Metatrader expert advisors dissected.
Black Belt EA live forward test
Trading style: opens trades around the clock based on price action; can open multiple positions, up to 16 by default; trades are only opened and closed at the start of a bar.
Currency pairs: EURUSD
Timeframe: M30
Price: $99
License: 1 live account, 5 demo accounts
NFA compliance: yes
Refund policy: 60 days
Read more at the Black Belt EA website
Buy Black Belt EA
Birt’s forward test
Settings: default (initial_balance 300, balance_percent 0.8)
Started: 26.02.2012
Broker: PrivateFx
Account type: live, micro
Starting balance: $300
Current version: 3.0
Backtests
Black Belt EA 1999-2012 history center data backtest, spread 1.5
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 30 Minutes (M30) 1999.01.04 10:00 - 2012.03.02 23:30 (1999.02.01 - 1970.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MagicNumber=22473; License=""; OrderString="Black Belt EA"; MM=true; MaxOpenTrades=16; initial_balance=1000; balance_percent=0.8; fixed_lot=0.1; Slippage=2; | ||||
| Bars in test | 164348 | Ticks modelled | 66999936 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 12895.66 | Gross profit | 38700.33 | Gross loss | -25804.67 |
| Profit factor | 1.50 | Expected payoff | 1.57 | ||
| Absolute drawdown | 151.16 | Maximal drawdown | 772.33 (3.34%) | Relative drawdown | 3.47% (357.05) |
| Total trades | 8191 | Short positions (won %) | 4184 (51.00%) | Long positions (won %) | 4007 (54.38%) |
| Profit trades (% of total) | 4313 (52.66%) | Loss trades (% of total) | 3878 (47.34%) | ||
| Largest | profit trade | 115.16 | loss trade | -132.40 | |
| Average | profit trade | 8.97 | loss trade | -6.65 | |
| Maximum | consecutive wins (profit in money) | 20 (1110.87) | consecutive losses (loss in money) | 17 (-53.51) | |
| Maximal | consecutive profit (count of wins) | 1169.21 (19) | consecutive loss (count of losses) | -354.51 (8) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
Black Belt EA 1999-2012 tick data backtest, real spread
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 30 Minutes (M30) 2007.03.30 16:01 - 2012.01.31 12:59 (2007.04.15 - 1970.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MagicNumber=22473; License=""; OrderString="Black Belt EA"; MM=true; MaxOpenTrades=16; initial_balance=1000; balance_percent=0.8; fixed_lot=0.1; Slippage=2; | ||||
| Bars in test | 60238 | Ticks modelled | 67882776 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 9187.93 | Gross profit | 20534.29 | Gross loss | -11346.36 |
| Profit factor | 1.81 | Expected payoff | 2.74 | ||
| Absolute drawdown | 82.02 | Maximal drawdown | 810.36 (6.95%) | Relative drawdown | 6.95% (810.36) |
| Total trades | 3357 | Short positions (won %) | 1666 (54.80%) | Long positions (won %) | 1691 (56.59%) |
| Profit trades (% of total) | 1870 (55.70%) | Loss trades (% of total) | 1487 (44.30%) | ||
| Largest | profit trade | 85.07 | loss trade | -104.50 | |
| Average | profit trade | 10.98 | loss trade | -7.63 | |
| Maximum | consecutive wins (profit in money) | 23 (1026.76) | consecutive losses (loss in money) | 16 (-39.55) | |
| Maximal | consecutive profit (count of wins) | 1026.76 (23) | consecutive loss (count of losses) | -272.63 (8) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
Hi Birt,
will you do a tick data back test for this EA?
thanks.