Exp_Stopreversal_Tm
This EA implements a stop-and-reversal trading strategy that alternates between long and short positions, always being in the market. When the stop loss of the current position is hit, the EA immediately opens a reverse position, effectively reversing direction at each reversal point, with an added time filter to restrict trading to specific sessions.
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 | — | — | — | — | — | Not convertible yet |
| GBPUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
| USDJPY | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
| XAUUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
Why this EA never traded: no entry rule survived the conversion.
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
- Has no stop loss or trailing stop
On its own this is not a typical blow-up pattern, 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 implements the classic Stop and Reversal (SAR) strategy, where the core concept is to always maintain a position and automatically reverse direction when the stop loss is triggered. Entry conditions: initially opens a position based on a signal direction, then each time the stop loss is hit, a reverse position is immediately opened, using the stop loss level as the trend reversal determination point. Exit conditions rely solely on stop loss exits with no independent take-profit logic; when the stop is triggered, the position closes and a reverse position opens. Position sizing uses a fixed lot approach where each trade uses the same lot size with no scaling or pyramiding mechanism. Money management lacks dynamic position sizing logic, so risk depends entirely on the product of the stop loss distance and the fixed lot size. The time filter addition allows users to restrict trading sessions, avoiding reversal operations during unfavorable periods such as low liquidity sessions. This strategy suits markets with clear trends and well-defined turning points but suffers from frequent stop-and-reverse losses in choppy or ranging markets.
Strengths
- Always-in-market approach captures major trend moves without missing primary directional moves
- Stop-and-reversal mechanism is simple, clear, and easy to understand and verify
- Time filter avoids unfavorable trades during low liquidity sessions, reducing slippage and spread risks
Weaknesses
- Frequent stop-and-reverse in ranging markets causes consecutive losses and commission drain
- Lacks take-profit mechanism; profits depend entirely on the next reverse trade's stop not being triggered
- Fixed lot sizing with no money management prevents dynamic risk adjustment based on account size and volatility
Possible improvements
- Add a trend filter (such as moving average or ADX) to pause reversal operations during ranging market conditions
- Introduce dynamic position sizing that automatically adjusts lot size based on account balance and ATR
Risk assessment
Overall risk: Medium
- No independent take-profit logic; profitability depends on whether stop loss distance is set appropriately
- Fixed lot size cannot automatically reduce exposure during consecutive reversal losses, creating accelerated loss risk
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Lots | 0.1 | Fixed lot size per trade |
StopLoss | 500 | Stop loss in points |
TimeStart | 0 | Trading start time (hour) |
TimeEnd | 24 | Trading end time (hour) |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.