1589e0a4991d59dd7e2fa8dca
(Build 1359)
Symbol EURUSD (Euro vs US Dollar)
Period 1 Minute (M1) 2021.01.03 23:45 - 2021.12.30 23:59 (2021.01.01 - 2021.12.31)
Model Every tick (the most precise method based on all available least timeframes)
__EA_Params__=">> EA31337 Advanced v2.012 build 1684326260 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=23; Strategy_M30=23; Strategy_H1=4; Strategy_H2=32; Strategy_H3=32;
Strategy_H4=32; Strategy_H6=4; Strategy_H8=35; Strategy_H12=23; __Strategies_Stops__="-- Strategies' stops --";
EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=1; EA_Stops_M30=0; EA_Stops_H1=0; EA_Stops_H2=0; EA_Stops_H3=0;
EA_Stops_H4=0; EA_Stops_H6=0; EA_Stops_H8=0; 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=300; 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_MaxSpread=3.0999999; EA_MagicNumber=31337;
__Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true;
Bars in test 364812 Ticks modelled 41698632 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit 680.05 Gross profit 2346.57 Gross loss -1666.52
Profit factor 1.41 Expected payoff 4.02
Absolute drawdown 327.86 Maximal drawdown 400.44 (3.98%) Relative drawdown 3.98% (400.44)
Total trades 169 Short positions (won %) 63 (57.14%) Long positions (won %) 106 (30.19%)
Profit trades (% of total) 68 (40.24%) Loss trades (% of total) 101 (59.76%)
Largest profit trade 638.42 loss trade -56.13
Average profit trade 34.51 loss trade -16.50
Maximum consecutive wins (profit in money) 11 (163.55) consecutive losses (loss in money) 9 (-64.28)
Maximal consecutive profit (count of wins) 721.41 (3) consecutive loss (count of losses) -200.82 (8)
Average consecutive wins 2 consecutive losses 3
Rider
Strategy Tester Report
EA31337-Rider-f7198dd4c9d5e5b1589e0a4991d59dd7e2fa8dca
(Build 1359)
Symbol EURUSD (Euro vs US Dollar)
Period 1 Minute (M1) 2021.01.03 23:45 - 2021.12.30 23:59 (2021.01.01 - 2021.12.31)
Model Every tick (the most precise method based on all available least timeframes)
__EA_Params__=">> EA31337 Rider v2.012 build 1684326175 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=0; Strategy_M30=0; Strategy_H1=23; Strategy_H2=42; Strategy_H3=34;
Strategy_H4=36; Strategy_H6=27; Strategy_H8=12; Strategy_H12=4; __Strategies_Stops__="-- Strategies' stops --";
EA_Stops_Strat=17; EA_Stops_Tf=720; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=5; EA_Task1_Then=6; EA_Task2_If=4;
Parameters EA_Task2_Then=0; EA_Task3_If=9; EA_Task3_Then=5; __Signal_Filters__="-- Signal filters --";
EA_SignalOpenFilterMethod=37; EA_SignalCloseFilterMethod=40; EA_SignalOpenFilterTime=66; 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_MaxSpread=3.0999999;
messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true;
Bars in test 364812 Ticks modelled 41698632 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit 4914.46 Gross profit 11753.90 Gross loss -6839.43
Profit factor 1.72 Expected payoff 17.49
Absolute drawdown 637.66 Maximal drawdown 1793.96 (16.08%) Relative drawdown 16.08% (1793.96)
Total trades 281 Short positions (won %) 128 (64.84%) Long positions (won %) 153 (26.14%)
Profit trades (% of total) 123 (43.77%) Loss trades (% of total) 158 (56.23%)
Largest profit trade 172.68 loss trade -178.40
Average profit trade 95.56 loss trade -43.29
Maximum consecutive wins (profit in 17 (1797.30) consecutive losses (loss in money) 11 (-580.30)
money)
Maximal consecutive profit (count of 1797.30 (17) consecutive loss (count of losses) -918.37 (9)
wins)
Average consecutive wins 3 consecutive losses 3
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: https://github.com/EA31337/EA31337/discussions
- MT4 yearly backtest results, check:
docker/backtest/. - MT4 monthly test results, check:
docker/tests/.
Changelog
- EA's bug fixes and improvements.
- EA's framework bug fixes and improvements.
- New code release (refactor of tasks) in #350
- Full Changelog: v2.011...v2.012.1 + EA31337/EA31337-classes@v2.011...v2.012.2 + EA31337/EA31337-strategies@v1.011...v1.012
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 %). Better deals with higher spreads.
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.