v2.004

[kenorb]

Release notes

• New close loss and profit param allowing to limit sl/tp for all orders. It can be also used to hide your limits from the broker (aka Stealth mode).
• New signal close filter param to postpone order closure based on the conditions.
• Backtest performance and default strategy params has been improved.
• Several new fixes and improvements. Check Changelog section for more details.
• Optimization has been done for EURUSD 2020-2021.
• Coincidentally the project just hit 1337 commits, a good sign?

Other notes

• Not suitable for real trading without proper knowledge or prior testing.
• For professional trading EA, you may try EA31337 VIP Preview (free version available).

Usage

• Default settings are suitable for EURUSD pair only with spread 10 points or less.
• When EA is not profitable, try optimizing params for your data by choosing better strategies.
• For backtest, use M1 so more bars to be processed. For real trading, it should not matter.
• Check README for further details.
• Read more at Wiki pages.

Backtest

EURUSD 2020

Lite

                                                                Strategy Tester Report
                                                EA31337-Lite-38b4f7da5ba8a5db7168631a9740275f0f7af06f
                                                                     (Build 1280)

  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_Mode_Parameters__="-- EA parameters for EA31337 Lite v2.004 --"; __Strategies_Active__="-- Active
                                    strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=6; Strategy_M30=6; __Trade_Params__="-- EA's trade
  Parameters                        parameters --"; EA_LotSize=0; EA_SignalOpenFilter=40; __EA_Risk_Params__="-- EA's risk management --";
                                    EA_Risk_MarginMax=5; __EA_Logging_Parameters__="-- Settings for logging & messages --"; VerboseLevel=1;
                                    __EA_Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true; EA_MagicNumber=31337;
                                    __EA_Parameters__="-- End of input parameters for EA31337 Lite v2.004 --";
  Bars in test               372155 Ticks modelled                      167831773 Modelling quality                                           24.99%
  Mismatched charts errors        0
  Initial deposit          10000.00                                               Spread                                                          10
  Total net profit           586.10 Gross profit                          2362.60 Gross loss                                                -1776.50
  Profit factor                1.33 Expected payoff                          0.98
  Absolute drawdown          580.80 Maximal drawdown             1088.20 (10.36%) Relative drawdown                                 10.36% (1088.20)
  Total trades                  597 Short positions (won %)             0 (0.00%) Long positions (won %)                                597 (57.96%)
                                    Profit trades (% of total)       346 (57.96%) Loss trades (% of total)                              251 (42.04%)
                            Largest profit trade                            75.40 loss trade                                                  -52.70
                            Average profit trade                             6.83 loss trade                                                   -7.08
                            Maximum consecutive wins (profit in       31 (164.00) consecutive losses (loss in money)                    18 (-161.80)
                                    money)
                            Maximal consecutive profit (count of      877.40 (18) consecutive loss (count of losses)                    -204.60 (10)
                                    wins)
                            Average consecutive wins                            4 consecutive losses                                               3

Advanced

                                                                Strategy Tester Report
                                              EA31337-Advanced-38b4f7da5ba8a5db7168631a9740275f0f7af06f
                                                                     (Build 1280)

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_Mode_Parameters__="-- EA parameters for EA31337 Advanced v2.004 --"; __Strategies_Active__="-- Active
                                  strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=23; Strategy_M30=22; __EA_Stops__="-- EA's stops --";
                                  EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=24; EA_Stops_M30=35; __EA_Actions__="-- EA's actions --";
                                  EA_Action1_If=0; EA_Action1_Then=0; __EA_Order_Params__="-- EA's order params --"; EA_OrderCloseLoss=0;
Parameters                        EA_OrderCloseProfit=0; EA_OrderCloseTime=0; __Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0;
                                  EA_SignalOpenFilter=40; EA_SignalCloseFilter=16; __EA_Risk_Params__="-- EA's risk management --";
                                  EA_Risk_MarginMax=5; __EA_Logging_Parameters__="-- Settings for logging & messages --"; VerboseLevel=1;
                                  __EA_Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true; EA_MagicNumber=31337;
                                  __EA_Parameters__="-- End of input parameters for EA31337 Advanced v2.004 --";
Bars in test               372155 Ticks modelled                      167831773 Modelling quality                                              24.99%
Mismatched charts errors        0
Initial deposit          10000.00                                               Spread                                                             10
Total net profit          5987.98 Gross profit                         10461.43 Gross loss                                                   -4473.45
Profit factor                2.34 Expected payoff                          7.81
Absolute drawdown         1104.86 Maximal drawdown             2551.55 (19.18%) Relative drawdown                                    20.36% (2274.10)
Total trades                  767 Short positions (won %)          452 (36.50%) Long positions (won %)                                   315 (69.52%)
                                  Profit trades (% of total)       384 (50.07%) Loss trades (% of total)                                 383 (49.93%)
                          Largest profit trade                           218.66 loss trade                                                    -140.90
                          Average profit trade                            27.24 loss trade                                                     -11.68
                          Maximum consecutive wins (profit in      26 (1956.08) consecutive losses (loss in money)                       19 (-345.25)
                                  money)
                          Maximal consecutive profit (count of     1956.08 (26) consecutive loss (count of losses)                      -1567.60 (16)
                                  wins)
                          Average consecutive wins                            3 consecutive losses                                                  3

