v2.005

[kenorb]

Release notes

• Overall backtest performance improved.
• Rider logic significantly improved, but risky.
• Signal open refactor for all strategies.
• New timeframes available (H1 and H4).
• New Pattern strategy. Fixed Heiken Ashi strategy.
• Improves input parameters and grouping.
• Development fixes and improvements.
• Optimized for EURUSD and 2020-2021 years using MT5.

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 (Release)

EURUSD 2020

Lite

                                                                Strategy Tester Report
                                                EA31337-Lite-d673664b487e9ae8efc61c1f2cc2f6a34897af6e
                                                                     (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_Params__=">> EA31337 Lite v2.005 build 1630668756 <<"; __Strategies_Active__="-- Active strategies --";
                                    Strategy_M1=0; Strategy_M5=0; Strategy_M15=7; Strategy_M30=23; Strategy_H1=11; Strategy_H4=30;
  Parameters                        __Trade_Params__="-- Trade parameters --"; __EA_Risk_Params__="-- EA's risk management --";
                                    __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MagicNumber=31337; __Logging_Params__="-
                                    - EA's logging & messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true;
  Bars in test               372155 Ticks modelled                    167831773 Modelling quality                                             24.99%
  Mismatched charts errors        0
  Initial deposit          10000.00                                             Spread                                                            10
  Total net profit           574.05 Gross profit                        2551.49 Gross loss                                                  -1977.44
  Profit factor                1.29 Expected payoff                        2.43
  Absolute drawdown          212.45 Maximal drawdown             518.83 (4.76%) Relative drawdown                                     4.76% (518.83)
  Total trades                  236 Short positions (won %)        130 (50.00%) Long positions (won %)                                  106 (43.40%)
                                    Profit trades (% of total)     111 (47.03%) Loss trades (% of total)                                125 (52.97%)
                            Largest profit trade                         348.43 loss trade                                                   -140.24
                            Average profit trade                          22.99 loss trade                                                    -15.82
                            Maximum consecutive wins (profit in      6 (136.10) consecutive losses (loss in money)                       6 (-199.04)
                                    money)
                            Maximal consecutive profit (count of     548.41 (2) consecutive loss (count of losses)                       -199.04 (6)
                                    wins)
                            Average consecutive wins                          2 consecutive losses                                                 2

Advanced

                                                                Strategy Tester Report
                                              EA31337-Advanced-d673664b487e9ae8efc61c1f2cc2f6a34897af6e
                                                                     (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_Params__=">> EA31337 Advanced v2.005 build 1630668770 <<"; __Strategies_Active__="-- Active strategies --";
                                   Strategy_M1=0; Strategy_M5=0; Strategy_M15=2; Strategy_M30=3; Strategy_H1=4; Strategy_H4=30;
                                   __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=4; EA_Stops_M30=30;
                                   EA_Stops_H1=14; EA_Stops_H4=30; __Strategies_Filters__="-- Strategies' filters --"; EA_SignalOpenFilterMethod=32;
 Parameters                        EA_SignalCloseFilter=32; EA_SignalOpenFilterTime=12; EA_SignalOpenStrategyFilter=2; EA_TickFilterMethod=7;
                                   __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=0; EA_Task1_Then=0; EA_Task2_If=0; EA_Task2_Then=0;
                                   __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=300; EA_OrderCloseProfit=0; EA_OrderCloseTime=-40;
                                   __EA_Risk_Params__="-- EA's risk management --"; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0;
                                   EA_MagicNumber=31337; __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1;
                                   EA_DisplayDetailsOnChart=true;
 Bars in test               372155 Ticks modelled                    167831773 Modelling quality                                              24.99%
 Mismatched charts errors        0
 Initial deposit          10000.00                                             Spread                                                             10
 Total net profit           144.66 Gross profit                        1632.91 Gross loss                                                   -1488.25
 Profit factor                1.10 Expected payoff                        1.64
 Absolute drawdown          130.36 Maximal drawdown             430.67 (4.09%) Relative drawdown                                      4.09% (430.67)
 Total trades                   88 Short positions (won %)         49 (44.90%) Long positions (won %)                                    39 (38.46%)
                                   Profit trades (% of total)      37 (42.05%) Loss trades (% of total)                                  51 (57.95%)
                           Largest profit trade                         223.50 loss trade                                                    -114.10
                           Average profit trade                          44.13 loss trade                                                     -29.18
                           Maximum consecutive wins (profit in      6 (302.73) consecutive losses (loss in money)                        7 (-110.79)
                                   money)
                           Maximal consecutive profit (count of     302.73 (6) consecutive loss (count of losses)                        -128.30 (2)
                                   wins)
                           Average consecutive wins                          2 consecutive losses                                                  2

