v2.001

[kenorb]

Release notes

• Bug fixes and improvements.
• Auto lot size is now calculated according to the account's available margin.
• Optimization has been done for EURUSD 2020.

Known issues

• EA can consist errors and bugs. Please report if any found.
• There are still some order trading errors for MetaTrader 4 (see: ERROR: Order::OrderModify:943: Error: 4108! Failed to modify order #236 and OrderClose error 4108 #243). Trading under MetaTrader 5 can be more stable.
• Not suitable for real trading without proper knowledge or prior testing.

Usage

• Default settings are suitable for EURUSD pair only with spread 10 points or less.
• When EA is not profitable, try optimizing params for your data by choosing better strategies.
• For backtest, use M1 so more bars to be processed. For real trading, it does not matter.
• Read more at Wiki pages.

Backtest

EURUSD 2020

Lite

                                                               Strategy Tester Report
                                                EA31337-Lite-2a0ecb34d2b21d420dedc138b7c2a03c2a5b1558
                                                                     (Build 1280)

  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_Mode_Parameters__="-- EA parameters for EA31337 Lite v2.001 --"; __Strategies_Active__="-- Active
                                    strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=23; Strategy_M30=23; __Trade_Params__="-- EA's trade
  Parameters                        parameters --"; EA_LotSize=0; EA_SignalOpenFilter=16; __EA_Risk_Params__="-- EA's risk management --";
                                    EA_Risk_MarginMax=10; __EA_Logging_Parameters__="-- Settings for logging & messages --"; VerboseLevel=3;
                                    __EA_Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true; EA_MagicNumber=31337;
                                    __EA_Parameters__="-- End of input parameters for EA31337 Lite v2.001 --";
  Bars in test               372155 Ticks modelled                      167831773 Modelling quality                                           24.99%
  Mismatched charts errors        0
  Initial deposit          10000.00                                               Spread                                                          10
  Total net profit          3261.32 Gross profit                         39854.85 Gross loss                                               -36593.52
  Profit factor                1.09 Expected payoff                          0.86
  Absolute drawdown         2198.18 Maximal drawdown             6189.26 (39.74%) Relative drawdown                                 39.74% (6189.26)
  Total trades                 3814 Short positions (won %)         1832 (52.24%) Long positions (won %)                               1982 (56.36%)
                                    Profit trades (% of total)      2074 (54.38%) Loss trades (% of total)                             1740 (45.62%)
                            Largest profit trade                           125.50 loss trade                                                 -210.70
                            Average profit trade                            19.22 loss trade                                                  -21.03
                            Maximum consecutive wins (profit in      64 (1703.13) consecutive losses (loss in money)                   53 (-1468.86)
                                    money)
                            Maximal consecutive profit (count of     1703.13 (64) consecutive loss (count of losses)                   -2125.88 (50)
                                    wins)
                            Average consecutive wins                           13 consecutive losses                                              11
                                                                       [Graph]

Advanced

                                                                Strategy Tester Report
                                              EA31337-Advanced-2a0ecb34d2b21d420dedc138b7c2a03c2a5b1558
                                                                     (Build 1280)

