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 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
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.