Strategy Tester Report
ADX Trader

SymbolUSDCAD (US Dollar vs Canadian)
Period4 Hours (H4) 2005.12.16 16:00 - 2006.04.28 20:00 (2005.01.04 - 2006.04.29)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersMagicNumber=283287; Lots=0.1; Slippage=3; MaxTrades=1; MM=false; Risk=5; StopLoss=100; TakeProfit=1000; ADXPeriod=14; ADXLevel=25; TimeFrame=240;
Bars in test672Ticks modelled183249Modelling quality39.46%
Initial deposit10000.00
Total net profit156.89Gross profit389.10Gross loss-232.21
Profit factor1.68Expected payoff7.47
Absolute drawdown0.00Maximal drawdown (%)113.37 (1.1%)
Total trades21Short positions (won %)16 (43.75%)Long positions (won %)5 (60.00%)
Profit trades (% of total)10 (47.62%)Loss trades (% of total)11 (52.38%)
Largestprofit trade110.51loss trade-88.75
Averageprofit trade38.91loss trade-21.11
Maximumconsecutive wins (profit in money)3 (14.49)consecutive losses (loss in money)3 (-44.07)
Maximalconsecutive profit (count of wins)110.51 (1)consecutive loss (count of losses)-113.37 (2)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.12.19 04:00buy10.101.15901.14861.2590
22005.12.22 16:00close10.101.16641.14861.259063.8710063.87
32005.12.28 20:00sell20.101.16511.17551.0651
42005.12.29 00:00close20.101.16561.17551.0651-4.5510059.32
52005.12.30 12:00sell30.101.16081.17121.0608
62005.12.30 16:00close30.101.16471.17121.0608-33.4910025.83
72006.01.02 08:00sell40.101.16111.17151.0611
82006.01.02 16:00close40.101.16181.17151.0611-6.0310019.80
92006.01.04 16:00sell50.101.15351.16391.0535
102006.01.05 08:00close50.101.14761.16391.053551.1510070.95
112006.01.05 20:00buy60.101.16411.15371.2641
122006.01.11 16:00close60.101.16101.15371.2641-26.1810044.77
132006.01.20 16:00sell70.101.15751.16791.0575
142006.01.23 12:00close70.101.15171.16791.057550.1010094.87
152006.01.23 16:00sell80.101.14811.15851.0481
162006.01.24 00:00close80.101.14981.15851.0481-15.0510079.82
172006.02.01 00:00sell90.101.13891.14931.0389
182006.02.01 04:00close90.101.13961.14931.0389-6.1410073.68
192006.02.07 20:00buy100.101.15141.14101.2514
202006.02.15 00:00close100.101.15261.14101.251411.2710084.96
212006.02.20 04:00sell110.101.15091.16131.0509
222006.02.20 12:00close110.101.15071.16131.05091.7410086.70
232006.02.20 16:00sell120.101.14851.15891.0485
242006.02.21 08:00close120.101.14831.15891.04851.4810088.18
252006.02.21 16:00sell130.101.14581.15621.0458
262006.02.22 00:00close130.101.14721.15621.0458-12.9810075.20
272006.02.27 16:00sell140.101.14641.15681.0464
282006.03.01 12:00close140.101.13911.15681.046463.0510138.25
292006.03.03 00:00sell150.101.13131.14171.0313
302006.03.03 04:00close150.101.13221.14171.0313-7.9510130.30
312006.03.07 16:00buy160.101.14281.13241.2428
322006.03.14 20:00close160.101.15551.13241.2428110.5110240.82
332006.03.17 20:00buy170.101.15881.14841.2588
342006.04.07 14:13s/l170.101.14841.14841.2588-88.7510152.07
352006.04.07 16:00sell180.101.14601.15641.0460
362006.04.10 00:00close180.101.14881.15641.0460-24.6310127.44
372006.04.18 20:00sell190.101.14131.15171.0413
382006.04.19 08:00close190.101.14021.15171.04138.8710136.32
392006.04.19 12:00sell200.101.13881.14921.0388
402006.04.20 00:00close200.101.13571.14921.038827.0410163.36
412006.04.26 20:00sell210.101.12701.13741.0270
422006.04.27 12:00close210.101.12771.13741.0270-6.4710156.89