Releases: EA31337/EA31337
Releases 路 EA31337/EA31337
v3.000 RC2
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
New EA31337 v3.000 RC2 Pre-release.
To validate backtest results, you can use the following EA's Interactive Backtester using Colab: https://colab.research.google.com/drive/1ybsqnVANuiJBdnza47e9VRIYFK4E1xKZ (Google account is required).
Changelog:
- Introduction of Meta strategies.
- Over 30 of new Meta strategies.
- New MA strategies: MA_Breakout, MA_Cross_Pivot, MA_Cross_Shift, MA_Cross_Sup_Res, MA_Cross_Timeframe, MA_Trend.
- New Oscillator strategies: Oscillator, Oscillator_Cross, Oscillator_Cross_Shift, Oscillator_Cross_Timeframe, Oscillator_Cross_Zero, Oscillator_Divergence, Oscillator_Martingale, Oscillator_Multi, Oscillator_Overlay, Oscillator_Range, Oscillator_Trend.
- New Elite version which introduces complex configurations by layering multiple strategies on top of each other based on certain market conditions. Due to complexity of the parameters, you've to load published SET file as a starting point.
- Full Changelog: v2.013.1...v3.000
v2.013.1
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
New in Advanced/Rider
- New task conditions: On each week, Active orders in trend / not in trend, Orders profit doubles loss, Equity </> Risk margin, Profitable side is at peak or pivot.
- New SOFM/SCFM filter: InLoss/InProfit (64/-64).
- New Signal Open Strategy Filter (SOSF) param for confirming strategies on lower timeframes by hourly signals.
- New Strategy active filter param useful for finding the strongest and weakest strategies while optimizing.
- New Task active filter param useful for finding the best configuration of tasks.
Release notes
- Development fixes.
- Optimized for EURUSD and 2018-2023 years using MT5.
Other notes
- Not suitable for real trading without proper knowledge or prior testing.
- For professional trading EA, try EA31337 VIP (free version available) or checkout our live MAM programs (read more at: https://t.me/EA31337/62).
Usage
- Default settings are suitable for EURUSD pair with spread 10 points or less.
- When EA is not profitable, try optimizing params for your data by choosing better strategies. Tutorial video coming soon.
- Check README for further details.
- Read more at Wiki pages.
Backtest
EURUSD 2021
Lite
Strategy Tester Report
EA31337-Lite-v2.013
(Build 1382)
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 v2.013 build 1690726372 <<";
Bars in test 364812 Ticks modelled 41698632 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 1000.00 Spread 1
Total net profit 63.63 Gross profit 344.55 Gross loss -280.92
Profit factor 1.23 Expected payoff 1.35
Absolute drawdown 88.75 Maximal drawdown 96.85 (9.61%) Relative drawdown 9.61% (96.85)
Total trades 47 Short positions (won %) 25 (56.00%) Long positions (won %) 22 (50.00%)
Profit trades (% of total) 25 (53.19%) Loss trades (% of total) 22 (46.81%)
Largest profit trade 18.50 loss trade -23.41
Average profit trade 13.78 loss trade -12.77
Maximum consecutive wins (profit in money) 5 (71.13) consecutive losses (loss in money) 6 (-58.80)
Maximal consecutive profit (count of wins) 71.13 (5) consecutive loss (count of losses) -58.80 (6)
Average consecutive wins 3 consecutive losses 2
Advanced
Strategy Tester Report
EA31337-Advanced-v2.013
(Build 1382)
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 v2.013 build 1690726431 <<";
Bars in test 364812 Ticks modelled 41698632 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit 791.93 Gross profit 2153.79 Gross loss -1361.86
Profit factor 1.58 Expected payoff 5.70
