Avalanche AV
Avalanche AV is a momentum-based Expert Advisor that enters trades when price movement shows strong directional conviction, likely using volatility and momentum indicators to identify high-probability breakout or impulse moves. The EA applies systematic position sizing and risk management rules to capitalize on trending market conditions. It is designed to ride momentum waves while controlling drawdown through stop-loss and trailing mechanisms.
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: Elevated
- Increases the position size after losses (martingale)
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 Avalanche AV is to capture momentum explosions in the market, similar to an avalanche effect — when price breaks through key thresholds, the trend tends to accelerate. Entry conditions are based on momentum indicator readings exceeding predefined thresholds, confirming a trade signal when short-term momentum surpasses historical volatility ranges. Exit conditions combine a fixed stop-loss with a dynamic trailing stop, protecting profits while giving trends enough room to develop. Position sizing employs account balance percentage-based dynamic lot calculation, ensuring per-trade risk remains controlled. Money management likely includes maximum position limits and position reduction after consecutive losses to prevent overexposure during unfavorable market conditions. The overall strategy leans toward capturing momentum in the middle of trends rather than early entry at trend origination points.
Strengths
- Momentum strategy excels in strong trending markets, capturing significant profit from large price swings
- Systematic position and money management framework reduces the risk of emotional trading decisions
- Trailing stop mechanism protects realized profits while allowing trends to continue developing
- Parameterized design enables the strategy to adapt to different instruments and timeframes
- Maximum position limits effectively prevent overexposure in a single direction
Weaknesses
- Momentum strategy tends to generate frequent false signals and consecutive losses in ranging markets
- Lacks market regime filtering mechanism, unable to automatically distinguish between trending and ranging conditions
- Fixed pip stop-loss doesn't account for volatility differences across instruments, potentially being too wide for low-volatility pairs
- Sensitive to slippage and spread, especially during fast-moving markets where entry prices may deviate significantly
- Lacks multi-timeframe confirmation, single-timeframe signals may be invalidated by counter-trends on higher timeframes
Possible improvements
- Add market regime identification filter (e.g., ATR or ADX) to automatically reduce trading frequency or pause trading during ranging conditions
- Replace fixed pip stop-loss with ATR-based dynamic stop-loss to align stop distances with current market volatility
Risk assessment
Overall risk: Medium
- Momentum strategy may produce consecutive losses in ranging markets without market regime switching protection
- Fixed stop-loss doesn't adapt to different instrument volatilities, potentially leading to unreasonable risk exposure
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.1 | Fixed lot size, used when MMRec is disabled |
StopLoss | 50 | Fixed stop loss in points |
TakeProfit | 100 | Fixed take profit in points |
TrailingStop | 30 | Trailing stop in points |
MomentumPeriod | 14 | Momentum indicator period |
MomentumThreshold | 100 | Momentum trigger threshold |
MaxPositions | 3 | Maximum simultaneous positions |
RiskPercent | 2 | Risk percentage for dynamic position sizing |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.