🚀 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
+3,700%
8.0年
PF
2.19
最大DD
18.2%
交易
128
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 | +$370,070 (+3,700%) | $10,000 → $380,070 |
| 盈利因子 | 2.19 | 达到主力标准 (PF≥1.5) |
| 余额最大DD | 6.35% | 达到主力标准 (DD≤15%) |
| 交易数 / 胜率 | 128次 / 46.1% | 趋势型为低胜率・大盈小亏 |
| 夏普比率 | 3.19 | 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 |
|---|---|---|---|---|
| Default (risk2 / BreakMargin 1.2) | 2.19 | 18.2% | +3,700% | 推荐・最佳平衡 |
| First half 2018-2022 | 3.71 | 3.7% | +111% | 不依赖周期 |
| Second half 2022-2026 | 2.13 | 7.2% | +115% | PF ≥ 2.1 in both halves |
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
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Read the verification report →
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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.
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