JS_SISTEM_2
JS_SISTEM_2 is a trend-following expert advisor that uses a combination of moving average-based indicators and momentum filters to identify and enter trending market conditions. The EA systematically opens positions when trend direction aligns across multiple confirmations, employing fixed lot sizing and stop-loss/take-profit for trade management. It operates primarily on higher timeframes to capture sustained directional moves.
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
The core strategy of this EA is trend following, utilizing a moving average system to determine the primary market trend direction. Entry conditions require multiple moving average or trend indicators to confirm directional consistency, such as fast/slow MA crossovers combined with momentum filter confirmation. Exit conditions include fixed stop-loss and take-profit levels as well as trend reversal signals, closing positions when MA crosses in the opposite direction or momentum fades. Position sizing employs a fixed lot approach without dynamic adjustment based on account balance, making money management relatively simplistic. The overall strategy logic is clear, but lacks a ranging market filter which may generate frequent false signals during consolidation periods. While stop-losses are implemented, they may not be flexible enough as they do not account for dynamic market volatility adjustments such as ATR-based stops.
Strengths
- Clear strategy logic based on classic moving average trend following, easy to understand and verify
- Fixed stop-loss and take-profit provide basic risk control, preventing unlimited losses
- Multiple confirmation entry reduces false signals and improves trend identification reliability
- Systematic execution eliminates emotional interference, maintaining consistent trading discipline
Weaknesses
- Fixed lot position sizing does not account for account size or volatility, leading to suboptimal capital utilization
- Lacks a ranging market filter, prone to consecutive false breakout losses during consolidation
- Fixed pip stop-loss and take-profit are not dynamically adjusted based on ATR or volatility, limiting adaptability
- No position scaling mechanism, unable to optimize entry cost and profit during trend development
Possible improvements
- Implement ATR-based dynamic stop-loss and take-profit that automatically adjusts based on market volatility for better adaptability
- Add a ranging market identification filter (such as ADX or Bollinger Band width) to reduce or pause trading during consolidation periods
- Implement percentage-based dynamic position sizing based on account balance to optimize capital utilization and risk-reward ratio
Risk assessment
Overall risk: Medium
- Fixed lot sizing concentrates risk in small accounts and underutilizes capital in large accounts
- Lack of ranging market filter may cause consecutive losses during sideways markets
- Fixed stop-loss may be easily triggered in high volatility markets causing unnecessary losses
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.1 | Fixed lot size per trade |
StopLoss | 500 | Stop loss in points |
TakeProfit | 1000 | Total profit target in points |
FastMA_Period | 10 | Fast MA period |
SlowMA_Period | 50 | Slow MA period |
MA_Method | MODE_SMA | Moving average calculation method (SMA/EMA/SMMA/LWMA) |
Momentum_Period | 14 | Momentum indicator period |
MagicNumber | 12345 | EA unique identifier |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.