Strategy Tester Report
ADX Trader with EMA

SymbolGBPUSD (Great Britan vs US Dollar)
Period1 Hour (H1) 2005.12.19 17:00 - 2006.04.28 22:00 (2005.08.02 - 2006.04.30)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersMagicNumber=247887; Lots=0.1; Slippage=1; MaxTrades=1; MM=true; Risk=5; StopLoss=90; TakeProfit=1900; TrailingStop=15; TrailingStopStart=15; UseTrailingStop=true; ADXPeriod=14; ADXLevel=20; SlowPeriod=50; SlowMode=1; SlowPrice=0; FastPeriod=6; FastMode=1; FastPrice=0; TimeFrame=60;
Bars in test2330Ticks modelled346117Modelling quality76.84%
Initial deposit10000.00
Total net profit1006.90Gross profit19573.10Gross loss-18566.20
Profit factor1.05Expected payoff5.79
Absolute drawdown3040.60Maximal drawdown (%)4226.10 (37.8%)
Total trades174Short positions (won %)93 (69.89%)Long positions (won %)81 (70.37%)
Profit trades (% of total)122 (70.11%)Loss trades (% of total)52 (29.89%)
Largestprofit trade790.00loss trade-564.00
Averageprofit trade160.44loss trade-357.04
Maximumconsecutive wins (profit in money)13 (2388.00)consecutive losses (loss in money)5 (-1805.20)
Maximalconsecutive profit (count of wins)2388.00 (13)consecutive loss (count of losses)-1805.20 (5)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.12.19 17:00sell10.501.76441.77381.5744
22005.12.19 18:00modify10.501.76441.76441.5744
32005.12.19 19:01s/l10.501.76441.76441.57440.0010000.00
42005.12.19 20:00sell20.501.76181.77121.5718
52005.12.20 06:00modify20.501.76181.76061.5718
62005.12.20 07:15s/l20.501.76061.76061.571860.5010060.50
72005.12.20 08:00sell30.601.76091.77031.5709
82005.12.20 19:00modify30.601.76091.75581.5709
92005.12.20 19:20s/l30.601.75581.75581.5709306.0010366.50
102005.12.20 20:00sell40.601.75281.76221.5628
112005.12.21 14:00modify40.601.75281.75101.5628
122005.12.21 17:00modify40.601.75281.74361.5628
132005.12.21 17:01s/l40.601.74361.74361.5628553.8010920.30
142005.12.21 18:00sell50.601.73881.74821.5488
152005.12.22 12:00modify50.601.73881.73741.5488
162005.12.22 12:01s/l50.601.73741.73741.548884.6011004.90
172005.12.22 13:00sell60.601.73791.74731.5479
182005.12.22 18:00modify60.601.73791.73781.5479
192005.12.22 18:33s/l60.601.73781.73781.54796.0011010.90
202005.12.22 21:00sell70.601.73871.74811.5487
212005.12.23 14:00modify70.601.73871.73681.5487
222005.12.23 14:09s/l70.601.73681.73681.5487114.6011125.50
232005.12.23 15:00sell80.601.73431.74371.5443
242005.12.23 16:00modify80.601.73431.73331.5443
252005.12.23 16:00s/l80.601.73331.73331.544360.0011185.50
262005.12.23 17:00sell90.601.73111.74051.5411
272005.12.27 15:00close90.601.73621.74051.5411-304.8010880.70
282005.12.27 17:00sell100.601.73161.74101.5416
292005.12.27 22:00modify100.601.73161.72851.5416
302005.12.28 01:34s/l100.601.72851.72851.5416187.8011068.50
312005.12.28 02:00sell110.601.72961.73901.5396
322005.12.28 09:55s/l110.601.73901.73901.5396-564.0010504.50
332005.12.28 10:00buy120.601.74001.73061.9300
342005.12.28 16:52s/l120.601.73061.73061.9300-564.009940.50
352005.12.28 17:00sell130.501.73001.73941.5400
362005.12.28 18:00modify130.501.73001.72831.5400
372005.12.28 18:15s/l130.501.72831.72831.540085.0010025.50
382005.12.28 19:00sell140.601.72241.73181.5324
