🚀 CRYPTO TREND EA
BITCOIN COMET EA
BTCUSD专用・双向趋势跟随
MT5实盘BT 8.0年 (2018-2025 / M1每一个tick) 验证
累计
+1,370%
8.0年
PF
2.77
最大DD
7.1%
交易
137
夏普1.81
✅ 并非 Python BT 而是「MT5实盘回测」值
本EA的数值是 MT5 Strategy Tester 的实盘实测值 (BTCUSDm H4 / Model=每一个tick / 初始$10,000 / 2018.01–2025.12)。开发时的 Python 模拟值 (+146%) 含有 Donchian突破判定的bug (将信号K线与自身比较，在实盘中变成0交易的缺陷) ，已修正该bug后在实盘重新验证，刊载确定的数值。
⚡ 最低入金额: 10万日元起（标准／微型账户均可）
10万日元起即可运用。想更安全・以小额运转者，推荐 微型(美分)账户 （0.01手的实际敞口约为1/100，同样10万日元也能大幅降低风险）。由于BTC高波动，特别在微型账户运用更安全。
🚀 BITCOIN COMET EA
BTCUSD专用的双向趋势跟随。以 ATR×0.5 的余量确证 Donchian通道(20根)的突破，仅在SMA200的斜率方向顺势。以 ATR×4 的追踪止损让利润奔跑。BTC无论上涨行情还是下跌行情都容易形成持续趋势，故双向捕捉。1笔交易1风险(止损明确)・手数由tickValue算出。
支持货币
BTCUSD
时间框架
H4
推荐经纪商
Exness
实盘BT周期
8.0年
STRATEGY
📊 策略逻辑
1. Donchian突破
确定K线突破最近20根(H4)的高点/低点 (买: 超过高点 / 卖: 跌破低点)
2. 突破确证余量
突破幅度在 ATR×0.5 以上 = 排除假突破的影线突破
3. 趋势强度过滤器
仅在SMA200的斜率方向顺势 (向上=仅买/向下=仅卖) → 抑制区间被套
4. ATR追踪止损
以 ATR×4 的追踪止损让浮盈奔跑。无固定TP=吃尽大行情
5. 手数管理
Risk = 余额 × RiskPercent% / lot = Risk / SL距离。默认 risk2% (推荐)
REAL MT5 BACKTEST
📈 MT5实盘BT实测 (BTCUSDm H4 / 每一个tick / $10,000)
| 指标 | 实测值 (risk2 默认) | 评价 |
|---|---|---|
| 验证周期 | 2018.01 – 2025.12 (8.0年) | 接近BTC全部历史・穿越全部周期 |
| 净利 / 累计 | +$136,958 (+1,370%) | $10,000 → $146,958 |
| 盈利因子 | 2.77 | 达到主力标准 (PF≥1.5) |
| 余额最大DD | 7.09% | 达到主力标准 (DD≤15%) |
| 交易数 / 胜率 | 137次 / 40.2% | 趋势型为低胜率・大盈小亏 |
| 夏普比率 | 1.81 | 良好 |
OOS / ROBUSTNESS
⚙️ OOS稳健性・风险设置 (实盘实测)
| 区分 | PF | 余额DD | 累计 | 备注 |
|---|---|---|---|---|
| 默认 (risk2 / ATRMult4) | 2.77 | 7.1% | +1,370% | 推荐・最佳平衡 |
| OOS前半 2018-2021 | 2.93 | 6.2% | +255% | 不依赖周期 |
| OOS后半 2022-2025 | 2.76 | 7.0% | +306% | 两个半期均PF≥1.78 |
| 攻击版 (金字塔加仓+risk3) | 1.54 | 23.3% | +2,527% | 另一文件 BTC_TREND_AGGRESSIVE / 高级用户 |
2026-06-05 PDCA中采用 ATRMult 5→4 (前后半OOS均 PF1.78-2.02 稳健=非过度优化)。攻击版因加仓使DD增大 (risk10时DD56%)，请仅用闲置资金运用。
⚠️ 风险警告
- 回报 依赖2018-2025的BTC大行情(约40倍)。不保证未来重现
- BTC是单日 5-10% 波动的高波动资产。胜率36% = 多次累积小止损以博取大利润的类型
- 加密货币存在监管风险 (各国的交易禁令等)
- 攻击版(高Risk)的DD为23-56%。请严格资金管理・以1账户1策略运用
How the strategy works (entry, stop, target)
On BTCUSD H4, it follows confirmed Donchian-channel breakouts and rides medium-term trends with an ATR trailing stop — a pure trend-following system.
