v1.005
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Signal open refactor for all strategies (improved overall performance).
- New timeframes available (e.g. H1, H2, H3, H4).
- New Pattern strategy. Fixed Heiken Ashi strategy.
- Improves risk management and strategy dynamic stops (SL/TP).
- Improves input parameters and grouping.
- 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
.ex4extension, for MetaTrader 5 use.ex5accordingly. - For professional trading EA, try EA31337 VIP Preview (free version available).
- Check README for further details.
Backtest
EURUSD 2020 (spread 10pts) - Main version
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 v1.005 build 1630587713 <<"; __EA_Strategy__="-- Trading strategy --"; EA_Strategy=1;
Parameters EA_Strategy_Active_Tf=129024; __EA_Risk_Params__="-- Risk management --"; EA_Risk_MarginMax=5; __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 27.53 Gross profit 3626.19 Gross loss -3598.66
Profit factor 1.01 Expected payoff 0.18
Absolute drawdown 208.09 Maximal drawdown 1346.83 (12.09%) Relative drawdown 12.09% (1346.83)
Total trades 157 Short positions (won %) 85 (47.06%) Long positions (won %) 72 (51.39%)
Profit trades (% of total) 77 (49.04%) Loss trades (% of total) 80 (50.96%)
Largest profit trade 356.89 loss trade -211.62
Average profit trade 47.09 loss trade -44.98
Maximum consecutive wins (profit in money) 5 (144.66) consecutive losses (loss in money) 6 (-291.33)
Maximal consecutive profit (count of wins) 434.68 (2) consecutive loss (count of losses) -291.33 (6)
Average consecutive wins 2 consecutive losses 2
Note: The results can be slightly different in MetaTrader 5.
EURUSD 2020 (spread 10pts) - Beta version
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)
__Strategy_Active__="-- Active strategy --"; EA_Strategy=7; __Strategy_Timeframes__="-- [M1=1,M5=2,M15=4,M30=8,H1=16,H8=32...] --";
Parameters EA_Strategy_Active_Tf=28; __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 v1.004 --";
Bars in test 372155 Ticks modelled 167831773 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit 320.82 Gross profit 3784.59 Gross loss -3463.77
Profit factor 1.09 Expected payoff 1.34
Absolute drawdown 838.17 Maximal drawdown 1869.29 (16.04%) Relative drawdown 16.04% (1869.29)
Total trades 240 Short positions (won %) 57 (59.65%) Long positions (won %) 183 (40.98%)
Profit trades (% of total) 109 (45.42%) Loss trades (% of total) 131 (54.58%)
Largest profit trade 125.93 loss trade -94.97
Average profit trade 34.72 loss trade -26.44
Maximum consecutive wins (profit in money) 15 (1583.39) consecutive losses (loss in money) 31 (-919.27)
Maximal consecutive profit (count of wins) 1583.39 (15) consecutive loss (count of losses) -1202.59 (25)
Average consecutive wins 6 consecutive losses 8
Note: The results can be slightly different in MetaTrader 5.
To run different tests, try our Interactive Backtesting in Colab (Google account required).