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 .ex4 extension, for MetaTrader 5 use .ex5 accordingly.
• 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).