v1.001
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).