v1.005

[kenorb]

Release notes

• Signal open refactor for all strategies (improved overall performance).
• New timeframes available (e.g. H1, H2, H3, H4).
• New Pattern strategy. Fixed Heiken Ashi strategy.
• Improves risk management and strategy dynamic stops (SL/TP).
• Improves input parameters and grouping.
• Development fixes and improvements.
• Optimized for EURUSD and 2020-2021 years using MT5.

General notes

• This project is not recommended for the real trading (due to risk). It's more for 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) - Main version

                                                                               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 v1.005 build 1630587713 <<"; __EA_Strategy__="-- Trading strategy --"; EA_Strategy=1;
  Parameters                        EA_Strategy_Active_Tf=129024; __EA_Risk_Params__="-- Risk management --"; EA_Risk_MarginMax=5; __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            27.53 Gross profit                                3626.19 Gross loss                                                                        -3598.66
  Profit factor                1.01 Expected payoff                                0.18
  Absolute drawdown          208.09 Maximal drawdown                   1346.83 (12.09%) Relative drawdown                                                         12.09% (1346.83)
  Total trades                  157 Short positions (won %)                 85 (47.06%) Long positions (won %)                                                         72 (51.39%)
                                    Profit trades (% of total)              77 (49.04%) Loss trades (% of total)                                                       80 (50.96%)
                            Largest profit trade                                 356.89 loss trade                                                                         -211.62
                            Average profit trade                                  47.09 loss trade                                                                          -44.98
                            Maximum consecutive wins (profit in money)       5 (144.66) consecutive losses (loss in money)                                             6 (-291.33)
                            Maximal consecutive profit (count of wins)       434.68 (2) consecutive loss (count of losses)                                             -291.33 (6)
                            Average consecutive wins                                  2 consecutive losses                                                                       2

Note: The results can be slightly different in MetaTrader 5.

EURUSD 2020 (spread 10pts) - Beta version

                                                                               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)
                                  __Strategy_Active__="-- Active strategy --"; EA_Strategy=7; __Strategy_Timeframes__="-- [M1=1,M5=2,M15=4,M30=8,H1=16,H8=32...] --";
Parameters                        EA_Strategy_Active_Tf=28; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=5; __Logging_Parameters__="-- Settings for logging &
                                  messages --"; PrintLogOnChart=true; VerboseLevel=3; __Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true;
                                  EA_MagicNumber=31337; __EA_Parameters__="-- End of input parameters for EA31337 Libre v1.004 --";
Bars in test               372155 Ticks modelled                            167831773 Modelling quality                                                                      24.99%
Mismatched charts errors        0
Initial deposit          10000.00                                                     Spread                                                                                     10
Total net profit           320.82 Gross profit                                3784.59 Gross loss                                                                           -3463.77
Profit factor                1.09 Expected payoff                                1.34
Absolute drawdown          838.17 Maximal drawdown                   1869.29 (16.04%) Relative drawdown                                                            16.04% (1869.29)
Total trades                  240 Short positions (won %)                 57 (59.65%) Long positions (won %)                                                           183 (40.98%)
                                  Profit trades (% of total)             109 (45.42%) Loss trades (% of total)                                                         131 (54.58%)
                          Largest profit trade                                 125.93 loss trade                                                                             -94.97
                          Average profit trade                                  34.72 loss trade                                                                             -26.44
                          Maximum consecutive wins (profit in money)     15 (1583.39) consecutive losses (loss in money)                                               31 (-919.27)
                          Maximal consecutive profit (count of wins)     1583.39 (15) consecutive loss (count of losses)                                              -1202.59 (25)
                          Average consecutive wins                                  6 consecutive losses                                                                          8

Note: The results can be slightly different in MetaTrader 5.

To run different tests, try our Interactive Backtesting in Colab (Google account required).

[kenorb]

Backtests

Version: v1.005 (release)

MT4

• Period: 2020
• Default strategy: AC (H1, H2, H3, H4)
• Modelling: Every tick
• Spread: 10
• Dataset: Dukascopy
• Platform: MT4

MT5

• Period: 2017-2021.08
• Default strategy: Alligator (H1, H2, H3, H4)
• Modelling: Every tick
• Spread: 10
• Dataset: Broker ticks
• Platform: MT5