Pack Invest Mean Reversion EA Usd Jpy
- Experts
- Sascha Juergen Knab
- Versione: 1.0
- Attivazioni: 5
Bollinger Bands Mean‑Reversion EA for Gold (USDJPY) – Made in Germany
Proven strategy – Optimized for real market conditions!
NO Grid, NO Martingale – only one position with SL and TP!
This Expert Advisor implements a robust mean‑reversion strategy based on Bollinger Bands and candlestick confirmation, specially tailored to the high volatility of USDJPY. It combines a high‑probability entry logic with advanced risk management to achieve steady long‑term growth with controlled drawdowns.
📈 Strategy Overview
The EA identifies overbought and oversold conditions using Bollinger Bands. When the price closes outside the bands and forms a reversal candle (pin bar), the EA prepares a trade. To avoid false signals, the following confirmation filters are applied:
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Trend filter (EMA200 on H1) – Trades are only taken in the direction of the higher‑timeframe trend.
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Volatility filter (minimum ATR) – Prevents trades in overly quiet or sideways markets.
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Spread and session filters – Avoids trading during unfavourable market phases.
Entry logic:
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Long: Price closes below the lower Bollinger Band and a bullish pin bar forms.
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Short: Price closes above the upper Bollinger Band and a bearish pin bar forms.
🛡️ Risk and Money Management
The EA uses the Average True Range (ATR) to dynamically adjust stop loss and take profit to current market volatility. This keeps the risk per trade proportional to market conditions.
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Stop Loss: X × ATR
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Take Profit: X × ATR (risk‑reward ratio > 1:3)
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Position sizing: Fixed lot size or percentage risk per trade (selectable)
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Trailing stop: Activates once the price has moved favourably by a defined distance, locking in profits as the trend continues.
📊 Performance Highlights (Backtest on USDJPY M5, 2025‑2026)
Strategy Tester Report | ||||||||||||
FusionMarkets-Live (Build 5800) | ||||||||||||
Settings | ||||||||||||
| Expert: | PacKInvest_USDJPY_M5_Market | |||||||||||
| Symbol: | USDJPY | |||||||||||
| Period: | M5 (2025.11.01 - 2026.04.22) | |||||||||||
| Inputs: | EA_Label=PacKInvest_MR_EA_USDJPY_M5 | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 1 500.00 | |||||||||||
| Leverage: | 1:500 | |||||||||||
Results | ||||||||||||
| History Quality: | 100% real ticks | |||||||||||
| Bars: | 34557 | Ticks: | 12256526 | Symbols: | 1 | |||||||
| Total Net Profit: | 963.84 | Balance Drawdown Absolute: | 87.68 | Equity Drawdown Absolute: | 108.34 | |||||||
| Gross Profit: | 1 617.06 | Balance Drawdown Maximal: | 188.60 (11.32%) | Equity Drawdown Maximal: | 260.59 (15.00%) | |||||||
| Gross Loss: | -653.22 | Balance Drawdown Relative: | 11.32% (188.60) | Equity Drawdown Relative: | 15.00% (260.59) | |||||||
| Profit Factor: | 2.48 | Expected Payoff: | 74.14 | Margin Level: | 269.53% | |||||||
| Recovery Factor: | 3.70 | Sharpe Ratio: | 18.58 | Z-Score: | 1.77 (92.33%) | |||||||
| AHPR: | 1.0438 (4.38%) | LR Correlation: | 0.91 | OnTester result: | 0 | |||||||
| GHPR: | 1.0389 (3.89%) | LR Standard Error: | 139.73 | |||||||||
| Total Trades: | 13 | Short Trades (won %): | 2 (50.00%) | Long Trades (won %): | 11 (54.55%) | |||||||
| Total Deals: | 26 | Profit Trades (% of total): | 7 (53.85%) | Loss Trades (% of total): | 6 (46.15%) | |||||||
| Largest profit trade: | 342.92 | Largest loss trade: | -129.82 | |||||||||
| Average profit trade: | 231.01 | Average loss trade: | -99.13 | |||||||||
| Maximum consecutive wins ($): | 2 (447.73) | Maximum consecutive losses ($): | 2 (-174.61) | |||||||||
| Maximal consecutive profit (count): | 447.73 (2) | Maximal consecutive loss (count): | -174.61 (2) | |||||||||
| Average consecutive wins: | 1 | Average consecutive losses: | 1 | |||||||||
⚙️ Key Input Parameters
| Parameter | Description |
|---|---|
| EA_Label | Freely selectable label for analysis |
| BB_Period | Bollinger Bands period |
| BB_Deviation | Standard deviation multiplier |
| ATR_Period | ATR period for SL/TP calculation |
| RiskPercent | Risk per trade as % of account balance |
| UseTrailing | Enable/disable trailing stop |
| TrailStart | Minimum profit in points to activate trailing |
| TrailStep | Trailing stop distance in points |
| Trading hours | (Session filters) |
| ATR for Trade | (Minimum ATR filter) |
🔧 Why this EA works on real ticks
Many EAs show excellent results in idealised backtests but fail in live trading due to differences in tick data. This EA was specifically optimised and validated on "every tick based on real ticks", so its performance reflects real market conditions far more accurately.
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Pin bar confirmation to avoid false breakouts
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ATR‑based stops and targets adapt to volatility
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Trend and volatility filters reduce trades in unfavourable conditions
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Partial profit taking and trailing stop maximise winning trades
📌 Recommended Settings
| Setting | Value |
|---|---|
| Timeframe | M5 (optimised) |
| Minimum Capital | $500 (1%–5% risk per trade recommended) |
| Broker | ECN / Raw / Standard |
⚠️ Important Notes
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Regular monitoring and occasional parameter adjustments are recommended.
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We only provide trading tools and do not give financial advice. You trade at your own risk!
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Test the EA on a demo account for at least 2–4 weeks before using real capital.
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Past performance does not guarantee future profits. Only trade with risk capital.
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The EA and its parameters are regularly adjusted to current market conditions. Long‑term performance is therefore not indicative; the gold market of 2026 is different from 2025 or 2024.
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Use mean reversion on gold with a disciplined, fully automated approach.
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For questions or custom adjustments, please contact the developer.