392005.12.28 20:00modify140.601.72241.71821.5324
402005.12.28 20:00s/l140.601.71821.71821.5324252.0010277.50
412005.12.28 21:00sell150.601.71561.72501.5256
422005.12.29 17:51s/l150.601.72501.72501.5256-563.409714.10
432005.12.30 09:00buy160.501.72861.71921.9186
442005.12.30 14:00close160.501.72201.71921.9186-330.009384.10
452005.12.30 15:00sell170.501.72101.73041.5310
462005.12.30 18:00modify170.501.72101.71931.5310
472005.12.30 18:16s/l170.501.71931.71931.531085.009469.10
482005.12.30 19:00sell180.501.71791.72731.5279
492006.01.02 13:00close180.501.72401.72731.5279-304.509164.60
502006.01.02 14:00buy190.501.72361.71421.9136
512006.01.03 00:00close190.501.71981.71421.9136-191.508973.10
522006.01.03 01:00sell200.501.71931.72871.5293
532006.01.03 05:00close200.501.72811.72871.5293-440.008533.10
542006.01.03 06:00buy210.501.72781.71841.9178
552006.01.03 10:00modify210.501.72781.72781.9178
562006.01.03 11:00modify210.501.72781.73111.9178
572006.01.03 11:01s/l210.501.73111.73111.9178165.008698.10
582006.01.03 12:00buy220.501.73261.72321.9226
592006.01.03 18:00modify220.501.73261.73741.9226
602006.01.03 18:00s/l220.501.73741.73741.9226240.008938.10
612006.01.03 19:00buy230.501.74071.73131.9307
622006.01.03 21:00modify230.501.74071.74101.9307
632006.01.03 22:00modify230.501.74071.74341.9307
642006.01.03 23:00modify230.501.74071.74361.9307
652006.01.04 00:00modify230.501.74071.74451.9307
662006.01.04 01:00modify230.501.74071.74491.9307
672006.01.04 02:00modify230.501.74071.74661.9307
682006.01.04 03:00s/l230.501.74661.74661.9307290.509228.60
692006.01.04 04:00buy240.501.74771.73831.9377
702006.01.04 05:00modify240.501.74771.75041.9377
712006.01.04 06:15s/l240.501.75041.75041.9377135.009363.60
722006.01.04 07:00buy250.501.75041.74101.9404
732006.01.04 11:00modify250.501.75041.75141.9404
742006.01.04 12:00modify250.501.75041.75291.9404
752006.01.04 13:00modify250.501.75041.75431.9404
762006.01.04 13:30s/l250.501.75431.75431.9404195.009558.60
772006.01.04 14:00buy260.501.75441.74501.9444
782006.01.04 15:00modify260.501.75441.75481.9444
792006.01.04 15:20s/l260.501.75481.75481.944420.009578.60
802006.01.04 16:00buy270.501.75691.74751.9469
812006.01.04 18:00modify270.501.75691.75841.9469
822006.01.04 18:15s/l270.501.75841.75841.946975.009653.60
832006.01.04 19:00buy280.501.75881.74941.9488
842006.01.04 20:00modify280.501.75881.75911.9488
852006.01.04 20:20s/l280.501.75911.75911.948815.009668.60
862006.01.04 21:00buy290.501.75901.74961.9490
872006.01.05 13:10s/l290.501.74961.74961.9490-471.509197.10
882006.01.05 14:00sell300.501.75351.76291.5635
892006.01.06 15:52s/l300.501.76291.76291.5635-469.508727.60
902006.01.06 16:00buy310.501.76411.75471.9541
912006.01.06 17:00modify310.501.76411.76721.9541
922006.01.06 18:00modify310.501.76411.77011.9541
932006.01.06 18:00s/l310.501.77011.77011.9541300.009027.60
942006.01.06 19:00buy320.501.77011.76071.9601
952006.01.09 07:00modify320.501.77011.77041.9601
962006.01.09 07:05s/l320.501.77041.77041.960113.509041.10
972006.01.09 08:00buy330.501.77221.76281.9622
982006.01.09 17:07s/l330.501.76281.76281.9622-470.008571.10
992006.01.09 18:00sell340.501.76371.77311.5737