Run Mode (Defensive / Standard / Aggressive)
Every EA exposes a "RunMode" dropdown that switches aggressiveness across three levels. It only multiplies the lot (risk) — entry/exit logic, symbol and timeframe never change.
Defensive
×0.5Half of standard risk. Both max drawdown and expected return are roughly halved. For capital preservation or first-time automated trading.
Standard (recommended)
×1.0The backtest figures shown on this page use this setting. Start here.
Aggressive
×2.0Double the standard risk. Return and max drawdown roughly double, raising the risk of ruin. Use only with money you can afford to lose.
Approximations relative to Standard (Defensive ≈ 0.5x / Aggressive ≈ 2x). Drawdown does not scale linearly; in sharp markets Aggressive can exceed this estimate. Lots auto-adjust to balance when compounding is on.
All Parameters
All 53 inputs shown in MT5 (EA core + shared modules). Strategy-core values are pre-optimized — keep them at defaults; tune only the operational ones as needed.
| Parameter | Default | Description |
|---|---|---|
| General | ||
VersionCheck_Enable | true | Enable automatic update notifications. |
EA_Slug | bitcoin-comet | FXEA365 site EA identifier (do not change). |
RunMode | MODE_STANDARD | Run mode (Defensive x0.5 / Standard x1.0 / Aggressive x2.0). Switches the lot multiplier. |
| Economic Event Filter | ||
EconFilter_Enable | true | Avoid trading around high-impact economic events. |
EconFilter_AvoidNFP | true | Avoid NFP (1st Friday each month). |
EconFilter_AvoidFOMC | true | Avoid FOMC (US Federal Open Market Committee). |
EconFilter_AvoidCPI | true | Avoid CPI (US consumer price index). |
EconFilter_AvoidWeekend | true | Avoid weekend risk (late Fri / early Mon). |
EconFilter_AvoidHoursBefore | 2 | Avoid N hours before the release. |
EconFilter_AvoidHoursAfter | 1 | Avoid N hours after the release. |
EconFilter_ServerGMTOffset | 3 | Server-time GMT offset (summer=3 / winter=2). |
EconFilter_Verbose | false | Verbose filter logging. |
EconFilter_UseCalendar | true | Auto-fetch from MT5 economic calendar (falls back to NFP/CPI rules where unavailable). |
EconFilter_MinImportance | 2 | Min calendar importance (1=low+ / 2=medium+ / 3=high only). |
EconFilter_Currencies | USD | Calendar target currencies (CSV, e.g. USD,EUR,JPY). |
EconFilter_StopImportance | 3 | Fully stop new entries at this importance or above. |
EconFilter_StopBeforeMin | 120 | Stop: N minutes before release. |
EconFilter_StopAfterMin | 60 | Stop: N minutes after release. |
EconFilter_ReduceLotFactor | 0.5 | Lot factor on medium impact (reduce instead of stop). |
EconFilter_ReduceBeforeMin | 30 | Reduce lot: N minutes before. |
EconFilter_ReduceAfterMin | 15 | Reduce lot: N minutes after. |
| Safety Guard | ||
Guard_Enable | true | Enable the safety guard (forward only). |
Guard_EmergencyMargin | 120.0 | Close all if margin level falls below this % (0=off). |
Guard_DailyLossPct | 8.0 | Stop new entries for the day at this daily loss % (0=off). |
