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@kenorb kenorb released this 16 Apr 16:38
· 152 commits to master since this release
491cee9

Release notes

  • Second stable release of EA31337 Libre with lots of development fixes and stability improvements.
  • Optimized for EURUSD and 2020 year.

General notes

  • The project aims to deliver simple implementation of EA31337 framework and strategies.
  • The source code is compatible with MQL4 and MQL5 and can run on MetaTrader 4 and 5.
  • For MetaTrader 4, please download file with .ex4 extension, for MetaTrader 5 use .ex5 accordingly.
  • 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 (free and open source).
  • For professional trading EA, try EA31337 VIP Preview (for free).
  • 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=23; __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 v1.001 --";
Bars in test               372155 Ticks modelled                            167831773 Modelling quality                                                                      24.99%
Mismatched charts errors        0
Initial deposit          10000.00                                                     Spread                                                                                     10
Total net profit          4080.25 Gross profit                               27188.10 Gross loss                                                                          -23107.84
Profit factor                1.18 Expected payoff                                1.73
Absolute drawdown          632.98 Maximal drawdown                   1765.17 (12.49%) Relative drawdown                                                            13.73% (1491.07)
Total trades                 2355 Short positions (won %)               1250 (52.64%) Long positions (won %)                                                          1105 (57.19%)
                                  Profit trades (% of total)            1290 (54.78%) Loss trades (% of total)                                                        1065 (45.22%)
                          Largest profit trade                                 132.10 loss trade                                                                            -240.60
                          Average profit trade                                  21.08 loss trade                                                                             -21.70
                          Maximum consecutive wins (profit in money)      36 (296.65) consecutive losses (loss in money)                                               22 (-754.51)
                          Maximal consecutive profit (count of wins)      862.70 (16) consecutive loss (count of losses)                                                -995.50 (5)
                          Average consecutive wins                                  6 consecutive losses                                                                          5

To run test on your own, try our Interactive Backtesting in Colab (Google account required).