Hercules A.T.C. 2006
This EA is a trend-following system originally built for the Automated Trading Championship 2006, using moving average-based signals to identify and ride trends. It enters positions when trend indicators confirm directional momentum and manages trades with trailing stops. The strategy aims to capture sustained directional moves while limiting downside through protective stops.
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 | -1.72% | -1.50% | 4.38% | 113 | 49.10% | -0.42 | -0.39 | 4 | −$1.23 | Reliable |
| GBPUSD | +7.60% | +6.57% | 3.85% | 110 | 51.80% | 1.37 | 1.97 | 8 | +$6.91 | Reliable |
| USDJPY | -1.26% | -1.09% | 6.37% | 109 | 45.90% | -0.21 | -0.20 | 10 | −$1.15 | Reliable |
| XAUUSD | +39.40% | +31.58% | 43.80% | 106 | 52.40% | 0.78 | 0.90 | 7 | +$39.88 | Reliable |
Profitable on 2 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 Trend Following EAs with a reliable result on the same market: EURUSD: better than 37% of 95 · GBPUSD: better than 97% of 95 · USDJPY: better than 42% of 95 · XAUUSD: better than 75% of 96
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 38% | +2.10% 2026-04 | -1.12% 2026-01 |
| GBPUSD | 69% | +2.09% 2026-02 | -2.54% 2026-10 |
| USDJPY | 46% | +2.58% 2026-04 | -2.51% 2026-08 |
| XAUUSD | 62% | +47.24% 2026-02 | -23.48% 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 rooted in trend following principles, using moving average crossovers or directional changes to identify trend formation and continuation. Entry conditions typically rely on fast and slow moving average crossovers or the relative position of price to moving averages to confirm trend direction, going long when the short-term MA crosses above the long-term MA and vice versa. Exit conditions include fixed stop losses, trailing stops, and trade closure triggered by trend reversal signals, ensuring timely exits when trends end or signals prove incorrect. Position sizing employs fixed lot sizes or proportional allocation based on account balance, but lacks sophisticated dynamic position adjustment mechanisms. Money management incorporates stop losses to control per-trade risk, though as a championship version, it may lean toward aggressive styling to pursue high returns. Overall, the strategy logic is relatively straightforward and suitable for strongly trending markets, but may generate frequent false signals in choppy or range-bound conditions leading to consecutive losses.
Strengths
- Clear and concise trend following logic that is easy to understand and maintain
- Trailing stop mechanism protects existing profits and reduces drawdown risk
- Championship-verified version tested in live competition environment
- Highly adjustable parameters allow users to optimize for different instruments and timeframes
Weaknesses
- Trend following strategy prone to frequent false signals and consecutive losses in choppy/range-bound markets
- Lacks market regime filter to automatically identify and adapt between trending and ranging conditions
- Position sizing is simplistic without dynamic adjustment or risk-proportional control
- Championship version may lean aggressive and is unsuitable for conservative live accounts without modification
Possible improvements
- Add a market regime identification filter (e.g., ADX or volatility indicator) to reduce or pause trading during ranging markets
- Introduce dynamic position sizing that automatically adjusts lot size based on account risk ratio and ATR
- Implement multi-timeframe confirmation mechanism to improve signal reliability and reduce false entries
Risk assessment
Overall risk: Medium
- Lacks market regime filter, may consecutively open and stop out positions during ranging conditions
- Championship version may use tight stop losses to pursue high returns, increasing actual risk
- Position sizing not dynamically adjusted based on account risk proportions
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Lots | 0.1 | Fixed lot size per trade |
StopLoss | 50 | Stop loss in points |
TakeProfit | 100 | Take profit in points |
TrailingStop | 30 | Trailing stop in points |
FastMA_Period | 10 | Fast moving average period |
SlowMA_Period | 50 | Slow moving average period |
MA_Method | MODE_SMA | Moving average calculation method |
MA_AppliedPrice | PRICE_CLOSE | Moving average applied price |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.