1002006.01.11 04:00modify340.501.76371.76351.5737
1012006.01.11 04:30s/l340.501.76351.76351.573712.008583.10
1022006.01.11 05:00sell350.501.76331.77271.5733
1032006.01.11 08:00modify350.501.76331.76221.5733
1042006.01.11 08:30s/l350.501.76221.76221.573355.008638.10
1052006.01.11 09:00sell360.501.76231.77171.5723
1062006.01.11 11:00modify360.501.76231.75991.5723
1072006.01.11 11:16s/l360.501.75991.75991.5723120.008758.10
1082006.01.11 12:00sell370.501.75541.76481.5654
1092006.01.11 13:00modify370.501.75541.75461.5654
1102006.01.11 13:00s/l370.501.75461.75461.565440.008798.10
1112006.01.11 14:00sell380.501.75701.76641.5670
1122006.01.11 16:00modify380.501.75701.75701.5670
1132006.01.11 16:05s/l380.501.75701.75701.56700.008798.10
1142006.01.11 17:00sell390.501.76071.77011.5707
1152006.01.11 21:00close390.501.76471.77011.5707-200.008598.10
1162006.01.11 22:00buy400.501.76401.75461.9540
1172006.01.12 01:00modify400.501.76401.76441.9540
1182006.01.12 02:00modify400.501.76401.76491.9540
1192006.01.12 02:30s/l400.501.76491.76491.954043.508641.60
1202006.01.12 03:00buy410.501.76601.75661.9560
1212006.01.12 09:00modify410.501.76601.76611.9560
1222006.01.12 09:03s/l410.501.76611.76611.95605.008646.60
1232006.01.12 10:00buy420.501.76721.75781.9572
1242006.01.12 12:00modify420.501.76721.76881.9572
1252006.01.12 13:15s/l420.501.76881.76881.957280.008726.60
1262006.01.12 14:00buy430.501.76841.75901.9584
1272006.01.12 15:00modify430.501.76841.76901.9584
1282006.01.12 15:08s/l430.501.76901.76901.958430.008756.60
1292006.01.12 16:00buy440.501.76621.75681.9562
1302006.01.12 19:00close440.501.76051.75681.9562-285.008471.60
1312006.01.12 20:00sell450.501.76021.76961.5702
1322006.01.13 11:00close450.501.76771.76961.5702-374.508097.10
1332006.01.13 12:00buy460.501.76881.75941.9588
1342006.01.13 18:00modify460.501.76881.76891.9588
1352006.01.13 18:00s/l460.501.76891.76891.95885.008102.10
1362006.01.13 19:00buy470.501.77101.76161.9610
1372006.01.13 20:00modify470.501.77101.77441.9610
1382006.01.13 21:00modify470.501.77101.77451.9610
1392006.01.16 01:00modify470.501.77101.77521.9610
1402006.01.16 02:00modify470.501.77101.77581.9610
1412006.01.16 03:00modify470.501.77101.77781.9610
1422006.01.16 03:20s/l470.501.77781.77781.9610338.508440.60
1432006.01.16 04:00buy480.501.77781.76841.9678
1442006.01.16 14:03s/l480.501.76841.76841.9678-470.007970.60
1452006.01.16 15:00sell490.401.76811.77751.5781
1462006.01.16 17:00modify490.401.76811.76711.5781
1472006.01.16 17:25s/l490.401.76711.76711.578140.008010.60
1482006.01.16 18:00sell500.501.76681.77621.5768
1492006.01.17 03:00modify500.501.76681.76631.5768
1502006.01.17 04:32s/l500.501.76631.76631.576825.508036.10
1512006.01.17 05:00sell510.501.76581.77521.5758
1522006.01.17 12:00modify510.501.76581.76301.5758
1532006.01.17 12:35s/l510.501.76301.76301.5758140.008176.10
1542006.01.17 14:00sell520.501.76031.76971.5703
1552006.01.18 01:00close520.501.76861.76971.5703-413.507762.60
1562006.01.18 02:00buy530.401.76721.75781.9572
1572006.01.18 04:00close530.401.76441.75781.9572-112.007650.60
1582006.01.18 05:00sell540.401.76421.77361.5742
1592006.01.18 09:00modify540.401.76421.76351.5742
