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v1.006

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@kenorb kenorb released this 18 Sep 22:13
· 106 commits to master since this release
43c64aa

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.