Absolute drawdown 100.90 Maximal drawdown 307.99 (2.82%) Relative drawdown 2.82% (307.99)
Total trades 139 Short positions (won %) 112 (62.50%) Long positions (won %) 27 (44.44%)
Profit trades (% of total) 82 (58.99%) Loss trades (% of total) 57 (41.01%)
Largest profit trade 111.10 loss trade -47.50
Average profit trade 26.27 loss trade -23.89
Maximum consecutive wins (profit in 20 (905.50) consecutive losses (loss in money) 5 (-131.20)
money)
Maximal consecutive profit (count of 905.50 (20) consecutive loss (count of losses) -131.20 (5)
wins)
Average consecutive wins 3 consecutive losses 2
Rider
Strategy Tester Report
EA31337-Rider-v2.013
(Build 1382)
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 v2.013 build 1690726420 <<";
Bars in test 364812 Ticks modelled 41698632 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 100000.00 Spread 10
Total net profit 37485.24 Gross profit 116917.34 Gross loss -79432.10
Profit factor 1.47 Expected payoff 5.84
Absolute drawdown 34829.59 Maximal drawdown 47917.93 (42.37%) Relative drawdown 42.37% (47917.93)
Total trades 6423 Short positions (won %) 6348 (38.91%) Long positions (won %) 75 (52.00%)
Profit trades (% of total) 2509 (39.06%) Loss trades (% of total) 3914 (60.94%)
Largest profit trade 969.98 loss trade -430.36
Average profit trade 46.60 loss trade -20.29
Maximum consecutive wins (profit in 65 (3820.50) consecutive losses (loss in money) 81 (-3525.29)
money)
Maximal consecutive profit (count of 23134.01 (47) consecutive loss (count of losses) -6048.08 (28)
wins)
Average consecutive wins 3 consecutive losses 5
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 & v2.013.1 fixes.
- EA's framework bug fixes and improvements & v2.013.1 fixes.
- Full changelog.
Which version to ...
v2.012.1
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
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 ...
v2.011
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Development enhancements.
- Optimized for EURUSD and 2017-2022 years using MT5.
Known issues
- GH-349: In MT5, in some brokers, orders could not be closed properly during real-time trading due to wrong filling type.
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-9d7c4086240dd9f9eb52ebf89736c38746f5dd14
(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 v2.011 build 1671030004 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=7; Strategy_M30=24; Strategy_H1=4; Strategy_H2=17; Strategy_H3=7;
Parameters Strategy_H4=4; Strategy_H6=31; Strategy_H8=1; Strategy_H12=35; __EA_Risk_Params__="-- EA's risk management --";
EA_Risk_MarginMax=1.20000005; __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 364812 Ticks modelled 41698632 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 1000.00 Spread 10
Total net profit -100.39 Gross profit 1088.01 Gross loss -1188.41
Profit factor 0.92 Expected payoff -0.41
Absolute drawdown 115.29 Maximal drawdown 251.90 (22.16%) Relative drawdown 22.16% (251.90)
Total trades 242 Short positions (won %) 81 (45.68%) Long positions (won %) 161 (44.72%)
Profit trades (% of total) 109 (45.04%) Loss trades (% of total) 133 (54.96%)
Largest profit trade 19.40 loss trade -13.91
Average profit trade 9.98 loss trade -8.94
Maximum consecutive wins (profit in money) 6 (60.03) consecutive losses (loss in money) 9 (-78.07)
Maximal consecutive profit (count of wins) 60.03 (6) consecutive loss (count of losses) -78.07 (9)
Average consecutive wins 2 consecutive losses 2
Advanced
Strategy Tester Report
EA31337-Advanced-9d7c4086240dd9f9eb52ebf89736c38746f5dd14
