v2.006

[kenorb]

Release notes

• Refactor signal processing.
• Development fixes and improvements.
• Added more custom timeframes.
• Optimized for EURUSD and 2020-2021 years using MT5.

Other notes

• Not suitable for real trading without proper knowledge or prior testing.
• For professional trading EA, you may try EA31337 VIP Preview (free version available).

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 should not matter.
• Check README for further details.
• Read more at Wiki pages.

Backtest

EURUSD 2020

Lite

                                                                Strategy Tester Report
                                                EA31337-Lite-dfbde61089eac5d8bc6a5bece198263b74aed2ac
                                                                     (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 Lite v2.006 build 1632152642 <<"; __Strategies_Active__="-- Active strategies --";
                                    Strategy_M1=0; Strategy_M5=0; Strategy_M15=4; Strategy_M30=6; Strategy_H1=8; Strategy_H2=21; Strategy_H3=30;
  Parameters                        Strategy_H4=30; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=1.20000005;
                                    __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MagicNumber=31337; __Logging_Params__="-
                                    - EA's logging & messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true;
  Bars in test               372155 Ticks modelled                      167831773 Modelling quality                                          24.99%
  Mismatched charts errors        0
  Initial deposit          10000.00                                               Spread                                                         10
  Total net profit         14613.51 Gross profit                         48587.51 Gross loss                                              -33974.00
  Profit factor                1.43 Expected payoff                          5.47
  Absolute drawdown          479.15 Maximal drawdown             5284.94 (21.10%) Relative drawdown                                21.10% (5284.94)
  Total trades                 2672 Short positions (won %)         1270 (66.30%) Long positions (won %)                              1402 (58.56%)
                                    Profit trades (% of total)      1663 (62.24%) Loss trades (% of total)                            1009 (37.76%)
                            Largest profit trade                           390.80 loss trade                                                -320.13
                            Average profit trade                            29.22 loss trade                                                 -33.67
                            Maximum consecutive wins (profit in      27 (1479.01) consecutive losses (loss in money)                  22 (-1121.85)
                                    money)
                            Maximal consecutive profit (count of     1856.09 (19) consecutive loss (count of losses)                  -1316.10 (11)
                                    wins)
                            Average consecutive wins                            4 consecutive losses                                              2

Advanced

                                                                Strategy Tester Report
                                              EA31337-Advanced-dfbde61089eac5d8bc6a5bece198263b74aed2ac
                                                                     (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 Advanced v2.006 build 1632152644 <<"; __Strategies_Active__="-- Active strategies --";
                                  Strategy_M1=0; Strategy_M5=0; Strategy_M15=13; Strategy_M30=6; Strategy_H1=21; Strategy_H2=21; Strategy_H3=30;
                                  Strategy_H4=30; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=18;
                                  EA_Stops_M30=32; EA_Stops_H1=21; EA_Stops_H2=16; EA_Stops_H3=30; EA_Stops_H4=16; __Strategies_Filters__="-
Parameters                        - Strategies' filters --"; EA_SignalOpenFilterMethod=32; EA_SignalCloseFilter=32; EA_SignalOpenFilterTime=3;
                                  EA_TickFilterMethod=60; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=3; EA_Task1_Then=2; EA_Task2_If=3;
                                  EA_Task2_Then=2; EA_Task3_If=7; EA_Task3_Then=2; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=200;
                                  EA_OrderCloseProfit=0; EA_OrderCloseTime=-40; __EA_Risk_Params__="-- EA's risk management --";
                                  EA_Risk_MarginMax=1.20000005; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MagicNumber=31337;
                                  __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true;
Bars in test               372155 Ticks modelled                       167831773 Modelling quality                                              24.99%
Mismatched charts errors        0
Initial deposit          10000.00                                                Spread                                                             10
Total net profit         18857.57 Gross profit                         142885.12 Gross loss                                                 -124027.55
Profit factor                1.15 Expected payoff                           4.35
Absolute drawdown          808.53 Maximal drawdown             15945.99 (56.68%) Relative drawdown                                   56.68% (15945.99)
Total trades                 4336 Short positions (won %)          1971 (53.22%) Long positions (won %)                                  2365 (67.15%)
                                  Profit trades (% of total)       2637 (60.82%) Loss trades (% of total)                                1699 (39.18%)
                          Largest profit trade                            549.68 loss trade                                                    -890.99
                          Average profit trade                             54.18 loss trade                                                     -73.00
                          Maximum consecutive wins (profit in       21 (2212.49) consecutive losses (loss in money)                       19 (-330.84)
                                  money)
                          Maximal consecutive profit (count of      3513.19 (16) consecutive loss (count of losses)                       -1684.07 (5)
                                  wins)
                          Average consecutive wins                             3 consecutive losses                                                  2

