Releases: EA31337/EA31337-Libre
Releases · EA31337/EA31337-Libre
v1.003
Release notes
- Development fixes and improvements.
- Optimized for EURUSD and 2020 year using MT5.
General notes
- For MetaTrader 4, please download file with
.ex4extension, for MetaTrader 5 use.ex5accordingly. - This project is not recommended for the real trading (due to risk). It's more for education purposes only.
- For more advanced EA, please check: EA31337 instead (free and open source).
- For professional trading EA, try EA31337 VIP Preview (for free).
- Check README for further details.
Backtest
EURUSD 2020 (spread 10pts)
Strategy Tester Report
EA31337-Libre
(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)
__Strategy_Active__="-- Active strategy --"; EA_Strategy=13; __Strategy_Timeframes__="-- [M1=1,M5=2,M15=4,M30=8,H1=16,H8=32...] --";
Parameters EA_Strategy_Active_Tf=12; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=5; __Logging_Parameters__="-- Settings for logging &
messages --"; PrintLogOnChart=true; VerboseLevel=3; __Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true;
EA_MagicNumber=31337; __EA_Parameters__="-- End of input parameters for EA31337 Libre v1.002 --";
Bars in test 372155 Ticks modelled 167831773 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 100000.00 Spread 10
Total net profit -3248.48 Gross profit 41901.43 Gross loss -45149.91
Profit factor 0.93 Expected payoff -1.31
Absolute drawdown 10745.28 Maximal drawdown 10769.98 (10.77%) Relative drawdown 10.77% (10769.98)
Total trades 2482 Short positions (won %) 1230 (52.60%) Long positions (won %) 1252 (56.47%)
Profit trades (% of total) 1354 (54.55%) Loss trades (% of total) 1128 (45.45%)
Largest profit trade 282.83 loss trade -331.04
Average profit trade 30.95 loss trade -40.03
Maximum consecutive wins (profit in money) 24 (1430.46) consecutive losses (loss in money) 22 (-1088.97)
Maximal consecutive profit (count of wins) 1680.63 (12) consecutive loss (count of losses) -2456.28 (14)
Average consecutive wins 6 consecutive losses 5
Note: The results can be slightly different in MetaTrader 5.
To run different tests, try our Interactive Backtesting in Colab (Google account required).
v1.002
Release notes
- Development fixes and improvements.
- Optimized for EURUSD and 2020 year.
General notes
- The project aims to deliver simple implementation of EA31337 framework and strategies.
- The source code is compatible with MQL4 and MQL5 and can run on MetaTrader 4 and 5.
- For MetaTrader 4, please download file with
.ex4extension, for MetaTrader 5 use.ex5accordingly. - This project is not recommended for the real trading (due to risk). It's more for education purposes only.
- For more advanced EA, please check: EA31337 instead (free and open source).
- For professional trading EA, try EA31337 VIP Preview (for free).
- Check README for further details.
Backtest
EURUSD 2020 (spread 10pts)
Strategy Tester Report
EA31337-Libre
(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)
__Strategy_Active__="-- Active strategy --"; EA_Strategy=23; __Strategy_Timeframes__="-- [M1=1,M5=2,M15=4,M30=8,H1=16,H8=32...] --";
Parameters EA_Strategy_Active_Tf=12; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=5; __Logging_Parameters__="-- Settings for logging &
messages --"; PrintLogOnChart=true; VerboseLevel=3; __Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true;
EA_MagicNumber=31337; __EA_Parameters__="-- End of input parameters for EA31337 Libre v1.002 --";
Bars in test 372155 Ticks modelled 167831773 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit -3306.87 Gross profit 83538.07 Gross loss -86844.94
Profit factor 0.96 Expected payoff -0.32
Absolute drawdown 5596.97 Maximal drawdown 8777.22 (66.59%) Relative drawdown 66.59% (8777.22)
Total trades 10238 Short positions (won %) 5430 (48.16%) Long positions (won %) 4808 (53.79%)
Profit trades (% of total) 5201 (50.80%) Loss trades (% of total) 5037 (49.20%)
Largest profit trade 143.53 loss trade -240.60
Average profit trade 16.06 loss trade -17.24
Maximum consecutive wins (profit in money) 44 (448.32) consecutive losses (loss in money) 55 (-2077.65)
Maximal consecutive profit (count of wins) 1356.94 (24) consecutive loss (count of losses) -2394.20 (29)
Average consecutive wins 6 consecutive losses 6
[Graph]
To run test on your own, try our Interactive Backtesting in Colab (Google account required).
v1.001
Release notes
- Second stable release of EA31337 Libre with lots of development fixes and stability improvements.
- Optimized for EURUSD and 2020 year.
General notes
- The project aims to deliver simple implementation of EA31337 framework and strategies.
- The source code is compatible with MQL4 and MQL5 and can run on MetaTrader 4 and 5.
- For MetaTrader 4, please download file with
.ex4extension, for MetaTrader 5 use.ex5accordingly. - This project is not recommended for the real trading (due to risk). It's more for education purposes only.
- For more advanced EA, please check: EA31337 instead (free and open source).
- For professional trading EA, try EA31337 VIP Preview (for free).
- Check README for further details.
