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
.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)
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.