1602006.01.18 09:05s/l540.401.76351.76351.574228.007678.60
1612006.01.18 10:00sell550.401.76561.77501.5756
1622006.01.18 13:00close550.401.76781.77501.5756-88.007590.60
1632006.01.18 15:00sell560.401.76571.77511.5757
1642006.01.18 18:00modify560.401.76571.76421.5757
1652006.01.18 19:00modify560.401.76571.76381.5757
1662006.01.18 20:00modify560.401.76571.76291.5757
1672006.01.18 21:50s/l560.401.76291.76291.5757112.007702.60
1682006.01.18 22:00sell570.401.76271.77211.5727
1692006.01.19 06:00modify570.401.76271.76211.5727
1702006.01.19 07:05s/l570.401.76211.76211.572724.407727.00
1712006.01.19 08:00sell580.401.76121.77061.5712
1722006.01.19 10:00modify580.401.76121.75901.5712
1732006.01.19 11:00modify580.401.76121.75731.5712
1742006.01.19 12:21s/l580.401.75731.75731.5712156.007883.00
1752006.01.19 13:00sell590.401.75571.76511.5657
1762006.01.20 15:58s/l590.401.76511.76511.5657-375.607507.40
1772006.01.20 16:00buy600.401.76491.75551.9549
1782006.01.20 21:00modify600.401.76491.76721.9549
1792006.01.20 22:00modify600.401.76491.76981.9549
1802006.01.23 01:00modify600.401.76491.76991.9549
1812006.01.23 02:00modify600.401.76491.77121.9549
1822006.01.23 03:00modify600.401.76491.77551.9549
1832006.01.23 04:00modify600.401.76491.77831.9549
1842006.01.23 05:00modify600.401.76491.78001.9549
1852006.01.23 06:00modify600.401.76491.78061.9549
1862006.01.23 06:03s/l600.401.78061.78061.9549626.808134.20
1872006.01.23 07:00buy610.501.78031.77091.9703
1882006.01.23 13:00modify610.501.78031.78251.9703
1892006.01.23 15:00modify610.501.78031.78491.9703
1902006.01.23 15:03s/l610.501.78491.78491.9703230.008364.20
1912006.01.23 16:00buy620.501.78551.77611.9755
1922006.01.23 22:00modify620.501.78551.78551.9755
1932006.01.23 23:00modify620.501.78551.78561.9755
1942006.01.24 02:04s/l620.501.78561.78561.97553.508367.70
1952006.01.24 06:00sell630.501.78421.79361.5942
1962006.01.25 04:00modify630.501.78421.78381.5942
1972006.01.25 06:12s/l630.501.78381.78381.594221.508389.20
1982006.01.25 12:00buy640.501.79271.78331.9827
1992006.01.25 22:29s/l640.501.78331.78331.9827-470.007919.20
2002006.01.25 23:00sell650.401.78451.79391.5945
2012006.01.26 21:00modify650.401.78451.78271.5945
2022006.01.26 22:00modify650.401.78451.78241.5945
2032006.01.26 23:00modify650.401.78451.78171.5945
2042006.01.27 00:00modify650.401.78451.78071.5945
2052006.01.27 01:16s/l650.401.78071.78071.5945152.808072.00
2062006.01.27 02:00sell660.501.78101.79041.5910
2072006.01.27 03:00modify660.501.78101.78061.5910
2082006.01.27 03:45s/l660.501.78061.78061.591020.008092.00
2092006.01.27 04:00sell670.501.78001.78941.5900
2102006.01.27 14:00modify670.501.78001.77831.5900
2112006.01.27 14:21s/l670.501.77831.77831.590085.008177.00
2122006.01.27 15:00sell680.501.77881.78821.5888
2132006.01.27 18:00modify680.501.77881.77421.5888
2142006.01.27 18:02s/l680.501.77421.77421.5888230.008407.00
2152006.01.27 19:00sell690.501.77281.78221.5828
2162006.01.27 21:00modify690.501.77281.76971.5828
2172006.01.27 22:00modify690.501.77281.76941.5828
2182006.01.27 22:25s/l690.501.76941.76941.5828170.008577.00
2192006.01.27 23:00sell700.501.76761.77701.5776
2202006.01.30 06:00modify700.501.76761.76761.5776