Rider

                                                                Strategy Tester Report
                                                EA31337-Rider-38b4f7da5ba8a5db7168631a9740275f0f7af06f
                                                                     (Build 1280)

 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_Mode_Parameters__="-- EA parameters for EA31337 Rider v2.004 --"; __Strategies_Active__="-- Active strategies
                                   --"; Strategy_M1=0; Strategy_M5=6; Strategy_M15=27; Strategy_M30=27; __EA_Stops__="-- EA's stops --"; EA_Stops=2;
                                   __EA_Actions__="-- EA's actions --"; EA_Action1_If=0; EA_Action1_Then=0; __Trade_Params__="-- EA's trade
 Parameters                        parameters --"; EA_LotSize=0; EA_SignalOpenFilter=40; EA_SignalCloseFilter=84; __EA_Risk_Params__="-- EA's risk
                                   management --"; EA_Risk_MarginMax=5; __EA_Logging_Parameters__="-- Settings for logging & messages --";
                                   VerboseLevel=1; __EA_Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true;
                                   EA_MagicNumber=31337; __EA_Parameters__="-- End of input parameters for EA31337 Rider v2.004 --";
 Bars in test               372155 Ticks modelled                      167831773 Modelling quality                                             24.99%
 Mismatched charts errors        0
 Initial deposit          10000.00                                               Spread                                                            10
 Total net profit          3603.27 Gross profit                          5563.87 Gross loss                                                  -1960.60
 Profit factor                2.84 Expected payoff                         10.66
 Absolute drawdown         2101.09 Maximal drawdown             2393.29 (23.25%) Relative drawdown                                   23.25% (2393.29)
 Total trades                  338 Short positions (won %)           52 (50.00%) Long positions (won %)                                  286 (56.29%)
                                   Profit trades (% of total)       187 (55.33%) Loss trades (% of total)                                151 (44.67%)
                           Largest profit trade                           467.83 loss trade                                                   -204.61
                           Average profit trade                            29.75 loss trade                                                    -12.98
                           Maximum consecutive wins (profit in        16 (89.00) consecutive losses (loss in money)                      11 (-470.30)
                                   money)
                           Maximal consecutive profit (count of      1858.02 (5) consecutive loss (count of losses)                      -470.30 (11)
                                   wins)
                           Average consecutive wins                            5 consecutive losses                                                 4

More test results

• For more yearly backtest results, check: docker/backtest/.
• For monthly test results, check: docker/tests/.

Changelog

• EA's bug fixes and improvements.
• EA's framework bug fixes and improvements.

Which version to use?

Lite, Advanced and Rider have slightly different logic (despite sharing the same codebase). Lite configuration is the simplest, but less customizable. Advanced has more options to offer. And Rider should deal better with higher deposits and spreads, as it tries to keep the orders open for longer. Which version you decide to use it's up to you. See: Input parameters wiki page.

For MetaTrader 4, please download file with .ex4 extension, for MetaTrader 5 use .ex5 accordingly.

[kenorb]

EURUSD, 2018-2021

Lite

• Platform: MT4 (left) vs MT5 (right)
• Spread: 10 (left) vs 20 (right)

Advanced

• Platform: MT4 (left) vs MT5 (right)
• Spread: 10 (left) vs 20 (right)

Rider

• Platform: MT4 (left) vs MT5 (right)
• Spread: 10 (left) vs 20 (right)