🚀 CRYPTO TREND EA
BITCOIN COMET EA
BTCUSD專用・雙向趨勢跟隨
MT5實機BT 8.0年 (2018-2025 / M1每Tick) 實證
累計
+1,370%
8.0年
PF
2.77
最大DD
7.1%
交易
137
夏普1.81
✅ 並非Python BT而是「MT5實機回測」值
本EA的數值為 MT5 Strategy Tester 的實機實測值 (BTCUSDm H4 / Model=每Tick / 初始$10,000 / 2018.01–2025.12)。開發時的 Python 模擬值 (+146%) 含有 Donchian突破判定的bug (將訊號K棒與自身比較，在實機中變成0筆交易的缺陷) ，已修正該bug後在實機重新驗證並刊載確定的數值。
⚡ 最低入金額: 10萬日圓起（標準／微型帳戶皆可）
可從10萬日圓開始運用。想更安全・以小額操作者建議使用 微型(美分)帳戶 （0.01手的實際曝險約為1/100，同樣10萬日圓也大幅低風險）。因BTC高波動，特別建議以微型帳戶運用更安全。
🚀 BITCOIN COMET EA
BTCUSD專用的雙向趨勢跟隨。以ATR×0.5的邊際確認Donchian通道(20根)的突破，僅順著SMA200的斜率方向順勢。以ATR×4的追蹤停利延伸利潤。BTC無論上漲或下跌行情都容易形成持續趨勢，以雙向捕捉。每筆交易1風險(停損明確)・lot由tickValue計算。
支援貨幣
BTCUSD
時間軸
H4
建議經紀商
Exness
實機BT期間
8.0年
STRATEGY
📊 策略邏輯
1. Donchian突破
已確定K棒突破近20根(H4)的高/低點 (買: 突破高點 / 賣: 跌破低點)
2. 突破確認邊際
突破幅度 ATR×0.5 以上 = 排除假突破的影線突破
3. 趨勢強度濾網
僅順著SMA200的斜率方向順勢 (向上=僅買/向下=僅賣) → 抑制區間中招
4. ATR追蹤停利
以ATR×4的追蹤停損延伸浮盈。無固定TP=吃完大行情
5. 倉位管理
Risk = 餘額 × RiskPercent% / lot = Risk / SL距離。預設 risk2% (建議)
REAL MT5 BACKTEST
📈 MT5實機BT實測 (BTCUSDm H4 / 每Tick / $10,000)
| 指標 | 實測值 (risk2 預設) | 評價 |
|---|---|---|
| 驗證期間 | 2018.01 – 2025.12 (8.0年) | 接近BTC全史・通過所有型態 |
| 淨利 / 累計 | +$136,958 (+1,370%) | $10,000 → $146,958 |
| 獲利因子 | 2.77 | 通過主力標準 (PF≥1.5) |
| 餘額最大DD | 7.09% | 通過主力標準 (DD≤15%) |
| 交易數 / 勝率 | 137次 / 40.2% | 趨勢型為低勝率・大賺小賠 |
| 夏普比率 | 1.81 | 良好 |
OOS / ROBUSTNESS
⚙️ OOS穩健性・風險設定 (實機實測)
| 區分 | PF | 餘額DD | 累計 | 備註 |
|---|---|---|---|---|
| 預設 (risk2 / ATRMult4) | 2.77 | 7.1% | +1,370% | 建議・最佳平衡 |
| OOS前半 2018-2021 | 2.93 | 6.2% | +255% | 非依賴期間 |
| OOS後半 2022-2025 | 2.76 | 7.0% | +306% | 兩半期皆PF≥1.78 |
| 攻擊版 (加碼+risk3) | 1.54 | 23.3% | +2,527% | 另一檔案 BTC_TREND_AGGRESSIVE / 進階者 |
2026-06-05 PDCA採用 ATRMult 5→4 (前後半OOS皆PF1.78-2.02穩健=非過度最佳化)。攻擊版因加碼使DD增大 (risk10時DD56%)，請僅以閒置資金運用。
⚠️ 風險警告
- 報酬 依賴2018-2025的BTC大行情(約40倍)。不保證未來重現
- BTC為單日波動5-10%的高波動資產。勝率36% = 累積多次小停損換取大利潤的型態
- 加密貨幣有監管風險 (各國禁止交易等)
- 攻擊版(高Risk)的DD為23-56%。嚴格做好資金管理・以1帳戶1策略運用
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 報告 — BITCOIN COMET EA
📋 關於此報告
- MT5 策略測試器(XMTrading-MT5 伺服器)生成的官方報告
- 5-10 年實際價格資料 + 全 tick(99.9% 精度)模型
- 餘額曲線(藍)/ 淨值曲線(綠)可視化浮動損失
- 過去結果不保證未來利潤
下載（免費）
購買（付費·買斷授權）
購買 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.