(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 v2.011 build 1671029994 <<"; __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=0; 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=200; 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_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 1000.00 Spread 10
Total net profit -162.35 Gross profit 927.11 Gross loss -1089.46
Profit factor 0.85 Expected payoff -0.67
Absolute drawdown 200.94 Maximal drawdown 219.14 (21.52%) Relative drawdown 21.52% (219.14)
Total trades 242 Short positions (won %) 90 (48.89%) Long positions (won %) 152 (45.39%)
Profit trades (% of total) 113 (46.69%) Loss trades (% of total) 129 (53.31%)
Largest profit trade 16.90 loss trade -12.90
Average profit trade 8.20 loss trade -8.45
Maximum consecutive wins (profit in money) 9 (82.99) consecutive losses (loss in money) 13 (-101.61)
Maximal consecutive profit (count of wins) 82.99 (9) consecutive loss (count of losses) -101.61 (13)
Average consecutive wins 2 consecutive losses 3
Rider
Strategy Tester Report
EA31337-Rider-9d7c4086240dd9f9eb52ebf89736c38746f5dd14
(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 v2.011 build 1671029991 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=0; Strategy_M30=0; Strategy_H1=30; Strategy_H2=9; Strategy_H3=38;
Strategy_H4=21; 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=4;
Parameters EA_Task2_If=4; EA_Task2_Then=4; EA_Task3_If=9; EA_Task3_Then=4; __Signal_Filters__="-- Signal filters --";
EA_SignalOpenFilterMethod=37; EA_SignalCloseFilterMethod=40; EA_SignalOpenFilterTime=3; 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_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
Init...
v2.010
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Development enhancements.
- Added H12 timeframe.
- New Indicator strategy.
- Optimized for EURUSD and 2018-2022 years using MT5.
Known issues
- Rider version is very risky, don't use it without optimizing it first. It's not suitable for the small deposits.
- Signal strategy filter param is disabled. To be fixed soon.
- GH-349: In MT5, in some brokers, orders could not be closed properly during real-time trading due to wrong filling type.
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 2020
Lite
Strategy Tester Report
EA31337-Lite-1ef515e3ce5c1ae01deded1459af1c3b0d8991f1
(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)
__EA_Params__=">> EA31337 Lite v2.010 build 1648406061 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=24; Strategy_M30=26; Strategy_H1=1; Strategy_H2=17; Strategy_H3=32;
Parameters Strategy_H4=30; Strategy_H6=35; Strategy_H8=27; Strategy_H12=16; __EA_Risk_Params__="-- EA's risk management --";
EA_Risk_MarginMax=1.20000005; __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 324.27 Gross profit 4317.01 Gross loss -3992.74
Profit factor 1.08 Expected payoff 0.62
Absolute drawdown 149.53 Maximal drawdown 518.06 (4.92%) Relative drawdown 4.92% (518.06)
Total trades 520 Short positions (won %) 255 (52.16%) Long positions (won %) 265 (52.08%)
Profit trades (% of total) 271 (52.12%) Loss trades (% of total) 249 (47.88%)
Largest profit trade 123.30 loss trade -122.60
Average profit trade 15.93 loss trade -16.04
Maximum consecutive wins (profit in money) 10 (182.20) consecutive losses (loss in money) 10 (-132.70)
Maximal consecutive profit (count of wins) 228.70 (5) consecutive loss (count of losses) -169.80 (6)
Average consecutive wins 2 consecutive losses 2
Advanced
Strategy Tester Report
EA31337-Advanced-1ef515e3ce5c1ae01deded1459af1c3b0d8991f1
(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)