Rider

                                                                Strategy Tester Report
                                                EA31337-Rider-dfbde61089eac5d8bc6a5bece198263b74aed2ac
                                                                     (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 Rider v2.006 build 1632152625 <<"; __Strategies_Active__="-- Active strategies --";
                                  Strategy_M1=0; Strategy_M5=0; Strategy_M15=1; Strategy_M30=14; Strategy_H1=24; Strategy_H2=9; Strategy_H3=5;
                                  Strategy_H4=27; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_Strat=13; EA_Stops_Tf=480; __EA_Tasks__="-
                                  - EA's tasks --"; EA_Task1_If=2; EA_Task1_Then=2; EA_Task2_If=3; EA_Task2_Then=2; EA_Task3_If=6; EA_Task3_Then=5;
Parameters                        __Strategies_Filters__="-- Strategies' filters --"; EA_SignalOpenFilterMethod=32; EA_SignalCloseFilter=32;
                                  EA_SignalOpenFilterTime=3; EA_TickFilterMethod=60; __EA_Risk_Params__="-- EA's risk management --";
                                  EA_Risk_MarginMax=1.20000005; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0;
                                  EA_MagicNumber=31337; __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1;
                                  EA_DisplayDetailsOnChart=true;
Bars in test               372155 Ticks modelled                      167831773 Modelling quality                                              24.99%
Mismatched charts errors        0
Initial deposit          10000.00                                               Spread                                                             10
Total net profit          8022.48 Gross profit                         79600.97 Gross loss                                                  -71578.48
Profit factor                1.11 Expected payoff                          4.14
Absolute drawdown         2553.61 Maximal drawdown             5700.05 (43.36%) Relative drawdown                                    43.36% (5700.05)
Total trades                 1936 Short positions (won %)          789 (33.33%) Long positions (won %)                                  1147 (55.45%)
                                  Profit trades (% of total)       899 (46.44%) Loss trades (% of total)                                1037 (53.56%)
                          Largest profit trade                          1104.69 loss trade                                                    -616.59
                          Average profit trade                            88.54 loss trade                                                     -69.02
                          Maximum consecutive wins (profit in       12 (863.72) consecutive losses (loss in money)                       20 (-684.15)
                                  money)
                          Maximal consecutive profit (count of      2439.32 (7) consecutive loss (count of losses)                       -1875.49 (4)
                                  wins)
                          Average consecutive wins                            2 consecutive losses                                                  2

More test results

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

Changelog

• EA's bug fixes and improvements.
• EA's framework bug fixes and improvements.

Which version to use?

Lite, Advanced and Rider have slightly different logic (despite sharing the same codebase).

• Lite configuration is easy to use with simple strategy configuration per timeframe, but less customizable.
• Advanced has more options to offer (more complex filters), ideally for advanced users.
• Rider is the riskiest of all as it tries to keep the orders open for longer by "riding" on the equity (which means it closes trades when EA's equity reaches certain %).

Which version to use, it's to you. Check Input parameters wiki page for more details.

For MetaTrader 4, please download file with .ex4 extension, for MetaTrader 5 use .ex5 accordingly. Beta version is the earlier release (not polished and more riskier), but it has different logic before the code refactor.

[kenorb]

Backtest

• Symbol: EURUSD
• Period: 2019-2021.08
• Modelling: Every tick based on real ticks (default MetaQuotes Demo)
• Spread: 10pts (=1pip)
• Platform: MT5 (note: results in MT4 can be different due to different backtest algorithms)
• Parameters: default
• Deposit: 1000USD

Lite

Advanced

• Period: 2020-2021.08
• Deposit: 10000USD

Rider

• Period: 2020-2021.08
• Deposit: 10000USD

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Optimization

See: #292