Releases: EA31337/EA31337-Libre
Releases · EA31337/EA31337-Libre
v1.013
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.
v1.012
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Development enhancements.
General notes
- This project is not recommended for the real trading (due to high risk involved). It's more for strategy testing, research and education 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. - For professional trading EA, try EA31337 VIP Preview (free version available).
- Check README for further details.
Backtest
EURUSD 2020 (spread 1pts)
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 v1.012 build 1684287148 <<"; __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 -290.98 Gross profit 801.23 Gross loss -1092.21
Profit factor 0.73 Expected payoff -3.16
Absolute drawdown 344.31 Maximal drawdown 355.40 (3.55%) Relative drawdown 3.55% (355.40)
Total trades 92 Short positions (won %) 43 (32.56%) Long positions (won %) 49 (57.14%)
Profit trades (% of total) 42 (45.65%) Loss trades (% of total) 50 (54.35%)
Largest profit trade 51.10 loss trade -83.42
Average profit trade 19.08 loss trade -21.84
Maximum consecutive wins (profit in money) 6 (94.13) consecutive losses (loss in money) 6 (-190.21)
Maximal consecutive profit (count of wins) 94.13 (6) consecutive loss (count of losses) -190.21 (6)
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.
v1.011
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Development enhancements.
- Now running on H1, H2, H3 and H4 only for better backtest results.
- Optimized for EURUSD and 2015-2022 years using MT5.
General notes
- This project is not recommended for the real trading (due to high risk involved). It's more for strategy testing, research and education 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. - For professional trading EA, try EA31337 VIP Preview (free version available).
- Check README for further details.
Backtest
EURUSD 2020 (spread 10pts)
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 v1.011 build 1671036779 <<"; __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 10
Total net profit 31.08 Gross profit 416.14 Gross loss -385.06
Profit factor 1.08 Expected payoff 0.55
Absolute drawdown 93.40 Maximal drawdown 103.90 (1.04%) Relative drawdown 1.04% (103.90)
Total trades 56 Short positions (won %) 27 (48.15%) Long positions (won %) 29 (62.07%)
Profit trades (% of total) 31 (55.36%) Loss trades (% of total) 25 (44.64%)
Largest profit trade 33.70 loss trade -36.60
Average profit trade 13.42 loss trade -15.40
Maximum consecutive wins (profit in money) 7 (78.82) consecutive losses (loss in money) 3 (-41.40)
Maximal consecutive profit (count of wins) 78.82 (7) consecutive loss (count of losses) -52.20 (2)
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.
- Backtest results cannot reliably simulate the future outcome.
v1.010
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Development enhancements.
- New Indicator strategy.
- Optimized for EURUSD and 2018-2021 years using MT5.
General notes
- This project is not recommended for the real trading (due to high risk involved). It's more for strategy testing, research and education 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. - For professional trading EA, try EA31337 VIP Preview (free version available).
- Check README for further details.
Backtest
EURUSD 2020 (spread 10pts)
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 v1.010 build 1648073989 <<"; __EA_Strategy__="-- Trading strategy --"; EA_Strategy=4;
Parameters EA_Strategy_Active_Tf=130048; __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 3[721](https://github.com/EA31337/EA31337-Libre/runs/5668104723?check_suite_focus=true#step:4:721)55 Ticks modelled 167831773 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit 120.53 Gross profit 980.03 Gross loss -859.50
Profit factor 1.14 Expected payoff 0.93
Absolute drawdown 137.00 Maximal drawdown 204.89 (2.04%) Relative drawdown 2.04% (204.89)
Total trades 130 Short positions (won %) 60 (50.00%) Long positions (won %) 70 (64.29%)
Profit trades (% of total) 75 (57.69%) Loss trades (% of total) 55 (42.31%)
Largest profit trade 50.00 loss trade -36.60
Average profit trade 13.07 loss trade -15.63
Maximum consecutive wins (profit in money) 10 (102.10) consecutive losses (loss in money) 7 (-107.82)
Maximal consecutive profit (count of wins) 102.10 (10) consecutive loss (count of losses) -120.20 (4)
Average consecutive wins 3 consecutive losses 2
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.
v1.009
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Development, performance and strategy enhancements.
- Indicator processing improvements.
- Optimized for EURUSD and 2018-2021 years using MT5.
General notes
- This project is not recommended for the real trading (due to high risk involved). It's more for strategy testing, research and education 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. - For professional trading EA, try EA31337 VIP Preview (free version available).
- Check README for further details.
Backtest
EURUSD 2020 (spread 10pts)
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 v1.009 build 1636326166 <<"; __EA_Strategy__="-- Trading strategy --"; EA_Strategy=4;
Parameters EA_Strategy_Active_Tf=130048; __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 10
Total net profit -163.35 Gross profit 1183.09 Gross loss -1346.44
Profit factor 0.88 Expected payoff -0.99
Absolute drawdown 165.15 Maximal drawdown 269.36 (2.67%) Relative drawdown 2.67% (269.36)
Total trades 165 Short positions (won %) 79 (43.04%) Long positions (won %) 86 (54.65%)
Profit trades (% of total) 81 (49.09%) Loss trades (% of total) 84 (50.91%)
Largest profit trade 50.00 loss trade -40.50
Average profit trade 14.61 loss trade -16.03
Maximum consecutive wins (profit in money) 10 (162.10) consecutive losses (loss in money) 9 (-146.94)
Maximal consecutive profit (count of wins) 162.10 (10) consecutive loss (count of losses) -163.80 (6)
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.
- Backtest results cannot reliably simulate the future outcome.
v1.008
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Indicators code refactor
- Development fixes and improvements.
- Optimized for EURUSD and 2018-2021 years using MT5.
