v2.012.1

[kenorb]

Release notes

• Development enhancements.
• Optimized for EURUSD and 2017-2023 years using MT5.

Known issues

• Slow performance for Rider when backtesting in real tick mode, use 1 minute OHLC instead. Performance is going to be improved in the next release.

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.
• Check README for further details.
• Read more at Wiki pages.

Backtest

EURUSD 2021

Lite

                                                                Strategy Tester Report
                                                EA31337-Lite-f7198dd4c9d5e5b1589e0a4991d59dd7e2fa8dca
                                                                     (Build 1359)

  Symbol                            EURUSD (Euro vs US Dollar)
  Period                            1 Minute (M1) 2021.01.03 23:45 - 2021.12.30 23:59 (2021.01.01 - 2021.12.31)
  Model                             Every tick (the most precise method based on all available least timeframes)
                                    __EA_Params__=">> EA31337 Lite v2.012 build 1684326201 <<"; __Strategies_Active__="-- Active strategies --";
                                    Strategy_M1=0; Strategy_M5=0; Strategy_M15=17; Strategy_M30=23; Strategy_H1=17; Strategy_H2=35; Strategy_H3=22;
  Parameters                        Strategy_H4=17; Strategy_H6=35; Strategy_H8=33; Strategy_H12=33; __EA_Risk_Params__="-- EA's risk management --
                                    "; EA_Risk_MarginMax=1.20000005; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0;
                                    EA_MaxSpread=3.0999999; EA_MagicNumber=31337; __Logging_Params__="-- EA's logging & messaging --";
                                    VerboseLevel=1; EA_DisplayDetailsOnChart=true;
  Bars in test               364812 Ticks modelled                     41698632 Modelling quality                                             24.99%
  Mismatched charts errors        0
  Initial deposit          10000.00                                             Spread                                                            10
  Total net profit           -18.88 Gross profit                        2679.13 Gross loss                                                  -2698.01
  Profit factor                0.99 Expected payoff                       -0.05
  Absolute drawdown          575.72 Maximal drawdown             603.62 (6.02%) Relative drawdown                                     6.02% (603.62)
  Total trades                  355 Short positions (won %)        157 (52.87%) Long positions (won %)                                  198 (39.90%)
                                    Profit trades (% of total)     162 (45.63%) Loss trades (% of total)                                193 (54.37%)
                            Largest profit trade                         114.30 loss trade                                                    -72.30
                            Average profit trade                          16.54 loss trade                                                    -13.98
                            Maximum consecutive wins (profit in      5 (166.20) consecutive losses (loss in money)                       11 (-72.60)
                                    money)
                            Maximal consecutive profit (count of     166.20 (5) consecutive loss (count of losses)                       -147.60 (7)
                                    wins)
                            Average consecutive wins                          2 consecutive losses                                                 2

Advanced

Strategy Tester Report
                                              EA31337-Advanced-f7198dd4c9d5e5b1589e0a4991d59dd7e2fa8dca
                                                                     (Build 1359)

  Symbol                            EURUSD (Euro vs US Dollar)
  Period                            1 Minute (M1) 2021.01.03 23:45 - 2021.12.30 23:59 (2021.01.01 - 2021.12.31)
  Model                             Every tick (the most precise method based on all available least timeframes)
                                    __EA_Params__=">> EA31337 Advanced v2.012 build 1684326260 <<"; __Strategies_Active__="-- Active strategies --";
                                    Strategy_M1=0; Strategy_M5=0; Strategy_M15=23; Strategy_M30=23; Strategy_H1=4; Strategy_H2=32; Strategy_H3=32;
                                    Strategy_H4=32; Strategy_H6=4; Strategy_H8=35; Strategy_H12=23; __Strategies_Stops__="-- Strategies' stops --";
                                    EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=1; EA_Stops_M30=0; EA_Stops_H1=0; EA_Stops_H2=0; EA_Stops_H3=0;
                                    EA_Stops_H4=0; EA_Stops_H6=0; EA_Stops_H8=0; EA_Stops_H12=0; __Signal_Filters__="-- Signal filters --";
  Parameters                        EA_SignalOpenFilterMethod=37; EA_SignalCloseFilterMethod=40; EA_SignalOpenFilterTime=3; EA_TickFilterMethod=32;
                                    __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=5; EA_Task1_Then=3; EA_Task2_If=4; EA_Task2_Then=5; EA_Task3_If=9;
                                    EA_Task3_Then=2; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=300; EA_OrderCloseProfit=0;
                                    EA_OrderCloseTime=0; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=1.20000005;
                                    __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MaxSpread=3.0999999; EA_MagicNumber=31337;
                                    __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true;
 Bars in test               364812 Ticks modelled                       41698632 Modelling quality                                              24.99%
  Mismatched charts errors        0
  Initial deposit          10000.00                                                   Spread                                                      10
  Total net profit           680.05 Gross profit                              2346.57 Gross loss                                            -1666.52
  Profit factor                1.41 Expected payoff                              4.02
  Absolute drawdown          327.86 Maximal drawdown                   400.44 (3.98%) Relative drawdown                               3.98% (400.44)
  Total trades                  169 Short positions (won %)               63 (57.14%) Long positions (won %)                            106 (30.19%)
                                    Profit trades (% of total)            68 (40.24%) Loss trades (% of total)                          101 (59.76%)
                            Largest profit trade                               638.42 loss trade                                              -56.13
                            Average profit trade                                34.51 loss trade                                              -16.50
                            Maximum consecutive wins (profit in money)    11 (163.55) consecutive losses (loss in money)                  9 (-64.28)
                            Maximal consecutive profit (count of wins)     721.41 (3) consecutive loss (count of losses)                 -200.82 (8)
                            Average consecutive wins                                2 consecutive losses                                           3

