Using a 3D scatter plot chart, among 4,447 EAs, search for one with high profitability, long-term improving performance, and low drawdown

On June 1, we released a 3D scatter chart that visualizes the operating period of Expert Advisors (EAs), their profitability, and maximum drawdown.

Currently, among the 4,447 EAs listed on GogoJungle (as of June 3, 2020), the top 100 by profitability are displayed.

What is noteworthy is not short periods such as 1 year or 2 years, but when viewed over four years or more, the EAs that survived are those with one or a few positions. Such EAs have continued to accumulate profits over the long term, and because they did not blow up funds due to drawdowns, we believe they are the EAs worth choosing.

さて、GogoJungle was founded in October 2007, and since EA collection and listing began in July 2008, the first EAs to be measured and published were about 12 years ago. However, the oldest among the top 100 by profitability was Follow the Leader for USD/JPY, posted 9 years and 7 months ago.

Today, from the 3D scatter chart, I would like to pick out EAs that have high profitability, long-term performance that has been rising, and small drawdowns (consecutive losses).

The first EA is the oldest among the top 100 by profitability, Follow the Leader for USD/JPY. Let’s start there.

This is a USD/JPY, 1-hour timeframe swing trading EA. The maximum drawdown was 24.16%, and although swing trading sometimes failed to keep up with price movement causing losses, the equity curve rose steadily, and the logic appears not to be over-optimized.

There is a point on the 3D scatter chart dating back 9 years 7 months, which feels quite spectacular.

Among the older ones, we also found the developer Jaminiyan's work, Last Samurai EURUSD_5-minute, which currently has a high real account operation rate and has maintained long-term good performance.

HAPPY_with Oni-God Descent. It has continued to accumulate profits over 7 years 9 months of operation, with maximum drawdown of 18.36%, and with solid money management, if operated without overdoing it, it can withstand drawdown and achieve a return rate of 101.57%, yielding over 10% annual profit.　

　 Follow the Leader for USD/JPY and HAPPY_with Oni-God Descent, considering the specs of FX company servers from over a decade ago, the communication environment, and the PC performance to run MT4, the fact that EAs created back then still demonstrate their capabilities today suggests that the underlying logic is universally sound and highly capable.

The popular Breakout Scalping System, purchased by over 430 customers,

　was released 5 years 5 months ago and achieves a return rate of 102.33% with a small maximum drawdown of 9.25%, which is also a main reason for its popularity.

Next are the EAs that, in their 4th to 6th years of operation, have earned recognition for their capability and are popular.

We present them from the smallest drawdown upward; the profitability figures show how much they grew from a margin of 1,000,000 yen or 10,000 dollars. That would double to 100%.

Operating period 5 years 9 months, return rate 124.9%, maximum drawdown 6.15% — White Bear Z USDJPYWhite Bear Z USDJPY

Operating period 4 years 5 months, return rate 108.86%, maximum drawdown 10.40% — BlackPanther USDJPYBlackPanther USDJPY

Operating period 4 years 2 months, return rate 154.04%, maximum drawdown 13.78% — BeeOne_USDJPYBeeOne_USDJPY

Operating period 4 years 4 months, return rate 347.20%, maximum drawdown 16.26% — Ippon KachiIppon Kachi

Operating period 5 years 2 months, return rate 97.82%, maximum drawdown 18.38% — nekoboo FXnekoboo FX

Operating period 4 years 3 months, return rate 97.35%, maximum drawdown 18.85% — Last Samurai EURUSD_5-minuteLast Samurai EURUSD_5-minute

Operating period 4 years 2 months, return rate 129.95%, maximum drawdown 22.05% — Gauntlet003 EURUSDGauntlet003 EURUSD

are the main popular EAs.

However, among these seven EAs that have shown rising performance over more than four years and are popular, the real account operating rates for current customers that approach 100% are BeeOne_USDJPY at 82.20% and Last Samurai EURUSD_5-minute at 95.00% (both as of June 3, 2020 real account operating rates).

　BeeOne_USDJPYis,the reason for its high real account operating rate is that it achieves a high return of 154.04% with trading units of 10,000 currency units, 0.1 lot.

On the other hand,Last Samurai EURUSD_5-minuteis,return rate 97.35%, maximum drawdown18.85%,BeeOne_USDJPYby comparison, may seem inferior, but the average profit of 2,633 yen, average loss -3,274 yen, win rate 69.59%, and the small losses on losing trades, along with the balanced win amount vs. loss amount, may be the reason users feel safe operating it.

Also,the 347.20% return ofIppon Kachiraises the question of why its real account operating rate is so low.    Perhaps, unlike the two products mentioned above, the trading unit is large—100,000 units, 1.0 lot.