Rider

                                                                Strategy Tester Report
                                                EA31337-Rider-d673664b487e9ae8efc61c1f2cc2f6a34897af6e
                                                                     (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_Params__=">> EA31337 Rider v2.005 build 1630668765 <<"; __Strategies_Active__="-- Active strategies --";
                                   Strategy_M1=0; Strategy_M5=33; Strategy_M15=5; Strategy_M30=3; Strategy_H1=21; Strategy_H4=3;
                                   __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_Strat=21; EA_Stops_Tf=180; __EA_Tasks__="-- EA's tasks -
 Parameters                        -"; EA_Task1_If=1; EA_Task1_Then=3; EA_Task2_If=4; EA_Task2_Then=4; __Strategies_Filters__="-- Strategies'
                                   filters --"; EA_SignalOpenFilterMethod=32; EA_SignalCloseFilter=32; EA_SignalOpenFilterTime=12;
                                   EA_SignalOpenStrategyFilter=3; EA_TickFilterMethod=7; __EA_Risk_Params__="-- EA's risk management --";
                                   __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MagicNumber=31337; __Logging_Params__="-
                                   - EA's logging & messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true;
 Bars in test               372155 Ticks modelled                    167831773 Modelling quality                                              24.99%
 Mismatched charts errors        0
 Initial deposit          10000.00                                             Spread                                                             10
 Total net profit           604.45 Gross profit                        3764.41 Gross loss                                                   -3159.96
 Profit factor                1.19 Expected payoff                        1.63
 Absolute drawdown          269.65 Maximal drawdown             623.08 (5.64%) Relative drawdown                                      5.64% (623.08)
 Total trades                  370 Short positions (won %)        124 (29.03%) Long positions (won %)                                   246 (30.89%)
                                   Profit trades (% of total)     112 (30.27%) Loss trades (% of total)                                 258 (69.73%)
                           Largest profit trade                         366.36 loss trade                                                    -106.90
                           Average profit trade                          33.61 loss trade                                                     -12.25
                           Maximum consecutive wins (profit in       6 (91.14) consecutive losses (loss in money)                       12 (-105.00)
                                   money)
                           Maximal consecutive profit (count of     450.13 (2) consecutive loss (count of losses)                        -184.40 (7)
                                   wins)
                           Average consecutive wins                          2 consecutive losses                                                  4

Backtest (Beta)

EURUSD 2020

Lite

                                                                Strategy Tester Report
                                                EA31337-Lite-cd602f5ce96c3b80536a61c6fe941a31f51b17e1
                                                                     (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_Params__=">> EA31337 Lite v2.005 build 1629409741 <<"; __Strategies_Active__="-- Active strategies --";
                                    Strategy_M1=0; Strategy_M5=0; Strategy_M15=7; Strategy_M30=7; Strategy_H1=28; Strategy_H4=28;
  Parameters                        __Trade_Params__="-- Trade parameters --"; EA_SignalOpenFilter=40; __EA_Risk_Params__="-- EA's risk management
                                    --"; EA_Risk_MarginMax=5; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0;
                                    EA_MagicNumber=31337; __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1;
                                    EA_DisplayDetailsOnChart=true;
  Bars in test               372155 Ticks modelled                    167831773 Modelling quality                                            24.99%
  Mismatched charts errors        0
  Initial deposit          10000.00                                             Spread                                                            1
  Total net profit           515.50 Gross profit                        1610.40 Gross loss                                                 -1094.90
  Profit factor                1.47 Expected payoff                        0.44
  Absolute drawdown          195.60 Maximal drawdown             485.30 (4.70%) Relative drawdown                                    4.70% (485.30)
  Total trades                 1184 Short positions (won %)        20 (100.00%) Long positions (won %)                                1164 (50.52%)
                                    Profit trades (% of total)     608 (51.35%) Loss trades (% of total)                               576 (48.65%)
                            Largest profit trade                          62.70 loss trade                                                   -49.70
                            Average profit trade                           2.65 loss trade                                                    -1.90
                            Maximum consecutive wins (profit in     17 (576.70) consecutive losses (loss in money)                      11 (-49.10)
                                    money)
                            Maximal consecutive profit (count of    576.70 (17) consecutive loss (count of losses)                      -221.50 (6)
                                    wins)
                            Average consecutive wins                          3 consecutive losses                                                2