General notes
- This project is not recommended for the real trading (due to high risk involved). It's more for strategy testing, research and education 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. - For professional trading EA, try EA31337 VIP Preview (free version available).
- Check README for further details.
Backtest
EURUSD 2020 (spread 10pts)
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 v1.008 build 1635091069 <<"; __EA_Strategy__="-- Trading strategy --"; EA_Strategy=4;
Parameters EA_Strategy_Active_Tf=130048; __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 10
Total net profit 110.35 Gross profit 1219.23 Gross loss -1108.88
Profit factor 1.10 Expected payoff 0.66
Absolute drawdown 67.60 Maximal drawdown 234.48 (2.29%) Relative drawdown 2.29% (234.48)
Total trades 167 Short positions (won %) 75 (40.00%) Long positions (won %) 92 (60.87%)
Profit trades (% of total) 86 (51.50%) Loss trades (% of total) 81 (48.50%)
Largest profit trade 55.30 loss trade -34.10
Average profit trade 14.18 loss trade -13.69
Maximum consecutive wins (profit in money) 11 (151.53) consecutive losses (loss in money) 9 (-121.24)
Maximal consecutive profit (count of wins) 160.90 (6) consecutive loss (count of losses) -121.24 (9)
Average consecutive wins 3 consecutive losses 2
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.
v1.007
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- New strategies: AMA, ASI, Chaikin and Pivot
- Development fixes and improvements.
- Optimized for EURUSD and 2018-2021 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
.ex4extension, for MetaTrader 5 use.ex5accordingly. - For professional trading EA, try EA31337 VIP Preview (free version available).
- Check README for further details.
Backtest
EURUSD 2020 (spread 10pts)
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 v1.007 build 1632698426 <<"; __EA_Strategy__="-- Trading strategy --"; EA_Strategy=11;
Parameters EA_Strategy_Active_Tf=129024; __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 10
Total net profit 928.00 Gross profit 5941.20 Gross loss -5013.20
Profit factor 1.19 Expected payoff 1.32
Absolute drawdown 512.54 Maximal drawdown 740.10 (7.24%) Relative drawdown 7.24% (740.10)
Total trades 701 Short positions (won %) 320 (97.81%) Long positions (won %) 381 (66.40%)
Profit trades (% of total) 566 (80.74%) Loss trades (% of total) 135 (19.26%)
Largest profit trade 107.83 loss trade -167.67
Average profit trade 10.50 loss trade -37.13
Maximum consecutive wins (profit in money) 25 (663.23) consecutive losses (loss in money) 9 (-231.10)
Maximal consecutive profit (count of wins) 663.23 (25) consecutive loss (count of losses) -385.11 (5)
Average consecutive wins 8 consecutive losses 2
Note: The results can be slightly different in MetaTrader 5. To see backtest results for MT5, check below.
v1.006
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Refactor signal processing.
- 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
.ex4extension, for MetaTrader 5 use.ex5accordingly. - For professional trading EA, try EA31337 VIP Preview (free version available).
- Check README for further details.
Backtest
EURUSD 2020 (spread 10pts)
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 v1.006 build 1632171958 <<"; __EA_Strategy__="-- Trading strategy --"; EA_Strategy=9;
Parameters EA_Strategy_Active_Tf=129024; __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 10
Total net profit 2857.26 Gross profit 8844.10 Gross loss -5986.84
Profit factor 1.48 Expected payoff 4.17
Absolute drawdown 1408.13 Maximal drawdown 1598.23 (15.68%) Relative drawdown 15.68% (1598.23)
Total trades 686 Short positions (won %) 313 (98.08%) Long positions (won %) 373 (75.60%)
Profit trades (% of total) 589 (85.86%) Loss trades (% of total) 97 (14.14%)
Largest profit trade 254.76 loss trade -236.67
Average profit trade 15.02 loss trade -61.72
Maximum consecutive wins (profit in money) 49 (1126.35) consecutive losses (loss in money) 6 (-1190.92)
Maximal consecutive profit (count of wins) 1126.35 (49) consecutive loss (count of losses) -1190.92 (6)
Average consecutive wins 9 consecutive losses 1
Note: The results can be slightly different in MetaTrader 5. To see backtest results for MT5, check below.
v1.005
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
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
.ex4extension, for MetaTrader 5 use.ex5accordingly. - 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).
v1.004
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- 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
.ex4extension, for MetaTrader 5 use.ex5accordingly. - For professional trading EA, try EA31337 VIP Preview (free version available).
- Check README for further details.
Backtest
EURUSD 2020 (spread 10pts)
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=6; __Strategy_Timeframes__="-- [M1=1,M5=2,M15=4,M30=8,H1=16,H8=32...] --";
Parameters EA_Strategy_Active_Tf=12; __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 623.23 Gross profit 2903.03 Gross loss -2279.80
Profit factor 1.27 Expected payoff 0.78
Absolute drawdown 801.17 Maximal drawdown 1186.77 (11.43%) Relative drawdown 11.43% (1186.77)
Total trades 803 Short positions (won %) 0 (0.00%) Long positions (won %) 803 (56.54%)
Profit trades (% of total) 454 (56.54%) Loss trades (% of total) 349 (43.46%)
Largest profit trade 75.40 loss trade -52.70
Average profit trade 6.39 loss trade -6.53
Maximum consecutive wins (profit in money) 35 (142.60) consecutive losses (loss in money) 16 (-177.60)
Maximal consecutive profit (count of wins) 887.80 (21) consecutive loss (count of losses) -177.60 (16)
Average consecutive wins 4 consecutive losses 3
Note: The results can be slightly different in MetaTrader 5.
To run different tests, try our Interactive Backtesting in Colab (Google account required).