Ausbruch Trader 1.0
This EA implements a breakout trading strategy that identifies price range boundaries and enters positions when price breaks out of the established range. It places pending orders or market orders at range extremes with predefined stop-loss and take-profit levels, aiming to capture momentum-driven moves after a consolidation phase.
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 | -4.34% | -3.78% | 6.02% | 138 | 46.40% | -0.96 | -0.72 | 5 | −$3.14 | Reliable |
| GBPUSD | -5.21% | -4.54% | 6.06% | 139 | 42.80% | -0.84 | -0.86 | 7 | −$3.95 | Reliable |
| USDJPY | -5.10% | -4.45% | 6.70% | 144 | 45.10% | -0.97 | -0.76 | 8 | −$3.54 | Reliable |
| XAUUSD | -29.95% | -25.48% | 60.30% | 152 | 45.70% | -0.20 | -0.50 | 7 | −$21.46 | Reliable |
Profitable on 0 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 Breakout EAs with a reliable result on the same market: EURUSD: better than 6% of 18 · GBPUSD: better than 11% of 18 · USDJPY: better than 12% of 17 · XAUUSD: better than 37% of 19
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 23% | +0.96% 2026-09 | -1.49% 2026-07 |
| GBPUSD | 23% | +1.52% 2026-06 | -1.64% 2026-02 |
| USDJPY | 38% | +1.16% 2026-02 | -2.28% 2026-07 |
| XAUUSD | 54% | +22.73% 2026-01 | -29.30% 2026-07 |
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
This EA employs a classic breakout strategy concept, entering positions when price breaks above or below the boundaries of a consolidation range. Entry conditions typically involve price penetrating a recent high or low by a defined threshold, or placing breakout pending orders at range extremes. Exit conditions include fixed take-profit and stop-loss levels, with an optional trailing stop to lock in profits during favorable moves. Position sizing may use either a fixed lot size or a percentage-based calculation relative to account equity. Money management likely includes maximum position limits and potential lot reduction after consecutive losses. The overall strategy logic is straightforward, but breakout systems are vulnerable to false breakouts that cause frequent stop-outs, requiring volatility filters or volume confirmation to improve win rates.
Strengths
- Breakout strategy logic is clear and easy to understand, suitable for trending market conditions
- Has explicit stop-loss and take-profit settings, keeping risk manageable
- Supports trailing stop functionality to lock in more profits during trending moves
- Breakout trading offers excellent risk-reward ratios in strong trending markets
- Adjustable parameters allow adaptation to different instruments and timeframes
Weaknesses
- Frequent stop-outs from false breakouts reduce overall profitability
- Lacks volatility filter mechanism, potentially generating invalid signals during low-volatility periods
- Absence of new bar check may cause duplicate entries on the same candle
- Fixed pip-based stop-loss doesn't account for volatility differences across instruments
- No percentage-based position sizing option for money management
Possible improvements
- Add ATR volatility filter to avoid entries during low-volatility periods
- Implement new bar detection logic to prevent duplicate entries on the same candle
- Use ATR-based dynamic stop-loss and take-profit calculation to adapt to different instrument volatility
- Add volume or momentum confirmation filter to reduce false breakout signals
- Implement percentage-based position sizing for money management instead of fixed lot size
Risk assessment
Overall risk: Medium
- Breakout strategy may incur consecutive stop-outs in ranging markets, leading to significant drawdown
- Lack of new bar check may cause duplicate position openings in short timeframes, amplifying risk
- Fixed stop-loss not adapted to instrument volatility may result in stops being too tight on volatile instruments, getting triggered prematurely
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
RangePeriod | 20 | Range calculation period |
BreakoutDistance | 5 | breakoutdistance (points) |
StopLoss | 50 | Stop loss in points |
TakeProfit | 100 | Take profit in points |
LotSize | 0.1 | Fixed lot size |
TrailingStop | 30 | Trailing stop in points |
MagicNumber | 12345 | EA identifier to distinguish orders |
MaxPositions | 3 | Maximum positions |
Similar Breakout EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.