Cross_Line_Trader
Cross Line Trader is an Expert Advisor that generates trade signals based on the crossover of two moving average lines. It enters long positions when the fast MA crosses above the slow MA and enters short positions when the fast MA crosses below the slow MA, with configurable stop loss and take profit levels.
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 | -1.42% | -1.23% | 5.46% | 123 | 51.60% | -0.29 | -0.26 | 4 | −$0.88 | Reliable |
| GBPUSD | +1.21% | +1.05% | 5.29% | 124 | 51.20% | 0.23 | 0.23 | 7 | +$1.18 | Reliable |
| USDJPY | -1.19% | -1.04% | 5.83% | 125 | 50.80% | -0.21 | -0.20 | 8 | −$1.08 | Reliable |
| XAUUSD | +62.03% | +49.00% | 37.53% | 123 | 50.80% | 0.95 | 1.65 | 7 | +$52.88 | Reliable |
Profitable on 2 of 4 markets with reliable results.
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.
Against the other Trend Following EAs with a reliable result on the same market: EURUSD: better than 39% of 95 · GBPUSD: better than 54% of 95 · USDJPY: better than 44% of 95 · XAUUSD: better than 81% of 96
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 31% | +2.01% 2026-02 | -1.96% 2026-06 |
| GBPUSD | 62% | +2.91% 2026-02 | -2.38% 2026-03 |
| USDJPY | 31% | +3.45% 2026-07 | -2.24% 2025-11 |
| XAUUSD | 54% | +75.30% 2026-02 | -18.55% 2026-08 |
From the backtest equity curve, sampled about every two days; only reliable results.
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 core strategy concept of this EA is the classic moving average crossover system, which uses the intersection of fast and slow moving averages to detect trend direction changes. Entry conditions are a long position when the fast MA crosses above the slow MA, and a short position when the fast MA crosses below the slow MA. Exit conditions rely on pre-configured stop loss and take profit levels, with positions automatically closed when price hits either level. In terms of position sizing, the EA allows users to set a fixed lot size for trading but lacks any dynamic position adjustment mechanism. For money management, it relies solely on fixed stop loss for risk control, without equity-proportional sizing or dynamic risk adjustment features. The overall strategy logic is simple and intuitive, but it is prone to generating frequent false signals in ranging markets, which can lead to consecutive losses.
Strengths
- Strategy logic is simple and clear, easy to understand and verify
- Configurable parameters allow flexible adjustment of MA periods and risk control settings
- Classic trend-following approach performs well in clear trending markets
Weaknesses
- MA crossover signals are lagging, leading to late entries and reduced profit potential
- Frequent false signals in ranging markets can cause consecutive losses
- Lacks dynamic position sizing and equity-proportional calculation, resulting in insufficient risk granularity
Possible improvements
- Add a trend filter (such as ADX or higher timeframe MA) to reduce false signals in ranging markets
- Introduce dynamic position sizing that automatically calculates lot size based on account equity and risk ratio
Risk assessment
Overall risk: Medium
- Lacks new bar check, potentially opening repeated positions on the same bar
- Fixed lot trading without equity-proportional sizing may cause excessive risk for small accounts
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Fast_MA_Period | 10 | Fast MA period |
Slow_MA_Period | 20 | Slow MA period |
StopLoss | 50 | Stop loss in points |
TakeProfit | 100 | Take profit in points |
Lots | 0.1 | Trading lot size |
MA_Method | MODE_SMA | MA calculation method |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.