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v1.009

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@kenorb kenorb released this 07 Nov 23:20
· 78 commits to master since this release
e6a37f9

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.