__EA_Params__=">> EA31337 Advanced v2.010 build 1648406053 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=24; Strategy_M30=17; Strategy_H1=23; Strategy_H2=2; Strategy_H3=5;
Strategy_H4=6; Strategy_H6=33; Strategy_H8=29; Strategy_H12=19; __Strategies_Stops__="-- Strategies' stops --";
EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=19; EA_Stops_M30=34; EA_Stops_H1=1; EA_Stops_H2=33; EA_Stops_H3=19;
EA_Stops_H4=1; EA_Stops_H6=25; EA_Stops_H8=9; 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=200; 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_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 55.41 Gross profit 9183.91 Gross loss -9128.49
Profit factor 1.01 Expected payoff 0.10
Absolute drawdown 401.63 Maximal drawdown 2957.33 (22.79%) Relative drawdown 22.79% (2957.33)
Total trades 543 Short positions (won %) 361 (23.55%) Long positions (won %) 182 (44.51%)
Profit trades (% of total) 166 (30.57%) Loss trades (% of total) 377 (69.43%)
Largest profit trade 288.88 loss trade -142.80
Average profit trade 55.32 loss trade -24.21
Maximum consecutive wins (profit in money) 5 (191.54) consecutive losses (loss in money) 17 (-527.37)
Maximal consecutive profit (count of wins) 534.57 (2) consecutive loss (count of losses) -527.37 (17)
Average consecutive wins 2 consecutive losses 4
Rider
Strategy Tester Report
EA31337-Rider-1ef515e3ce5c1ae01deded1459af1c3b0d8991f1
(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)
__EA_Params__=">> EA31337 Rider v2.010 build 1648406057 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=0; Strategy_M30=25; Strategy_H1=23; Strategy_H2=2; Strategy_H3=5;
Strategy_H4=6; Strategy_H6=33; Strategy_H8=29; Strategy_H12=26; __Strategies_Stops__="-- Strategies' stops --";
EA_Stops_Strat=17; EA_Stops_Tf=720; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=5; EA_Task1_Then=4; EA_Task2_If=4;
Parameters EA_Task2_Then=4; EA_Task3_If=9; EA_Task3_Then=4; __Signal_Filters__="-- Signal filters --";
EA_SignalOpenFilterMethod=37; EA_SignalCloseFilterMethod=40; EA_SignalOpenFilterTime=3; 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_MagicNumber=31337; __Logging_Params__="-- EA's logging & me...
v2.009
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Development, performance and strategy enhancements.
- Indicator processing improvements.
- Optimized for EURUSD and 2019-2021 years using MT5.
Known issues
- Signal strategy filter param is broken and disabled. To be fixed soon.
- GH-349: In MT5, in some brokers, orders could not be closed properly during real-time trading due to wrong filling type.
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 2020
Lite
Strategy Tester Report
EA31337-Lite-2a0ecb34d2b21d420dedc138b7c2a03c2a5b1558
(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 v2.001 --"; __Strategies_Active__="-- Active
strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=23; Strategy_M30=23; __Trade_Params__="-- EA's trade
Parameters parameters --"; EA_LotSize=0; EA_SignalOpenFilter=16; __EA_Risk_Params__="-- EA's risk management --";
EA_Risk_MarginMax=10; __EA_Logging_Parameters__="-- Settings for logging & messages --"; VerboseLevel=3;
__EA_Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true; EA_MagicNumber=31337;
__EA_Parameters__="-- End of input parameters for EA31337 Lite v2.001 --";
Bars in test 372155 Ticks modelled 167831773 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 1000.00 Spread 10
Total net profit 259.17 Gross profit 5023.99 Gross loss -4764.82
Profit factor 1.05 Expected payoff 0.56
