exp_Amstell-SL
Amstell-SL is a trend-following Expert Advisor that uses moving average-based signals to enter trades in the direction of the prevailing trend, with built-in stop-loss management. The EA systematically identifies trend direction and enters positions when price action confirms the trend, applying protective stop-losses to limit downside risk. It is designed for medium-to-long term trading on higher timeframes.
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 | -2.99% | -2.61% | 5.38% | 94 | 48.40% | — | — | — | — | Same as other EAs |
| GBPUSD | +3.48% | +3.02% | 5.07% | 95 | 49.50% | — | — | — | — | Same as other EAs |
| USDJPY | +1.77% | +1.53% | 4.61% | 94 | 48.90% | — | — | — | — | Same as other EAs |
| XAUUSD | +39.50% | +31.66% | 58.50% | 89 | 53.40% | — | — | — | — | Same as other EAs |
On every market this backtest is identical to EA-17400. The automatic conversion almost certainly lost what makes this EA different (a custom indicator, a filter or the money management), so these results are not ranked or counted.
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
This EA employs a trend-following strategy with the core concept of using moving averages to determine market trend direction and entering trades in alignment with confirmed trends. Entry conditions are typically based on price-moving average relationships or moving average crossover signals, going long when the short-term MA crosses above the long-term MA and shorting on the reverse. Exit conditions include preset stop-loss and take-profit levels, where the stop-loss is designed to limit losses to an acceptable range. Position sizing may use fixed lot sizes or dynamic calculation based on account equity. Money management controls single-trade risk exposure through the coordination of stop-loss levels and position sizes, ensuring no single trade causes disproportionate damage to the account.
Strengths
- Clear trend-following logic that is easy to understand and verify
- Built-in stop-loss management effectively controls per-trade risk
- MA-based trend identification performs reliably in trending markets
- Parameterized design allows flexible adjustment for different market conditions
- Systematic trading eliminates emotional interference with strong execution discipline
Weaknesses
- Trend-following generates frequent false signals and losses in ranging/choppy markets
- Lacks market regime filter to distinguish trending from ranging conditions
- Fixed stop-loss may not adapt to varying volatility environments — too wide in low volatility, too tight in high volatility
- No advanced position management features such as pyramiding or trailing stop
- Single-indicator dependency results in insufficient strategy dimensions and inadequate signal confirmation
Possible improvements
- Add a market regime filter (e.g., ADX or ATR) to reduce or pause trading in ranging markets
- Replace fixed-pip stop-loss with ATR-based dynamic stop-loss that adapts to current market volatility
- Implement trailing stop functionality to lock in floating profits as trends continue
Risk assessment
Overall risk: Medium
- Fixed stop-loss may be gapped through during extreme volatility with slippage
- No market regime filter creates risk of consecutive losses during ranging periods
- Single MA indicator has significant lag at trend reversal points
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.1 | Fixed trading lot size |
StopLoss | 500 | Stop loss in points |
TakeProfit | 1000 | Take profit in points |
MAPeriod | 200 | Moving average period |
MAMethod | MODE_SMA | Moving average calculation method |
MAAppliedPrice | PRICE_CLOSE | Moving average applied price |
MagicNumber | 123456 | EA magic number for identifying this EA's orders |
TimeFrame | H1 | Trading timeframe |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.