Rider

Strategy Tester Report
                                                EA31337-Rider-f7198dd4c9d5e5b1589e0a4991d59dd7e2fa8dca
                                                                     (Build 1359)

Symbol                            EURUSD (Euro vs US Dollar)
Period                            1 Minute (M1) 2021.01.03 23:45 - 2021.12.30 23:59 (2021.01.01 - 2021.12.31)
Model                             Every tick (the most precise method based on all available least timeframes)
                                  __EA_Params__=">> EA31337 Rider v2.012 build 1684326175 <<"; __Strategies_Active__="-- Active strategies --";
                                  Strategy_M1=0; Strategy_M5=0; Strategy_M15=0; Strategy_M30=0; Strategy_H1=23; Strategy_H2=42; Strategy_H3=34;
                                  Strategy_H4=36; Strategy_H6=27; Strategy_H8=12; Strategy_H12=4; __Strategies_Stops__="-- Strategies' stops --";
                                  EA_Stops_Strat=17; EA_Stops_Tf=720; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=5; EA_Task1_Then=6; EA_Task2_If=4;
Parameters                        EA_Task2_Then=0; EA_Task3_If=9; EA_Task3_Then=5; __Signal_Filters__="-- Signal filters --";
                                  EA_SignalOpenFilterMethod=37; EA_SignalCloseFilterMethod=40; EA_SignalOpenFilterTime=66; EA_TickFilterMethod=32;
                                  __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=1.20000005; __EA_Trade_Params__="-- EA's trade
                                  parameters --"; EA_LotSize=0; EA_MaxSpread=3.0999999; 
                                  messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true;
Bars in test               364812 Ticks modelled                       41698632 Modelling quality                                              24.99%
Mismatched charts errors        0
Initial deposit          10000.00                                               Spread                                                             10
Total net profit          4914.46 Gross profit                         11753.90 Gross loss                                                   -6839.43
Profit factor                1.72 Expected payoff                         17.49
Absolute drawdown          637.66 Maximal drawdown             1793.96 (16.08%) Relative drawdown                                    16.08% (1793.96)
Total trades                  281 Short positions (won %)          128 (64.84%) Long positions (won %)                                   153 (26.14%)
                                  Profit trades (% of total)       123 (43.77%) Loss trades (% of total)                                 158 (56.23%)
                          Largest profit trade                           172.68 loss trade                                                    -178.40
                          Average profit trade                            95.56 loss trade                                                     -43.29
                          Maximum consecutive wins (profit in      17 (1797.30) consecutive losses (loss in money)                       11 (-580.30)
                                  money)
                          Maximal consecutive profit (count of     1797.30 (17) consecutive loss (count of losses)                        -918.37 (9)
                                  wins)
                          Average consecutive wins                            3 consecutive losses                                                  3

Notes:

• The results can be slightly different in MetaTrader 5. To see backtest results for MT5, check the discussion below.
• Backtest results cannot reliably simulate the future outcome.

More test results

• MT5 backtest results: https://github.com/EA31337/EA31337/discussions
• MT4 yearly backtest results, check: docker/backtest/.
• MT4 monthly test results, check: docker/tests/.

Changelog

• EA's bug fixes and improvements.
• EA's framework bug fixes and improvements.
• New code release (refactor of tasks) in New code release (refactor of tasks) #350
• Full Changelog: v2.011...v2.012.1 + EA31337/EA31337-classes@v2.011...v2.012.2 + EA31337/EA31337-strategies@v1.011...v1.012

Which version to use?

Lite, Advanced and Rider have slightly different logic (despite sharing the same codebase).

• Lite configuration is easy to use with simple strategy configuration per timeframe, but less customizable.
• Advanced has more options to offer (more complex 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 when EA's equity reaches certain %). Better deals with higher spreads.

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.

[kenorb]

Backtest

• Symbol: EURUSD
• Modelling: Every tick based on real ticks (default MetaQuotes Demo)
• Spread: 10pts (=1pip for 5-digit symbol)
• Leverage: 1:500
• Platform: MT5 (note: results in MT4 can be different due to different backtest algorithms and tick data)
• Period: 2017-2023.05
• Parameters: default

Lite

• Deposit: 1000USD

Advanced

• Deposit: 1000USD

Rider

• Deposit: 4000USD
• Modelling: 1 minute OHLC (backtesting using tick modelling has some performance issues which needs to be fixed in the next release)
• Period: 2016-2023.05