Absolute drawdown 483.46 Maximal drawdown 725.89 (49.48%) Relative drawdown 55.21% (636.59)
Total trades 462 Short positions (won %) 227 (53.30%) Long positions (won %) 235 (53.62%)
Profit trades (% of total) 247 (53.46%) Loss trades (% of total) 215 (46.54%)
Largest profit trade 124.10 loss trade -196.40
Average profit trade 20.34 loss trade -22.16
Maximum consecutive wins (profit in 8 (65.23) consecutive losses (loss in money) 7 (-176.00)
money)
Maximal consecutive profit (count of 206.17 (3) consecutive loss (count of losses) -210.67 (5)
wins)
Average consecutive wins 2 consecutive losses 2
Advanced
Strategy Tester Report
EA31337-Advanced-e2d21201e07ba57d632ce49e1d38fe1533a641a8
(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)
__EA_Params__=">> EA31337 Advanced v2.009 build 1639183732 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=0; Strategy_M30=29; Strategy_H1=4; Strategy_H2=19; Strategy_H3=29;
Strategy_H4=42; Strategy_H6=14; Strategy_H8=8; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0;
EA_Stops_M5=0; EA_Stops_M15=0; EA_Stops_M30=0; EA_Stops_H1=0; EA_Stops_H2=0; EA_Stops_H3=0; EA_Stops_H4=0;
EA_Stops_H6=23; EA_Stops_H8=17; __Signal_Filters__="-- Signal filters --"; EA_SignalOpenFilterMethod=8;
Parameters EA_SignalCloseFilterMethod=24; EA_SignalOpenFilterTime=3; EA_TickFilterMethod=32; __EA_Tasks__="-- EA's tasks --
"; EA_Task1_If=3; EA_Task1_Then=2; EA_Task2_If=3; EA_Task2_Then=2; EA_Task3_If=7; EA_Task3_Then=2;
__Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=200; EA_OrderCloseProfit=0; EA_OrderCloseTime=-40;
__EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=1.20000005; __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 4500.86 Gross profit 15208.71 Gross loss -10707.85
Profit factor 1.42 Expected payoff 6.57
Absolute drawdown 253.86 Maximal drawdown 1002.63 (6.51%) Relative drawdown 7.59% (913.10)
Total trades 685 Short positions (won %) 445 (28.54%) Long positions (won %) 240 (37.08%)
Profit trades (% of total) 216 (31.53%) Loss trades (% of total) 469 (68.47%)
Largest profit trade 788.85 loss trade -101.70
Average profit trade 70.41 loss trade -22.83
Maximum consecutive wins (profit in 7 (209.08) consecutive losses (loss in money) 15 (-377.88)
money)
Maximal consecutive profit (count of 798.18 (2) consecutive loss (count of losses) -377.88 (15)
wins)
Average consecutive wins 2 consecutive losses 3
Rider
Strategy Tester Report
EA31337-Rider-e2d21201e07ba57d632ce49e1d38fe1533a641a8
(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)
__EA_Params__=">> EA31337 Rider v2.009 build 1639183778 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=35; Strategy_M30=25; Strategy_H1=15; Strategy_H2=28; Strategy_H3=13;
Strategy_H4=25; Strategy_H6=34; Strategy_H8=27; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_Strat=34;
EA_Stops_Tf=480; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=2; EA_Task1_Then=2; EA_Task2_If=3; EA_Task2_Then=2;
Parameters EA_Task3_If=6; EA_Task3_Then=5; __Signal_Filters__="-- Signal filters --"; EA_SignalOpenFilterMethod=16;
EA_SignalCloseFilterMethod=32; EA_SignalOpenFilterTime=3; 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;
...
v2.008
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Indicators code refactor
- Development fixes and improvements.
Known issues
- Rider performance is performing slow (best to avoid it), this is going to be fixed in the next release.
- Signal close filter (SCFM) param is broken (set to -24 for a workaround), it's going to be fixed in the next release.
- Signal strategy filter param is broken and disabled. To be fixed soon.
