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v1.010

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@kenorb kenorb released this 24 Mar 21:47
· 65 commits to master since this release

Quick note: For download links, scroll down to the bottom of this page to the Assets section.

Release notes

  • Development enhancements.
  • New Indicator strategy.
  • Optimized for EURUSD and 2018-2021 years using MT5.

General notes

  • This project is not recommended for the real trading (due to high risk involved). It's more for strategy testing, research and education purposes only.
  • For more advanced EA, please check: EA31337 instead (also free and open source).
  • For MetaTrader 4, please download file with .ex4 extension, for MetaTrader 5 use .ex5 accordingly.
  • For professional trading EA, try EA31337 VIP Preview (free version available).
  • Check README for further details.

Backtest

EURUSD 2020 (spread 10pts)

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)
                                    __EA_Params__=">> EA31337 Libre v1.010 build 1648073989 <<"; __EA_Strategy__="-- Trading strategy --"; EA_Strategy=4;
  Parameters                        EA_Strategy_Active_Tf=130048; __EA_Risk_Params__="-- Risk management --"; EA_Risk_MarginMax=1; __Logging_Params__="-- Logging & messaging --";
                                    EA_DisplayDetailsOnChart=true; VerboseLevel=3; __Trade_Params__="-- Trade parameters --"; EA_MagicNumber=31337;
  Bars in test               3[721](https://github.com/EA31337/EA31337-Libre/runs/5668104723?check_suite_focus=true#step:4:721)55 Ticks modelled                          167831773 Modelling quality                                                                     24.99%
  Mismatched charts errors        0
  Initial deposit          10000.00                                                   Spread                                                                                    10
  Total net profit           120.53 Gross profit                               980.03 Gross loss                                                                           -859.50
  Profit factor                1.14 Expected payoff                              0.93
  Absolute drawdown          137.00 Maximal drawdown                   204.89 (2.04%) Relative drawdown                                                             2.04% (204.89)
  Total trades                  130 Short positions (won %)               60 (50.00%) Long positions (won %)                                                           70 (64.29%)
                                    Profit trades (% of total)            75 (57.69%) Loss trades (% of total)                                                         55 (42.31%)
                            Largest profit trade                                50.00 loss trade                                                                            -36.60
                            Average profit trade                                13.07 loss trade                                                                            -15.63
                            Maximum consecutive wins (profit in money)    10 (102.10) consecutive losses (loss in money)                                               7 (-107.82)
                            Maximal consecutive profit (count of wins)    102.10 (10) consecutive loss (count of losses)                                               -120.20 (4)
                            Average consecutive wins                                3 consecutive losses                                                                         2

Notes:

  • The results can be slightly different in MetaTrader 5. To see backtest results for MT5, check the discussion below.
  • Backtest results cannot reliably simulate the future outcome.