 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_Mode_Parameters__="-- EA parameters for EA31337 Advanced v2.001 --"; __Strategies_Active__="-- Active
                                   strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=27; Strategy_M30=27; __EA_Stops__="-- EA's stops --";
                                   EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=28; EA_Stops_M30=28; __EA_Order_Params__="-- EA's order params --";
 Parameters                        EA_OrderCloseTime=0; __Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_SignalOpenFilter=48;
                                   __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=10; __EA_Logging_Parameters__="-- Settings for
                                   logging & messages --"; VerboseLevel=3; __EA_Other_Parameters__="-- Other parameters --";
                                   EA_DisplayDetailsOnChart=true; EA_MagicNumber=31337; __EA_Parameters__="-- End of input parameters for EA31337
                                   Advanced v2.001 --";
 Bars in test               372155 Ticks modelled                    167831773 Modelling quality                                              24.99%
 Mismatched charts errors        0
 Initial deposit          10000.00                                             Spread                                                             10
 Total net profit           -97.82 Gross profit                        2042.32 Gross loss                                                   -2140.14
 Profit factor                0.95 Expected payoff                       -0.25
 Absolute drawdown          681.62 Maximal drawdown             691.32 (6.91%) Relative drawdown                                      6.91% (691.32)
 Total trades                  388 Short positions (won %)        185 (38.92%) Long positions (won %)                                   203 (46.31%)
                                   Profit trades (% of total)     166 (42.78%) Loss trades (% of total)                                 222 (57.22%)
                           Largest profit trade                          52.50 loss trade                                                     -43.40
                           Average profit trade                          12.30 loss trade                                                      -9.64
                           Maximum consecutive wins (profit in     14 (172.40) consecutive losses (loss in money)                       24 (-242.91)
                                   money)
                           Maximal consecutive profit (count of    202.80 (10) consecutive loss (count of losses)                       -242.91 (24)
                                   wins)
                           Average consecutive wins                          3 consecutive losses                                                  5
                                                                       [Graph]

Rider

                                                               Strategy Tester Report
                                                EA31337-Rider-2a0ecb34d2b21d420dedc138b7c2a03c2a5b1558
                                                                     (Build 1280)

 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_Mode_Parameters__="-- EA parameters for EA31337 Rider v2.001 --"; __Strategies_Active__="-- Active
                                   strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=27; Strategy_M30=27; __EA_Stops__="-- EA's stops --";
                                   EA_Stops=28; __Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_SignalOpenFilter=48;
 Parameters                        __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=10; __EA_Logging_Parameters__="-- Settings for
                                   logging & messages --"; VerboseLevel=3; __EA_Other_Parameters__="-- Other parameters --";
                                   EA_DisplayDetailsOnChart=true; EA_MagicNumber=31337; __EA_Parameters__="-- End of input parameters for EA31337
                                   Rider v2.001 --";
 Bars in test               372155 Ticks modelled                    167831773 Modelling quality                                              24.99%
 Mismatched charts errors        0
 Initial deposit          10000.00                                             Spread                                                             10
 Total net profit          -101.22 Gross profit                        2039.82 Gross loss                                                   -2141.04
 Profit factor                0.95 Expected payoff                       -0.26
 Absolute drawdown          685.02 Maximal drawdown             692.22 (6.92%) Relative drawdown                                      6.92% (692.22)
 Total trades                  388 Short positions (won %)        185 (38.92%) Long positions (won %)                                   203 (46.31%)
                                   Profit trades (% of total)     166 (42.78%) Loss trades (% of total)                                 222 (57.22%)
                           Largest profit trade                          52.50 loss trade                                                     -43.40
                           Average profit trade                          12.29 loss trade                                                      -9.64
                           Maximum consecutive wins (profit in     14 (172.40) consecutive losses (loss in money)                       24 (-242.91)
                                   money)
                           Maximal consecutive profit (count of    202.80 (10) consecutive loss (count of losses)                       -242.91 (24)
                                   wins)
                           Average consecutive wins                          3 consecutive losses                                                  5
                                                                       [Graph]

More test results

• For more yearly backtest results, check: docker/backtest/.
• For monthly test results, check: docker/tests/.

Changelog

• Current milestone: v2.001.
• Next milestone: v2.002.

Which version to use?

Lite, Advanced and Rider have slightly different logic (despite sharing the same codebase). Lite configuration is the simplest, but less customizable. Advanced has more options to offer. And Rider should deal better with higher deposits and spreads, as it tries to keep the orders open for longer. Which version you decide to use it's up to you.

For MetaTrader 4, please download file with .ex4 extension, for MetaTrader 5 use .ex5 accordingly.

[kenorb]

Lite backtest

EURUSD 2020 using MetaTrader 5

Advanced backtest

EURUSD 2020 using MetaTrader 5

Rider backtest

EURUSD 2020 using MetaTrader 5