BSS 1.0
BSS 1.0 is a breakout-based Expert Advisor that identifies price consolidation ranges and enters trades when price breaks out of the established range. It uses a systematic approach to detect range boundaries and execute trades in the direction of the breakout, 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 | +1.31% | +1.14% | 4.31% | 94 | 48.40% | — | — | — | — | Same as other EAs |
| GBPUSD | -3.65% | -3.18% | 7.99% | 90 | 42.20% | — | — | — | — | Same as other EAs |
| USDJPY | +0.74% | +0.64% | 3.99% | 93 | 47.80% | — | — | — | — | Same as other EAs |
| XAUUSD | +120.99% | +92.55% | 24.53% | 87 | 59.80% | — | — | — | — | Same as other EAs |
On every market this backtest is identical to EA-16686. 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
The core strategy concept of BSS 1.0 is entering trades in the direction of price breakouts from consolidation ranges. Entry conditions are triggered when price breaks above a defined resistance boundary for buy signals or below a support boundary for sell signals. Exit conditions rely on pre-configured stop loss and take profit levels, and may include a trailing stop mechanism to lock in profits as the trade moves favorably. Position sizing can be configured with a fixed lot size or dynamically calculated based on account balance and risk parameters. Money management is implemented through stop loss placement to control maximum risk exposure per trade, though the effectiveness depends on parameter configuration. The overall strategy logic is clear and well-suited for capturing trend initiation during increasing volatility, but may generate frequent false breakout signals in narrow ranging markets leading to consecutive losses.
Strengths
- Clear strategy logic - breakout trading is a proven trend capture method
- Includes spread filter to avoid entering during high spread conditions
- Configurable stop loss and take profit for controllable risk
- Trailing stop feature locks in floating profits
- Magic number distinguishes orders, avoiding conflicts with other EAs
Weaknesses
- Range identification may lack precision, prone to false breakout signals
- Lacks multi-timeframe confirmation, single timeframe breakout reliability is limited
- No new bar check mechanism, potentially opening duplicate positions on the same bar
- Fixed parameters struggle to adapt to different market conditions, lacks self-adaptation
- Missing trading session filter, may enter during low liquidity periods
Possible improvements
- Add multi-timeframe confirmation to improve breakout signal reliability
- Implement adaptive parameter adjustment to dynamically optimize range period and buffer based on market volatility
- Implement new bar check to prevent duplicate position openings on the same candle
Risk assessment
Overall risk: Medium
- False breakouts may cause frequent stop losses and consecutive loss risk
- Missing new bar check may cause signal duplication
- Fixed stop loss may not adapt to all market volatility environments
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.1 | Hedge lock lot size |
StopLoss | 50 | Stop loss in points |
TakeProfit | 100 | Take profit in points |
RangePeriod | 20 | Consolidation range detection period |
BreakoutBuffer | 5 | Breakout buffer in points |
TrailingStop | 30 | Trailing stop in points, 0 to disable |
MagicNumber | 12345 | EA magic number to identify its orders |
MaxSpread | 30 | Maximum allowed spread |
Similar Breakout EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.