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
.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 v1.009 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.