v2.002

[kenorb]

Note: If you're looking for download links, scroll down to the Assets section.

Release notes

• Bug fixes and improvements.
• Optimization has been done for EURUSD 2020.

Known issues

• EA can consist errors and bugs. Please report if any found.
• Not suitable for real trading without proper knowledge or prior testing.
• For professional trading EA, try EA31337 VIP Preview (for free).
• Check README for further details.

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-67357b89f4ac8e8c7d7e52533d8b704b685d65ed
                                                                     (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 v2.002 --"; __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=35; __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 v2.002 --";
  Bars in test               372155 Ticks modelled                      167831773 Modelling quality                                           24.99%
  Mismatched charts errors        0
  Initial deposit          10000.00                                               Spread                                                          10
  Total net profit           387.35 Gross profit                         14264.53 Gross loss                                               -13877.18
  Profit factor                1.03 Expected payoff                          0.26
  Absolute drawdown         2059.48 Maximal drawdown             2272.43 (22.25%) Relative drawdown                                 22.25% (2272.43)
  Total trades                 1490 Short positions (won %)          755 (55.76%) Long positions (won %)                                735 (52.79%)
                                    Profit trades (% of total)       809 (54.30%) Loss trades (% of total)                              681 (45.70%)
                            Largest profit trade                           143.53 loss trade                                                 -206.80
                            Average profit trade                            17.63 loss trade                                                  -20.38
                            Maximum consecutive wins (profit in       30 (694.60) consecutive losses (loss in money)                    24 (-434.67)
                                    money)
                            Maximal consecutive profit (count of      846.00 (12) consecutive loss (count of losses)                   -1130.90 (13)
                                    wins)
                            Average consecutive wins                            5 consecutive losses                                               4

Advanced

                                                                Strategy Tester Report
                                              EA31337-Advanced-67357b89f4ac8e8c7d7e52533d8b704b685d65ed
                                                                     (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 v2.002 --"; __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 v2.002 --";
 Bars in test               372155 Ticks modelled                      167831773 Modelling quality                                             24.99%
 Mismatched charts errors        0
 Initial deposit          10000.00                                               Spread                                                            10
 Total net profit          -399.26 Gross profit                          4861.97 Gross loss                                                  -5261.23
 Profit factor                0.92 Expected payoff                         -0.41
 Absolute drawdown         1011.99 Maximal drawdown             1033.09 (10.31%) Relative drawdown                                   10.31% (1033.09)
 Total trades                  972 Short positions (won %)          452 (38.05%) Long positions (won %)                                  520 (39.23%)
                                   Profit trades (% of total)       376 (38.68%) Loss trades (% of total)                                596 (61.32%)
                           Largest profit trade                            81.60 loss trade                                                    -48.57
                           Average profit trade                            12.93 loss trade                                                     -8.83
                           Maximum consecutive wins (profit in       15 (253.98) consecutive losses (loss in money)                      17 (-116.52)
                                   money)
                           Maximal consecutive profit (count of      253.98 (15) consecutive loss (count of losses)                      -222.47 (15)
                                   wins)
                           Average consecutive wins                            3 consecutive losses                                                 5

Rider

                                                                Strategy Tester Report
                                                EA31337-Rider-67357b89f4ac8e8c7d7e52533d8b704b685d65ed
                                                                     (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 v2.002 --"; __Strategies_Active__="-- Active strategies
                                   --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=27; Strategy_M30=27; __EA_Stops__="-- EA's stops --"; EA_Stops=28;
 Parameters                        __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 Rider v2.002 --";
 Bars in test               372155 Ticks modelled                      167831773 Modelling quality                                             24.99%
 Mismatched charts errors        0
 Initial deposit          10000.00                                               Spread                                                            10
 Total net profit          -295.04 Gross profit                          5415.99 Gross loss                                                  -5711.03
 Profit factor                0.95 Expected payoff                         -0.30
 Absolute drawdown         1518.26 Maximal drawdown             1615.89 (16.00%) Relative drawdown                                   16.00% (1615.89)
 Total trades                  972 Short positions (won %)          452 (29.20%) Long positions (won %)                                  520 (30.00%)
                                   Profit trades (% of total)       288 (29.63%) Loss trades (% of total)                                684 (70.37%)
                           Largest profit trade                            97.33 loss trade                                                    -51.00
                           Average profit trade                            18.81 loss trade                                                     -8.35
                           Maximum consecutive wins (profit in       11 (249.06) consecutive losses (loss in money)                      47 (-387.41)
                                   money)
                           Maximal consecutive profit (count of       391.73 (8) consecutive loss (count of losses)                      -399.50 (22)
                                   wins)
                           Average consecutive wins                            3 consecutive losses                                                 6

More test results

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

Changelog

• Current milestone: v2.002.
• Next milestone: v2.003.

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. See: Input parameters wiki page.

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

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This discussion was created from the release v2.002.

[kenorb]

• Symbol: EURUSD
• Spread: 10pts
• Period: 2020.01.01 - 2021.04.28
• Year: 2020

Lite

Advanced

Rider