MT5 EURUSD M5 Martingle with News Filter (from 2019 without news filter possible)
I have optimized a strategy based on the opt file from Martin (252-setfile-eurusd-m5-out-of-backtest-forward-test)
This set file uses the new news filter functionality and isbacktested from 2019/01/01 with CP 2.29.3 (Beta) - but you can also use it without news filter and with the current stable CP version (backtested from end of 2019).
Doesn't make millions in a year, but the backtests show a continuous profit for the past 3 years.
Equity Drawdown Relative is a little bit too high but may be someone can find a way to reduce ...
Set file: eurusd_5m_leverage100_roboforex_2.set
Leverage: >= 100
Deposit: 25000
Running on real cent account (Weltrade), Backtested with Weltrade, Roboforex, Activtrades
MetaTrader 5
| Results | |||||||||||||
| History Quality: | 99% real ticks | ||||||||||||
| Bars: | 235 404 | Ticks: | 51835 333 | Symbols: | 1 | ||||||||
| Total Net Profit: | 88 703,41 | Balance Drawdown Absolute: | 16,00 | Equity Drawdown Absolute: | 10 483,17 | ||||||||
| Gross Profit: | 95 501,67 | Balance Drawdown Maximal: | 716.22 (0.88%) | Equity Drawdown Maximal: | 17 659.31 (54.88%) | ||||||||
| Gross Loss: | -6 798,26 | Balance Drawdown Relative: | 1.16% (615.02) | Equity Drawdown Relative: | 54.88% (17 659.31) | ||||||||
| Profit Factor: | 14,05 | Expected Payoff: | 296,67 | Margin Level: | 143.13% | ||||||||
| Recovery Factor: | 5,02 | Sharpe Ratio: | 0,52 | Z-Score: | -5.74 (99.74%) | ||||||||
| AHPR: | 1.0051 (0.51%) | LR Correlation: | 1,00 | OnTester result: | 0.9547834170901784 | ||||||||
| GHPR: | 1.0051 (0.51%) | LR Standard Error: | 1 234,16 | ||||||||||
| Correlation (Profits,MFE): | 0,98 | Correlation (Profits,MAE): | - 0,37 | Correlation (MFE,MAE): | - 0,46 | ||||||||
| Minimal position holding time: | 0:01:09 | Maximal position holding time: | 379:30:00 | Average position holding time: | 66:28:03 | ||||||||
| Total Trades: | 299 | Short Trades (won %): | 153 (74.51%) | Long Trades (won %): | 146 (73.97%) | ||||||||
| Total Deals: | 598 | Profit Trades (% of total): | 222 (74.25%) | Loss Trades (% of total): | 77 (25.75%) | ||||||||
| Largest profit trade: | 1 965,00 | Largest loss trade: | - 247,80 | ||||||||||
| Average profit trade: | 430,19 | Average loss trade: | - 88,29 | ||||||||||
| Maximum consecutive wins ($): | 19 (5 614.87) | Maximum consecutive losses ($): | 5 (-716.22) | ||||||||||
| Maximal consecutive profit (count): | 6 090.95 (12) | Maximal consecutive loss (count): | -716.22 (5) | ||||||||||
| Average consecutive wins: | 6 | Average consecutive losses: | 2 | ||||||||||
MT version:
Set for MT5 only
EA version:
2.29.3 (Beta)
Symbol:
EURUSD
TimeFrame:
M5
Daniel, thanks for sharing!
Can you please run the signal on mql5.com or monitor your account at myfxbook and share the link?