Nevalyashka3_1
Nevalyashka3_1 is a mean reversion EA that trades against price extremes, opening positions when the price deviates significantly from a moving average or central value. It aims to capture price return-to-mean moves by entering counter-trend trades at oversold/overbought levels. The EA uses a volatility-based approach with customizable deviation thresholds for entry signals.
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 | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Run error |
| GBPUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Run error |
| USDJPY | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Run error |
| XAUUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Run error |
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.
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 Nevalyashka (Roly-Poly) strategy is fundamentally a mean reversion approach, operating on the assumption that price will revert to its mean after significant deviation. Entry conditions are based on the degree of price deviation from a moving average or central price level — when deviation exceeds a configurable threshold, a counter-trend position is opened: selling when price is excessively high and buying when excessively low. Exit conditions typically involve a target profit level and stop loss, or closing when price returns to the mean zone. Position sizing may use fixed lots or an equity-proportional method. Money management relies on the statistical tendency of price to revert, but the strategy faces significant drawdown risk during sustained trending markets. Overall, this strategy is suited for ranging markets and tends to underperform in strong trend conditions.
Strengths
- Mean reversion strategy performs stably in ranging markets with a relatively high win rate
- Counter-trend entries provide favorable fill prices, reducing effective trading costs
- Highly configurable parameters allow optimization for different instruments and market conditions
- Has stop loss and take profit mechanisms, keeping per-trade risk manageable
Weaknesses
- Counter-trend trading in strong trending markets can lead to consecutive losses and large drawdowns
- The mean reversion assumption does not always hold; price may stay displaced for extended periods during extreme moves
- Lacks market regime detection to automatically distinguish between ranging and trending conditions
- Position sizing is relatively simplistic without dynamic volatility-based lot adjustment
Possible improvements
- Add a market regime filter (e.g., ADX or volatility indicator) to pause trading or reduce position size during trending markets
- Introduce dynamic stop loss and take profit mechanisms adjusted by volatility indicators such as ATR
Risk assessment
Overall risk: Medium
- Counter-trend positions can generate significant floating losses during trending markets
- Mean reversion strategy may suffer consecutive stop losses in extreme one-way markets
- No market regime detection, unable to adaptively switch trading modes
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Lots | 0.1 | Fixed trading lot size |
MaximumRisk | 0.02 | maximumrisk ratio |
DecreaseFactor | 3 | Lot size reduction factor after loss |
MovingPeriod | 14 | Moving average period |
MovingShift | 0 | Moving average shift |
Deviation | 1.5 | Opening price deviation threshold |
StopLoss | 50 | Stop loss in points, limits max loss per trade |
TakeProfit | 100 | Take profit in points, locks profit target per trade |
TrailingStop | 30 | Trailing stop in points, 0 to disable |
Similar Mean Reversion EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.