v2.003

[kenorb]

Release notes

• Fixes auto lot calculation.
• Bug fixes and improvements.
• Optimization has been done for EURUSD 2020.

Known issues

• Backtest results can be different between MT4 and MT5.
• 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-6044f90f3e3ecd2cd149061530719487f85560b6
                                                                     (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 v2.003 --"; __Strategies_Active__="-- Active
                                    strategies --"; Strategy_M1=0; Strategy_M5=7; Strategy_M15=14; Strategy_M30=14; __Trade_Params__="-- EA's trade
  Parameters                        parameters --"; EA_LotSize=0.01; EA_SignalOpenFilter=37; __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 v2.003 --";
  Bars in test               372155 Ticks modelled                      167831773 Modelling quality                                           24.99%
  Mismatched charts errors        0
  Initial deposit          10000.00                                               Spread                                                          10
  Total net profit          -473.39 Gross profit                         17590.51 Gross loss                                               -18063.90
  Profit factor                0.97 Expected payoff                         -0.16
  Absolute drawdown         1427.73 Maximal drawdown             3001.43 (25.37%) Relative drawdown                                 25.37% (3001.43)
  Total trades                 2898 Short positions (won %)         1393 (36.90%) Long positions (won %)                               1505 (38.87%)
                                    Profit trades (% of total)      1099 (37.92%) Loss trades (% of total)                             1799 (62.08%)
                            Largest profit trade                           305.38 loss trade                                                 -201.34
                            Average profit trade                            16.01 loss trade                                                  -10.04
                            Maximum consecutive wins (profit in        11 (89.80) consecutive losses (loss in money)                    17 (-280.82)
                                    money)
                            Maximal consecutive profit (count of     2190.07 (10) consecutive loss (count of losses)                     -518.70 (9)
                                    wins)
                            Average consecutive wins                            2 consecutive losses                                               3

Advanced

                                                                Strategy Tester Report
                                              EA31337-Advanced-6044f90f3e3ecd2cd149061530719487f85560b6
                                                                     (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 v2.003 --"; __Strategies_Active__="-- Active
                                  strategies --"; Strategy_M1=0; Strategy_M5=7; Strategy_M15=14; Strategy_M30=14; __EA_Stops__="-- EA's stops --";
                                  EA_Stops_M1=0; EA_Stops_M5=22; EA_Stops_M15=22; EA_Stops_M30=22; __EA_Order_Params__="-- EA's order params --";
Parameters                        EA_OrderCloseTime=0; __Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0.01; EA_SignalOpenFilter=37;
                                  __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 v2.003 --";
Bars in test               372155 Ticks modelled                      167831773 Modelling quality                                              24.99%
Mismatched charts errors        0
Initial deposit          10000.00                                               Spread                                                             10
Total net profit         -4254.32 Gross profit                          6720.57 Gross loss                                                  -10974.88
Profit factor                0.61 Expected payoff                         -1.48
Absolute drawdown         4266.92 Maximal drawdown             4303.02 (42.88%) Relative drawdown                                    42.88% (4303.02)
Total trades                 2883 Short positions (won %)         1385 (27.08%) Long positions (won %)                                  1498 (31.64%)
                                  Profit trades (% of total)       849 (29.45%) Loss trades (% of total)                                2034 (70.55%)
                          Largest profit trade                           141.60 loss trade                                                     -56.20
                          Average profit trade                             7.92 loss trade                                                      -5.40
                          Maximum consecutive wins (profit in         6 (19.40) consecutive losses (loss in money)                        20 (-89.80)
                                  money)
                          Maximal consecutive profit (count of       141.60 (1) consecutive loss (count of losses)                        -176.20 (7)
                                  wins)
                          Average consecutive wins                            1 consecutive losses                                                  4

Rider

                                                                Strategy Tester Report
                                                EA31337-Rider-6044f90f3e3ecd2cd149061530719487f85560b6
                                                                     (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 v2.003 --"; __Strategies_Active__="-- Active strategies
                                  --"; Strategy_M1=0; Strategy_M5=7; Strategy_M15=14; Strategy_M30=14; __EA_Stops__="-- EA's stops --"; EA_Stops=22;
Parameters                        __Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0.01; EA_SignalOpenFilter=37; __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 v2.003 --";
Bars in test               372155 Ticks modelled                      167831773 Modelling quality                                              24.99%
Mismatched charts errors        0
Initial deposit          10000.00                                               Spread                                                             10
Total net profit         -3673.17 Gross profit                          8984.30 Gross loss                                                  -12657.46
Profit factor                0.71 Expected payoff                         -1.27
Absolute drawdown         3746.08 Maximal drawdown             3863.43 (38.19%) Relative drawdown                                    38.19% (3863.43)
Total trades                 2884 Short positions (won %)         1385 (30.90%) Long positions (won %)                                  1499 (35.49%)
                                  Profit trades (% of total)       960 (33.29%) Loss trades (% of total)                                1924 (66.71%)
                          Largest profit trade                           141.60 loss trade                                                    -103.20
                          Average profit trade                             9.36 loss trade                                                      -6.58
                          Maximum consecutive wins (profit in         9 (69.00) consecutive losses (loss in money)                       25 (-144.20)
                                  money)
                          Maximal consecutive profit (count of       148.40 (8) consecutive loss (count of losses)                        -211.70 (5)
                                  wins)
                          Average consecutive wins                            2 consecutive losses                                                  3

More test results

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

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.