VR ZVER v.2
VR ZVER v.2 is a trend-following Expert Advisor that identifies market direction using a combination of moving averages and momentum indicators, entering trades in the direction of the prevailing trend. The EA employs a multi-confirmation entry system with trend filters and momentum validation to reduce false signals. It includes trailing stop functionality and risk management features to protect profits and limit losses.
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
VR ZVER v.2's core strategy is trend following, requiring multiple technical indicator confirmations before entering in the trend direction. Entry conditions rely on moving average alignment and momentum indicator confluence signals, going long when the short-term MA crosses above the long-term MA with momentum confirming bullish strength, and vice versa for shorts. Exit conditions include fixed take-profit and stop-loss levels, trailing stop tracking, and trend reversal signal-triggered position closing. Position sizing uses a dynamic lot calculation based on account balance percentage, adjusting position size according to market volatility. Money management implements maximum position limits and drawdown protection mechanisms, halting trading when account losses reach a predefined threshold. The strategy's strength lies in higher win rates during trending markets, but it is prone to consecutive losses during ranging or choppy conditions.
Strengths
- Multi-indicator confirmation entry reduces false signals and improves win rate
- Dynamic position sizing and drawdown protection effectively controls risk
- Trailing stop feature locks in floating profits and prevents profit giveback
- Trend-following logic is clear and aligns with market trend movement principles
- Highly configurable parameters allow users to optimize settings for different market conditions
Weaknesses
- Trend-following strategy performs poorly in ranging markets, prone to consecutive stop-losses
- Lacks market regime detection mechanism, cannot automatically switch between trend and range modes
- Fixed pip stop-loss doesn't account for volatility differences across currency pairs
- Multiple confirmations may cause delayed entries, missing optimal trend initiation points
- Over-reliance on technical indicators without considering fundamentals and market sentiment
Possible improvements
- Add market regime detection module (e.g., ADX indicator) to automatically switch strategies between trending and ranging markets
- Replace fixed pip stop-loss with ATR-based dynamic stop-loss to adapt to volatility characteristics of different currency pairs
- Implement multi-timeframe analysis to improve trend detection accuracy and reliability
Risk assessment
Overall risk: Medium
- Lacks automatic market regime detection, may sustain continuous losses in ranging markets
- Fixed stop-loss not adapted to different instrument volatility, may trigger frequently on high-volatility pairs
- Drawdown protection threshold if improperly set may halt trading prematurely during normal pullbacks
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.01 | Fixed trading lot size |
RiskPercent | 2.0 | Risk percentage based on account balance |
MA_Fast_Period | 10 | Fast moving average period |
MA_Slow_Period | 50 | Slow moving average period |
MA_Method | MODE_SMA | Moving average calculation method |
StopLoss | 500 | Stop loss in points |
TakeProfit | 1000 | Take profit in points |
TrailingStop | 300 | Trailing stop in points |
TrailingStep | 50 | Minimum step to adjust take-profit in points |
MagicNumber | 123456 | Order magic number to manage; 0 manages all orders |
MaxSpread | 30 | Maximum allowed spread |
Timeframe | PERIOD_H1 | Trading timeframe |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.