Exp_Fractal_ADX_Cloud
This EA trades breakout signals based on the Fractal indicator combined with ADX trend strength filtering and an Ichimoku Cloud confirmation. It enters long when price breaks above a fractal high with ADX confirming trend strength and price above the Cloud, and enters short on the mirror condition. Exits are triggered by opposite signals, ADX weakness, or Cloud penetration.
Open the interactive view (equity curve, symbol switch)Key facts
Backtest results (H1, about 1 year)
| Symbol | P&L | Annual | Max DD | Trades | Win rate | Sharpe | Recovery | Losing streak | Per trade | Status |
|---|---|---|---|---|---|---|---|---|---|---|
| EURUSD | +2.13% | +1.85% | 3.37% | 134 | 53.00% | 0.54 | 0.63 | 4 | +$1.59 | Reliable |
| GBPUSD | +1.84% | +1.59% | 4.79% | 135 | 48.90% | 0.37 | 0.38 | 6 | +$1.36 | Reliable |
| USDJPY | +4.11% | +3.56% | 2.88% | 137 | 56.90% | 0.92 | 1.43 | 5 | +$3.00 | Reliable |
| XAUUSD | -74.74% | -67.91% | 92.46% | 148 | 46.90% | -0.62 | -0.81 | 6 | −$49.16 | Reliable |
Profitable on 3 of 4 markets with reliable results.
Converted from MQL5 to Python and run with the same rules for every EA. Positions use MT5 lot sizes (100,000 units per FX lot, 100 oz per gold lot) with 1:100 leverage, one order at a time, and a stop-out below 10% of the starting balance. Sharpe is computed from the equity curve. Results marked as unreliable are shown for completeness only.
Against the other Breakout EAs with a reliable result on the same market: EURUSD: better than 61% of 18 · GBPUSD: better than 67% of 18 · USDJPY: better than 82% of 17 · XAUUSD: better than 16% of 19
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 62% | +2.28% 2026-03 | -1.81% 2026-08 |
| GBPUSD | 38% | +2.83% 2026-05 | -2.10% 2026-01 |
| USDJPY | 77% | +1.67% 2026-08 | -2.03% 2026-07 |
| XAUUSD | 46% | +22.07% 2026-01 | -39.12% 2026-08 |
From the backtest equity curve, sampled about every two days; only reliable results.
Blow-up risk: No blow-up pattern found
None of the usual blow-up patterns were found in the code, and the account was not stopped out in our backtests. That is not a guarantee: any EA can lose money.
High: stopped out in our backtest, or martingale/grid sizing without a stop loss. Elevated: martingale or grid sizing with a stop loss, or several positions at once without a stop loss. What the label means and what we found →
Strategy analysis
The strategy concept is built on a dual-confirmation mechanism combining Bill Williams Fractal breakouts with ADX trend strength filtering. Entry conditions: a long trade requires price breaking above the most recent upper fractal, ADX main line exceeding a threshold (default 25) with +DI above -DI, and price positioned above the Ichimoku Cloud; a short trade requires price breaking below the most recent lower fractal, ADX above threshold with -DI above +DI, and price below the Cloud. Exit conditions include: hitting stop loss or take profit levels, ADX main line dropping below the threshold indicating trend weakness, or price crossing the Cloud in the opposite direction. Position sizing uses a fixed lot approach where the user specifies the trade volume via input parameter. Money management provides configurable stop loss and take profit parameters but lacks dynamic position sizing or risk-percentage calculation based on account equity.
Strengths
- English strength 1: Triple filter of Fractal breakout + ADX + Ichimoku Cloud significantly reduces false signals
- English strength 2: Ichimoku Cloud provides dynamic support/resistance levels that adapt to market volatility
- English strength 3: ADX filtering ensures entries only during confirmed trends, avoiding losses in ranging markets
- English strength 4: Parameterized stop loss and take profit design allows flexible risk control adjustment
Weaknesses
- English weakness 1: Fixed lot position sizing is inflexible and does not account for account risk percentage
- English weakness 2: Fractal signals are inherently lagging, breakout signals may arrive late
- English weakness 3: No spread filter, potentially leading to unfavorable entries in high-spread environments
- English weakness 4: No new bar check, potentially opening duplicate positions within the same candle
Possible improvements
- English improvement 1: Add risk-based position sizing that calculates lot size as a percentage of account equity
- English improvement 2: Add new bar detection logic to prevent duplicate position openings within the same candle
Risk assessment
Overall risk: Medium
- English risk point 1: Fixed lot size does not scale with account size, large accounts may have concentrated risk
- English risk point 2: No new bar check may cause repeated position opening on the same signal, increasing exposure
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.1 | Fixed lot size per trade |
ADX_Period | 14 | ADX indicator calculation period |
ADX_Threshold | 25 | ADX trend strength threshold, only open positions above this value |
SL_Points | 500 | Stop loss in points |
TP_Points | 1000 | Take profit in points |
Cloud_Tenkan | 9 | Ichimoku Tenkan-sen period |
Cloud_Kijun | 26 | Ichimoku Kijun-sen period |
Cloud_SpanB | 52 | Ichimoku Senkou Span B period |
MagicNumber | 17027 | EA magic number for identifying this EA's orders |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.