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 2020
Lite
Strategy Tester Report
EA31337-Lite-d5e38d3959274d196fdd8c4099c0541ce0657b5d
(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)
__EA_Params__=">> EA31337 Lite v2.007 build 1635091138 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=4; Strategy_M30=28; Strategy_H1=11; Strategy_H2=34; Strategy_H3=25;
Parameters Strategy_H4=33; Strategy_H6=18; Strategy_H8=32; __EA_Risk_Params__="-- EA's risk management --";
EA_Risk_MarginMax=1.20000005; __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 20.12 Gross profit 6914.81 Gross loss -6894.69
Profit factor 1.00 Expected payoff 0.02
Absolute drawdown 174.03 Maximal drawdown 855.82 (8.01%) Relative drawdown 8.01% (855.82)
Total trades 813 Short positions (won %) 383 (55.09%) Long positions (won %) 430 (53.02%)
Profit trades (% of total) 439 (54.00%) Loss trades (% of total) 374 (46.00%)
Largest profit trade 71.00 loss trade -133.60
Average profit trade 15.75 loss trade -18.44
Maximum consecutive wins (profit in money) 9 (134.29) consecutive losses (loss in money) 11 (-116.19)
Maximal consecutive profit (count of wins) 178.70 (5) consecutive loss (count of losses) -264.50 (5)
Average consecutive wins 2 consecutive losses 2
Advanced
Strategy Tester Report
EA31337-Advanced-d5e38d3959274d196fdd8c4099c0541ce0657b5d
(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)
__EA_Params__=">> EA31337 Advanced v2.007 build 1635091147 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=37; Strategy_M30=5; Strategy_H1=17; Strategy_H2=13; Strategy_H3=25;
Strategy_H4=33; Strategy_H6=18; Strategy_H8=32; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0;
EA_Stops_M5=0; EA_Stops_M15=28; EA_Stops_M30=21; EA_Stops_H1=17; EA_Stops_H2=26; EA_Stops_H3=23; EA_Stops_H4=8;
EA_Stops_H6=8; EA_Stops_H8=33; __Strategies_Filters__="-- Strategies' filters --"; EA_SignalOpenFilterMethod=32;
Parameters EA_SignalCloseFilterMethod=-24; EA_SignalOpenFilterTime=3; EA_TickFilterMethod=32; __EA_Tasks__="-- EA's tasks --";
EA_Task1_If=3; EA_Task1_Then=2; EA_Task2_If=3; EA_Task2_Then=2; EA_Task3_If=7; EA_Task3_Then=2; __Order_Params__="-
- Orders' limits --"; EA_OrderCloseLoss=200; EA_OrderCloseProfit=0; EA_OrderCloseTime=-30; __EA_Risk_Params__="-
- EA's risk management --"; EA_Risk_MarginMax=1.20000005; __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 420.81 Gross profit 8078.47 Gross loss -7657.67
Profit factor 1.05 Expected payoff 0.76
Absolute drawdown 110.66 Maximal drawdown 2053.00 (17.19%) Relative drawdown 17.19% (2053.00)
Total trades 551 Short positions (won %) 182 (30.22%) Long positions (won %) 369 (41.19%)
Profit trades (% of total) 207 (37.57%) Loss trades (% of total) 344 (62.43%)
Largest profit trade 625.46 loss trade -167.60
Average profit trade 39.03 loss trade -22.26
Maximum consecutive wins (profit in 8 (214.27) consecutive losses (loss in money) 24 (-726.28)
money)
Maximal consecutive profit (count of 1199.11 (2) consecutive loss (count of losses) -726.28 (24)
wins)
Average consecutive wins 2 consecutive losses 3
Rider
n/a
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: #311
- MT4 yearly backtest results, check:
docker/backtest/. - MT4 monthly test results, check:
docker/tests/.
Changelog
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 %).
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.
v2.007
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- New strategies: AMA, ASI, Chaikin and Pivot.
- Added more custom timeframes (H6 and H8).