Backtest
EURUSD 2020
Spread 10pts
Strategy Tester Report
EA31337-Libre
(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)
__Strategy_Active__="-- Active strategy --"; EA_Strategy=23; __Strategy_Timeframes__="-- [M1=1,M5=2,M15=4,M30=8,H1=16,H8=32...] --";
Parameters EA_Strategy_Active_Tf=12; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=5; __Logging_Parameters__="-- Settings for logging &
messages --"; PrintLogOnChart=true; VerboseLevel=3; __Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true;
EA_MagicNumber=31337; __EA_Parameters__="-- End of input parameters for EA31337 Libre v1.001 --";
Bars in test 372155 Ticks modelled 167831773 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit 4080.25 Gross profit 27188.10 Gross loss -23107.84
Profit factor 1.18 Expected payoff 1.73
Absolute drawdown 632.98 Maximal drawdown 1765.17 (12.49%) Relative drawdown 13.73% (1491.07)
Total trades 2355 Short positions (won %) 1250 (52.64%) Long positions (won %) 1105 (57.19%)
Profit trades (% of total) 1290 (54.78%) Loss trades (% of total) 1065 (45.22%)
Largest profit trade 132.10 loss trade -240.60
Average profit trade 21.08 loss trade -21.70
Maximum consecutive wins (profit in money) 36 (296.65) consecutive losses (loss in money) 22 (-754.51)
Maximal consecutive profit (count of wins) 862.70 (16) consecutive loss (count of losses) -995.50 (5)
Average consecutive wins 6 consecutive losses 5
To run test on your own, try our Interactive Backtesting in Colab (Google account required).
v1.000
Release notes
- First stable release of EA31337 Libre.
- The project aims to deliver simple implementation of EA31337 framework and strategies.
- The source code is compatible with MQL4 and MQL5 and can run on MetaTrader 4 and 5.
- For MetaTrader 4, please download file with
.ex4extension, for MetaTrader 5 use.ex5accordingly. - Not suitable for real trading due to a high level of risk, so you should only speculate with money you can afford to lose.
- For more advanced EA, please check: EA31337 instead.
- Check README for further details.
Backtest
EURUSD 2019
Spread 1pts
Strategy Tester Report
EA31337-Libre
(Build 1320)
Symbol EURUSD (Euro vs US Dollar)
Period 1 Minute (M1) 2019.01.01 23:42 - 2019.12.30 23:59 (2019.01.01 - 2019.12.31)
Model Every tick (the most precise method based on all available least timeframes)
__Strategy_Active__="-- Active strategy --"; EA_Strategy=27; __Strategy_Timeframes__="-- [M1=1,M5=2,M15=4,M30=8,H1=16,H8=32...] --";
Parameters EA_Strategy_Active_Tf=15; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=5; __Logging_Parameters__="-- Settings for logging &
messages --"; PrintLogOnChart=true; VerboseLevel=3; __Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true;
EA_MagicNumber=31337; __EA_Parameters__="-- End of input parameters for EA31337 Libre v1.000 --";
Bars in test 371692 Ticks modelled 126198471 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 1
Total net profit 1388.67 Gross profit 34327.60 Gross loss -32938.93
Profit factor 1.04 Expected payoff 0.19
Absolute drawdown 705.65 Maximal drawdown 1511.32 (12.90%) Relative drawdown 12.90% (1511.32)
Total trades 7256 Short positions (won %) 3569 (52.00%) Long positions (won %) 3687 (53.11%)
Profit trades (% of total) 3814 (52.56%) Loss trades (% of total) 3442 (47.44%)
Largest profit trade 56.63 loss trade -51.90
Average profit trade 9.00 loss trade -9.57
Maximum consecutive wins (profit in money) 24 (260.26) consecutive losses (loss in money) 34 (-589.10)
Maximal consecutive profit (count of wins) 312.85 (22) consecutive loss (count of losses) -589.10 (34)
Average consecutive wins 4 consecutive losses
Spread 10pts
Strategy Tester Report
EA31337-Libre
(Build 1320)
Symbol EURUSD (Euro vs US Dollar)
Period 1 Minute (M1) 2019.01.01 23:42 - 2019.12.30 23:59 (2019.01.01 - 2019.12.31)
Model Every tick (the most precise method based on all available least timeframes)
__Strategy_Active__="-- Active strategy --"; EA_Strategy=27; __Strategy_Timeframes__="-- [M1=1,M5=2,M15=4,M30=8,H1=16,H8=32...] --";
Parameters EA_Strategy_Active_Tf=15; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=5; __Logging_Parameters__="-- Settings for logging &
messages --"; PrintLogOnChart=true; VerboseLevel=3; __Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true;
EA_MagicNumber=31337; __EA_Parameters__="-- End of input parameters for EA31337 Libre v1.000 --";
Bars in test 371692 Ticks modelled 126198471 Modelling quality 24.99%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit -4052.08 Gross profit 25894.27 Gross loss -29946.35
Profit factor 0.86 Expected payoff -0.77
Absolute drawdown 4254.67 Maximal drawdown 4320.37 (42.92%) Relative drawdown 42.92% (4320.37)
Total trades 5238 Short positions (won %) 2538 (47.99%) Long positions (won %) 2700 (47.63%)
Profit trades (% of total) 2504 (47.80%) Loss trades (% of total) 2734 (52.20%)
Largest profit trade 45.70 loss trade -60.30
Average profit trade 10.34 loss trade -10.95
Maximum consecutive wins (profit in money) 20 (257.88) consecutive losses (loss in money) 34 (-619.70)
Maximal consecutive profit (count of wins) 257.88 (20) consecutive loss (count of losses) -619.70 (34)
Average consecutive wins 4 consecutive losses 4