Skip to content

v1.000

Compare
Choose a tag to compare
@kenorb kenorb released this 22 Feb 23:12
· 172 commits to master since this release
2cfd016

Release notes

  • First stable release of EA31337 Libre.
  • The project aims to deliver simple implementation of EA31337 framework and strategies.
  • The source code is compatible with MQL4 and MQL5 and can run on MetaTrader 4 and 5.
  • For MetaTrader 4, please download file with .ex4 extension, for MetaTrader 5 use .ex5 accordingly.
  • Not suitable for real trading due to a high level of risk, so you should only speculate with money you can afford to lose.
  • For more advanced EA, please check: EA31337 instead.
  • Check README for further details.

Backtest

EURUSD 2019

Spread 1pts

                                                                               Strategy Tester Report
                                                                                   EA31337-Libre
                                                                                    (Build 1320)

Symbol                            EURUSD (Euro vs US Dollar)
Period                            1 Minute (M1) 2019.01.01 23:42 - 2019.12.30 23:59 (2019.01.01 - 2019.12.31)
Model                             Every tick (the most precise method based on all available least timeframes)
                                  __Strategy_Active__="-- Active strategy --"; EA_Strategy=27; __Strategy_Timeframes__="-- [M1=1,M5=2,M15=4,M30=8,H1=16,H8=32...] --";
Parameters                        EA_Strategy_Active_Tf=15; __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 v1.000 --";
Bars in test               371692 Ticks modelled                            126198471 Modelling quality                                                                      24.99%
Mismatched charts errors        0
Initial deposit          10000.00                                                     Spread                                                                                      1
Total net profit          1388.67 Gross profit                               34327.60 Gross loss                                                                          -32938.93
Profit factor                1.04 Expected payoff                                0.19
Absolute drawdown          705.65 Maximal drawdown                   1511.32 (12.90%) Relative drawdown                                                            12.90% (1511.32)
Total trades                 7256 Short positions (won %)               3569 (52.00%) Long positions (won %)                                                          3687 (53.11%)
                                  Profit trades (% of total)            3814 (52.56%) Loss trades (% of total)                                                        3442 (47.44%)
                          Largest profit trade                                  56.63 loss trade                                                                             -51.90
                          Average profit trade                                   9.00 loss trade                                                                              -9.57
                          Maximum consecutive wins (profit in money)      24 (260.26) consecutive losses (loss in money)                                               34 (-589.10)
                          Maximal consecutive profit (count of wins)      312.85 (22) consecutive loss (count of losses)                                               -589.10 (34)
                          Average consecutive wins                                  4 consecutive losses 

Spread 10pts

                                                                               Strategy Tester Report
                                                                                   EA31337-Libre
                                                                                    (Build 1320)

Symbol                            EURUSD (Euro vs US Dollar)
Period                            1 Minute (M1) 2019.01.01 23:42 - 2019.12.30 23:59 (2019.01.01 - 2019.12.31)
Model                             Every tick (the most precise method based on all available least timeframes)
                                  __Strategy_Active__="-- Active strategy --"; EA_Strategy=27; __Strategy_Timeframes__="-- [M1=1,M5=2,M15=4,M30=8,H1=16,H8=32...] --";
Parameters                        EA_Strategy_Active_Tf=15; __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 v1.000 --";
Bars in test               371692 Ticks modelled                            126198471 Modelling quality                                                                      24.99%
Mismatched charts errors        0
Initial deposit          10000.00                                                     Spread                                                                                     10
Total net profit         -4052.08 Gross profit                               25894.27 Gross loss                                                                          -29946.35
Profit factor                0.86 Expected payoff                               -0.77
Absolute drawdown         4254.67 Maximal drawdown                   4320.37 (42.92%) Relative drawdown                                                            42.92% (4320.37)
Total trades                 5238 Short positions (won %)               2538 (47.99%) Long positions (won %)                                                          2700 (47.63%)
                                  Profit trades (% of total)            2504 (47.80%) Loss trades (% of total)                                                        2734 (52.20%)
                          Largest profit trade                                  45.70 loss trade                                                                             -60.30
                          Average profit trade                                  10.34 loss trade                                                                             -10.95
                          Maximum consecutive wins (profit in money)      20 (257.88) consecutive losses (loss in money)                                               34 (-619.70)
                          Maximal consecutive profit (count of wins)      257.88 (20) consecutive loss (count of losses)                                               -619.70 (34)
                          Average consecutive wins                                  4 consecutive losses                                                                          4