- Optimized for EURUSD and 2018-2021 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
EURUSD 2020
Lite
Strategy Tester Report
EA31337-Lite-9f8e0413e1aece5f3a7a1a9327a198c815255827
(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)
__EA_Params__=">> EA31337 Lite v2.007 build 1632933280 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=37; Strategy_M30=9; Strategy_H1=11; Strategy_H2=34; Strategy_H3=25;
Parameters Strategy_H4=33; Strategy_H6=18; Strategy_H8=32; __EA_Risk_Params__="-- EA's risk management --";
EA_Risk_MarginMax=1.20000005; __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 -316.94 Gross profit 10223.47 Gross loss -10540.41
Profit factor 0.97 Expected payoff -0.24
Absolute drawdown 936.04 Maximal drawdown 1301.71 (12.46%) Relative drawdown 12.46% (1301.71)
Total trades 1326 Short positions (won %) 344 (88.66%) Long positions (won %) 982 (65.89%)
Profit trades (% of total) 952 (71.79%) Loss trades (% of total) 374 (28.21%)
Largest profit trade 176.28 loss trade -258.90
Average profit trade 10.74 loss trade -28.18
Maximum consecutive wins (profit in money) 26 (253.49) consecutive losses (loss in money) 9 (-197.20)
Maximal consecutive profit (count of wins) 273.30 (12) consecutive loss (count of losses) -625.70 (4)
Average consecutive wins 5 consecutive losses 2
Advanced
Strategy Tester Report
EA31337-Advanced-9f8e0413e1aece5f3a7a1a9327a198c815255827
(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)
__EA_Params__=">> EA31337 Advanced v2.007 build 1632933313 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=37; Strategy_M30=9; Strategy_H1=11; Strategy_H2=34; Strategy_H3=25;
Strategy_H4=33; Strategy_H6=18; Strategy_H8=32; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0;
EA_Stops_M5=0; EA_Stops_M15=28; EA_Stops_M30=21; EA_Stops_H1=17; EA_Stops_H2=26; EA_Stops_H3=23; EA_Stops_H4=8;
EA_Stops_H6=8; EA_Stops_H8=33; __Strategies_Filters__="-- Strategies' filters --"; EA_SignalOpenFilterMethod=32;
Parameters EA_SignalCloseFilter=32; EA_SignalOpenFilterTime=3; EA_TickFilterMethod=32; __EA_Tasks__="-- EA's tasks --";
EA_Task1_If=3; EA_Task1_Then=2; EA_Task2_If=3; EA_Task2_Then=2; EA_Task3_If=7; EA_Task3_Then=2; __Order_Params__="-
- Orders' limits --"; EA_OrderCloseLoss=200; EA_OrderCloseProfit=0; EA_OrderCloseTime=-30; __EA_Risk_Params__="-
- EA's risk management --"; EA_Risk_MarginMax=1.20000005; __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 8212.00 Gross profit 43015.16 Gross loss -34803.16
Profit factor 1.24 Expected payoff 6.19
Absolute drawdown 1161.70 Maximal drawdown 2545.11 (13.36%) Relative drawdown 13.36% (2545.11)
Total trades 1326 Short positions (won %) 344 (43.31%) Long positions (won %) 982 (53.36%)
Profit trades (% of total) 673 (50.75%) Loss trades (% of total) 653 (49.25%)
Largest profit trade 1156.65 loss trade -754.47
Average profit trade 63.92 loss trade -53.30
Maximum consecutive wins (profit in 10 (511.09) consecutive losses (loss in money) 13 (-86.77)
money)
Maximal consecutive profit (count of 3339.82 (6) consecutive loss (count of losses) -2225.10 (4)
wins)
Average consecutive wins 2 consecutive losses 2
Rider
n/a
Follow MT5 backtest results below for further details.
More test results
- MT5 backtest results: #307
- MT4 yearly backtest results, check:
docker/backtest/. - MT4 monthly test results, check:
docker/tests/.
Changelog
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 %).
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.
v2.006
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Refactor signal processing.
- Development fixes and improvements.
- Added more custom timeframes.
