v1.003

[kenorb]

Release notes

• Development fixes and improvements.
• Optimized for EURUSD and 2020 year using MT5.

General notes

• For MetaTrader 4, please download file with .ex4 extension, for MetaTrader 5 use .ex5 accordingly.
• 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 (free and open source).
• For professional trading EA, try EA31337 VIP Preview (for free).
• Check README for further details.

Backtest

EURUSD 2020 (spread 10pts)

Details

                                                                               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=13; __Strategy_Timeframes__="-- [M1=1,M5=2,M15=4,M30=8,H1=16,H8=32...] --";
Parameters                         EA_Strategy_Active_Tf=12; __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 v1.002 --";
Bars in test                372155 Ticks modelled                             167831773 Modelling quality                                                                     24.99%
Mismatched charts errors         0
Initial deposit          100000.00                                                      Spread                                                                                    10
Total net profit          -3248.48 Gross profit                                41901.43 Gross loss                                                                         -45149.91
Profit factor                 0.93 Expected payoff                                -1.31
Absolute drawdown         10745.28 Maximal drawdown                   10769.98 (10.77%) Relative drawdown                                                          10.77% (10769.98)
Total trades                  2482 Short positions (won %)                1230 (52.60%) Long positions (won %)                                                         1252 (56.47%)
                                   Profit trades (% of total)             1354 (54.55%) Loss trades (% of total)                                                       1128 (45.45%)
                           Largest profit trade                                  282.83 loss trade                                                                           -331.04
                           Average profit trade                                   30.95 loss trade                                                                            -40.03
                           Maximum consecutive wins (profit in money)      24 (1430.46) consecutive losses (loss in money)                                             22 (-1088.97)
                           Maximal consecutive profit (count of wins)      1680.63 (12) consecutive loss (count of losses)                                             -2456.28 (14)
                           Average consecutive wins                                   6 consecutive losses                                                                         5

To run different tests, try our Interactive Backtesting in Colab (Google account required).

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This discussion was created from the release v1.003.

[kenorb]

Backtest in MT5 for EURUSD, 2020-2021