v1.010
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.