Guard_DailyLossClose | false | Also close open positions when the daily loss is hit. |
Guard_MaxConsecLoss | 0 | Stop new entries for the day after N consecutive losses (0=off). |
Guard_FridayClose | false | Close everything late Friday. |
Guard_FridayCloseHour | 20 | Friday close-all hour (server time). |
| News Protect | ||
Guard_NewsProtectMode | 0 | 0=off / 1=SL to break-even / 2=half close / 3=close all. |
Guard_NewsProtectMin | 15 | Run protection N minutes before high-impact events. |
| Dashboard / Notify | ||
Notify_Push | true | MT5 mobile push notifications (requires MetaQuotes ID). |
Notify_Email | false | Email notifications (requires MT5 email setup). |
Notify_WebhookURL | — | Generic webhook URL (Discord/Slack, etc.; empty=off). |
Notify_MarginAlert | 150.0 | Alert when margin level falls below this %. |
Notify_DailySummary | true | Send a daily summary at a set time. |
Notify_SummaryHour | 6 | Daily summary send hour (server time, 0-23). |
Dash_TradeCSV | true | Record all fills to CSV (MQL5/Files). |
Dash_PauseButton | true | Show a pause button on the chart. |
Notify_NewsPrewarnMin | 60 | Pre-warn N minutes before entries are halted (0=off). |
| Entry (Donchian break + confirmation) | ||
EntryChannel | 20 | v1.10 PDCA: 20→15 raised PF 1.65→1.87 / +74→+101%, both OOS halves improved; ETH H4 favors a shorter channel |
ATRPeriod | 14 | ATR期間(H4) |
ATRMult | 4.0 | Trailing width (ATR multiple). 6=optimal for ETH (robust PF 1.46-3.73 across both OOS halves) |
BreakMargin | 0.5 | Break confirmation margin (ATR multiple) |
| Trend-strength filter | ||
UseTrendFilter | true | Trade only with the SMA-slope direction |
TrendSMA | 200 | Uptrend SMA (buy only above it) |
TrendSlopeBars | 14 | Bars used to measure SMA slope |
| Risk Management | ||
RiskPercent | 2.0 | Risk per trade as a % of account balance.Def 1Std 2Agg 4 |
FixedBaseBalance | 0 | 0 = compounding (lot follows balance). >0 = use this fixed base (no compounding / daily-withdrawal mode). |
MaxLot | 5.0 | Hard cap on total lots (prevents runaway / oversized positions). |
TradeLong | true | |
TradeShort | true | |
| Behavior | ||
MagicNumber | 202622 | Unique ID so the EA never interferes with others (fixed per EA). |
Slippage | 50 | Allowed slippage (points). |
DetailedLog | true | Logs wait/skip reasons, entries and exits to the Journal (forward only). |
Defaults and descriptions follow the EA source. Lot inputs show the effective value after the run-mode multiplier (Defensive x0.5 / Standard x1.0 / Aggressive x2.0). See the bundled MANUAL.html for details.
📈MT5 Strategy Tester 报告 — BITCOIN COMET EA
📋 关于此报告
- MT5 策略测试器(XMTrading-MT5 服务器)生成的官方报告
- 5-10 年实际价格数据 + 全 tick(99.9% 精度)模型
- 余额曲线(蓝)/ 净值曲线(绿)可视化浮动损失
- 过去结果不保证未来利润
下载（免费）
购买（付费·买断授权）
购买 BITCOIN COMET EA
Buy on the official MetaQuotes Market (MQL5 Market). Payment, licensing and automatic updates are all handled inside the MT5 app.
Buy on MQL5 Market (MT5) →Buy on MQL5 Market (MT4) →Buy on the official MetaQuotes Market — install directly in MT5 with automatic updates. No account registration needed.