Large Expert Advisor test database for Meta Trader 4

On this page you will find backtesting results to the most popular Expert Advisors (EAs) for the Meta Trader 4. For each of the tested Expert Advisors there are detailed backtest results of the highest quality (99.9%). An Expert Advisor test only makes sense if a sufficiently long test period is used. In addition, not only the performance and the profit factor must be taken into account in a test, but these values must be related to the maximum drawdown and the lot size used.

All tests carried out by are carried out according to a uniform test procedure. We use complete historical tick data from Dukascopy, taking into account real spread values, slippage, swap costs and order fees.

Overview of the tested Expert Advisors:

A performance comparison of all Expert Advisors Tests and the tested FOREX currency pairs can be found here: EA comparison

Hints for backtesting of trading robots

In the so-called backtesting the system is tested with data from the past and if necessary the parameters regarding certain criteria, such. B. Performance or volatility optimized. Optimization raises the problem that it is unclear to what extent the trading system is actually improved or whether the trading system is simply better adapted to existing historical data. In extreme cases, an algorithm that is adapted too much to the course history will deliver good results in the backtest, but will no longer work on new data.