Advanced

                                                                Strategy Tester Report
                                              EA31337-Advanced-cd602f5ce96c3b80536a61c6fe941a31f51b17e1
                                                                     (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_Params__=">> EA31337 Advanced v2.005 build 1629409738 <<"; __Strategies_Active__="-- Active strategies --";
                                  Strategy_M1=0; Strategy_M5=0; Strategy_M15=13; Strategy_M30=18; Strategy_H1=28; Strategy_H4=30;
                                  __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=38; EA_Stops_M30=12;
                                  EA_Stops_H1=3; EA_Stops_H4=38; __Strategies_Signal_Filters__="-- Strategies' signal filters --";
Parameters                        EA_SignalOpenFilter=40; EA_SignalCloseFilter=48; EA_SignalOpenFilterTime=10; __EA_Actions__="-- EA's actions --";
                                  EA_Action1_If=0; EA_Action1_Then=0; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=0;
                                  EA_OrderCloseProfit=0; EA_OrderCloseTime=-40; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=5;
                                  __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MagicNumber=31337; __Logging_Params__="-- EA's
                                  logging & messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true;
Bars in test               372155 Ticks modelled                      167831773 Modelling quality                                              24.99%
Mismatched charts errors        0
Initial deposit          10000.00                                               Spread                                                             10
Total net profit          9022.90 Gross profit                         40484.56 Gross loss                                                  -31461.66
Profit factor                1.29 Expected payoff                          3.12
Absolute drawdown         2792.02 Maximal drawdown             6062.55 (31.29%) Relative drawdown                                    32.51% (3471.57)
Total trades                 2892 Short positions (won %)             0 (0.00%) Long positions (won %)                                  2892 (52.39%)
                                  Profit trades (% of total)      1515 (52.39%) Loss trades (% of total)                                1377 (47.61%)
                          Largest profit trade                           186.86 loss trade                                                    -175.27
                          Average profit trade                            26.72 loss trade                                                     -22.85
                          Maximum consecutive wins (profit in      69 (1240.73) consecutive losses (loss in money)                       43 (-284.02)
                                  money)
                          Maximal consecutive profit (count of     3524.30 (46) consecutive loss (count of losses)                      -2247.30 (16)
                                  wins)
                          Average consecutive wins                           11 consecutive losses                                                 10

Rider

                                                                Strategy Tester Report
                                                EA31337-Rider-cd602f5ce96c3b80536a61c6fe941a31f51b17e1
                                                                     (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_Params__=">> EA31337 Rider v2.005 build 1629409734 <<"; __Strategies_Active__="-- Active strategies --";
                                   Strategy_M1=0; Strategy_M5=0; Strategy_M15=5; Strategy_M30=22; Strategy_H1=28; Strategy_H4=30;
                                   __Strategies_Stops__="-- Strategies' stops --"; EA_Stops=38; __EA_Actions__="-- EA's actions --"; EA_Action1_If=1;
Parameters                         EA_Action1_Then=2; __Strategies_Signal_Filters__="-- Strategies' signal filters --"; EA_SignalOpenFilter=37;
                                   EA_SignalCloseFilter=32; EA_SignalOpenFilterTime=10; __EA_Risk_Params__="-- EA's risk management --";
                                   EA_Risk_MarginMax=5; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MagicNumber=31337;
                                   __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true;
Bars in test                372155 Ticks modelled                       167831773 Modelling quality                                            24.99%
Mismatched charts errors         0
Initial deposit          100000.00                                                Spread                                                           10
Total net profit          14098.66 Gross profit                          23771.94 Gross loss                                                 -9673.28
Profit factor                 2.46 Expected payoff                          54.43
Absolute drawdown         17709.20 Maximal drawdown             18603.40 (18.44%) Relative drawdown                                 18.44% (18603.40)
Total trades                   259 Short positions (won %)            56 (32.14%) Long positions (won %)                                 203 (95.07%)
                                   Profit trades (% of total)        211 (81.47%) Loss trades (% of total)                                48 (18.53%)
                           Largest profit trade                            669.97 loss trade                                                  -691.34
                           Average profit trade                            112.66 loss trade                                                  -201.53
                           Maximum consecutive wins (profit in       34 (4092.09) consecutive losses (loss in money)                    11 (-3903.88)
                                   money)
                           Maximal consecutive profit (count of      4092.09 (34) consecutive loss (count of losses)                    -3903.88 (11)
                                   wins)
                           Average consecutive wins                            11 consecutive losses                                                3

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 easy to use, but less customizable.
• Advanced has more options to offer (more filters), ideally for advanced users.
• Rider is the riskiest of all as it tries to keep the orders open for longer by "riding" on the equity (which means it closes trades either on SL hit or when equity reaches 1%). You shouldn't mix it with other manual trades or EAs on the same accounts.

Which version to use, it's to you. Check Input parameters wiki page for more details.

For MetaTrader 4, please download file with .ex4 extension, for MetaTrader 5 use .ex5 accordingly. Beta version is the earlier release (not polished and more riskier), but it has different logic before the code refactor. Recommended version to use is non-beta.

[kenorb]

Backtest results

• Symbol: EURUSD
• Period: 2018-2021.08
• Modelling: Every tick (default MetaQuotes Demo)
• Spread: 10pts (=1pip)
• Platform: MT5 (note: results in MT4 can be different due to different backtest algorithms)
• Parameters: default

Lite

Advanced

Rider

[kenorb]

Risky setup with Advanced v2.005 Beta:

• Strategies: Bands+MACD
• 5 years in a row since 2017