v1.004
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Development fixes and improvements.
- Optimized for EURUSD and 2020-2021 years using MT5.
General notes
- This project is not recommended for the real trading (due to risk). It's more for 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)
__Strategy_Active__="-- Active strategy --"; EA_Strategy=6; __Strategy_Timeframes__="-- [M1=1,M5=2,M15=4,M30=8,H1=16,H8=32...] --";
Parameters EA_Strategy_Active_Tf=12; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=5; __Logging_Parameters__="-- Settings for logging &
messages --"; PrintLogOnChart=true; VerboseLevel=3; __Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true;
EA_MagicNumber=31337; __EA_Parameters__="-- End of input parameters for EA31337 Libre v1.004 --";
Bars in test 372155 Ticks modelled 167831773 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit 623.23 Gross profit 2903.03 Gross loss -2279.80
Profit factor 1.27 Expected payoff 0.78
Absolute drawdown 801.17 Maximal drawdown 1186.77 (11.43%) Relative drawdown 11.43% (1186.77)
Total trades 803 Short positions (won %) 0 (0.00%) Long positions (won %) 803 (56.54%)
Profit trades (% of total) 454 (56.54%) Loss trades (% of total) 349 (43.46%)
Largest profit trade 75.40 loss trade -52.70
Average profit trade 6.39 loss trade -6.53
Maximum consecutive wins (profit in money) 35 (142.60) consecutive losses (loss in money) 16 (-177.60)
Maximal consecutive profit (count of wins) 887.80 (21) consecutive loss (count of losses) -177.60 (16)
Average consecutive wins 4 consecutive losses 3
Note: The results can be slightly different in MetaTrader 5.
To run different tests, try our Interactive Backtesting in Colab (Google account required).