- 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
EURUSD 2020
Lite
Strategy Tester Report
EA31337-Lite-dfbde61089eac5d8bc6a5bece198263b74aed2ac
(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)
__EA_Params__=">> EA31337 Lite v2.006 build 1632152642 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=4; Strategy_M30=6; Strategy_H1=8; Strategy_H2=21; Strategy_H3=30;
Parameters Strategy_H4=30; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=1.20000005;
__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 14613.51 Gross profit 48587.51 Gross loss -33974.00
Profit factor 1.43 Expected payoff 5.47
Absolute drawdown 479.15 Maximal drawdown 5284.94 (21.10%) Relative drawdown 21.10% (5284.94)
Total trades 2672 Short positions (won %) 1270 (66.30%) Long positions (won %) 1402 (58.56%)
Profit trades (% of total) 1663 (62.24%) Loss trades (% of total) 1009 (37.76%)
Largest profit trade 390.80 loss trade -320.13
Average profit trade 29.22 loss trade -33.67
Maximum consecutive wins (profit in 27 (1479.01) consecutive losses (loss in money) 22 (-1121.85)
money)
Maximal consecutive profit (count of 1856.09 (19) consecutive loss (count of losses) -1316.10 (11)
wins)
Average consecutive wins 4 consecutive losses 2
Advanced
Strategy Tester Report
EA31337-Advanced-dfbde61089eac5d8bc6a5bece198263b74aed2ac
(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)
__EA_Params__=">> EA31337 Advanced v2.006 build 1632152644 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=13; Strategy_M30=6; Strategy_H1=21; Strategy_H2=21; Strategy_H3=30;
Strategy_H4=30; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=18;
EA_Stops_M30=32; EA_Stops_H1=21; EA_Stops_H2=16; EA_Stops_H3=30; EA_Stops_H4=16; __Strategies_Filters__="-
Parameters - Strategies' filters --"; EA_SignalOpenFilterMethod=32; EA_SignalCloseFilter=32; EA_SignalOpenFilterTime=3;
EA_TickFilterMethod=60; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=3; EA_Task1_Then=2; EA_Task2_If=3;
EA_Task2_Then=2; EA_Task3_If=7; EA_Task3_Then=2; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=200;
EA_OrderCloseProfit=0; EA_OrderCloseTime=-40; __EA_Risk_Params__="-- EA's risk management --";
EA_Risk_MarginMax=1.20000005; __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 18857.57 Gross profit 142885.12 Gross loss -124027.55
Profit factor 1.15 Expected payoff 4.35
Absolute drawdown 808.53 Maximal drawdown 15945.99 (56.68%) Relative drawdown 56.68% (15945.99)
Total trades 4336 Short positions (won %) 1971 (53.22%) Long positions (won %) 2365 (67.15%)
Profit trades (% of total) 2637 (60.82%) Loss trades (% of total) 1699 (39.18%)
Largest profit trade 549.68 loss trade -890.99
Average profit trade 54.18 loss trade -73.00
Maximum consecutive wins (profit in 21 (2212.49) consecutive losses (loss in money) 19 (-330.84)
money)
Maximal consecutive profit (count of 3513.19 (16) consecutive loss (count of losses) -1684.07 (5)
wins)
Average consecutive wins 3 consecutive losses 2
Rider
Strategy Tester Report
EA31337-Rider-dfbde61089eac5d8bc6a5bece198263b74aed2ac
(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)
__EA_Params__=">> EA31337 Rider v2.006 build 1632152625 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=1; Strategy_M30=14; Strategy_H1=24; Strategy_H2=9; Strategy_H3=5;
Strategy_H4=27; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_Strat=13; EA_Stops_Tf=480; __EA_Tasks__="-
- EA's tasks --"; EA_Task1_If=2; EA_Task1_Then=2; EA_Task2_If=3; EA_Task2_Then=2; EA_Task3_If=6; EA_Task3_Then=5;
Parameters __Strategies_Filters__="-- Strategies' filters --"; EA_SignalOpenFilterMethod=32; EA_SignalCloseFilter=32;
EA_SignalOpenFilterTime=3; EA_TickFilterMethod=60; __EA_Risk_Params__="-- EA's risk management --";
EA_Risk_MarginMax=1.20000005; __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 ...
v2.005
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
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 c...