2212006.01.30 07:59s/l700.501.76761.76761.57760.508577.50
2222006.01.30 08:00buy710.501.76761.75821.9576
2232006.01.31 06:00modify710.501.76761.76781.9576
2242006.01.31 08:00modify710.501.76761.76841.9576
2252006.01.31 08:11s/l710.501.76841.76841.957638.508616.00
2262006.01.31 10:00buy720.501.77181.76241.9618
2272006.01.31 12:00modify720.501.77181.77181.9618
2282006.01.31 12:48s/l720.501.77181.77181.96180.008616.00
2292006.01.31 13:00buy730.501.77191.76251.9619
2302006.01.31 18:00modify730.501.77191.77571.9619
2312006.01.31 19:00modify730.501.77191.78021.9619
2322006.01.31 20:00modify730.501.77191.78181.9619
2332006.01.31 21:00modify730.501.77191.78191.9619
2342006.01.31 21:16s/l730.501.78191.78191.9619500.009116.00
2352006.01.31 22:00buy740.501.78041.77101.9704
2362006.02.01 23:00close740.501.77371.77101.9704-339.508776.50
2372006.02.02 09:00sell750.501.77281.78221.5828
2382006.02.02 18:00close750.501.77921.78221.5828-320.008456.50
2392006.02.02 19:00buy760.501.78091.77151.9709
2402006.02.03 14:00close760.501.77551.77151.9709-271.508185.00
2412006.02.03 15:00sell770.501.77641.78581.5864
2422006.02.03 16:00modify770.501.77641.76941.5864
2432006.02.03 17:00modify770.501.77641.76461.5864
2442006.02.03 17:08s/l770.501.76461.76461.5864590.008775.00
2452006.02.03 18:00sell780.501.75991.76931.5699
2462006.02.06 10:00modify780.501.75991.75811.5699
2472006.02.06 10:27s/l780.501.75811.75811.569990.508865.50
2482006.02.06 11:00sell790.501.75561.76501.5656
2492006.02.06 14:00modify790.501.75561.75451.5656
2502006.02.06 16:00modify790.501.75561.75251.5656
2512006.02.06 16:10s/l790.501.75251.75251.5656155.009020.50
2522006.02.06 17:00sell800.501.75031.75971.5603
2532006.02.06 19:00modify800.501.75031.74791.5603
2542006.02.06 20:00modify800.501.75031.74701.5603
2552006.02.06 21:28s/l800.501.74701.74701.5603165.009185.50
2562006.02.06 22:00sell810.501.74751.75691.5575
2572006.02.07 15:00modify810.501.74751.74741.5575
2582006.02.07 15:37s/l810.501.74741.74741.55755.509191.00
2592006.02.07 16:00sell820.501.74621.75561.5562
2602006.02.07 18:00modify820.501.74621.74241.5562
2612006.02.07 18:12s/l820.501.74241.74241.5562190.009381.00
2622006.02.07 19:00sell830.501.74371.75311.5537
2632006.02.08 11:00modify830.501.74371.74331.5537
2642006.02.08 11:23s/l830.501.74331.74331.553721.509402.50
2652006.02.08 12:00sell840.501.74211.75151.5521
2662006.02.08 20:00modify840.501.74211.74191.5521
2672006.02.08 22:00modify840.501.74211.74111.5521
2682006.02.08 22:31s/l840.501.74111.74111.552150.009452.50
2692006.02.08 23:00sell850.501.74111.75051.5511
2702006.02.09 12:00modify850.501.74111.74061.5511
2712006.02.09 12:20s/l850.501.74061.74061.551125.509478.00
2722006.02.09 13:00sell860.501.74151.75091.5515
2732006.02.09 18:00modify860.501.74151.74111.5515
2742006.02.09 18:02s/l860.501.74111.74111.551520.009498.00
2752006.02.10 03:00buy870.501.74211.73271.9321
2762006.02.10 05:00modify870.501.74211.74251.9321
2772006.02.10 06:00modify870.501.74211.74311.9321
2782006.02.10 07:00modify870.501.74211.74351.9321
2792006.02.10 08:00modify870.501.74211.74481.9321
2802006.02.10 09:00modify870.501.74211.74501.9321
2812006.02.10 09:10s/l870.501.74501.74501.9321145.009643.00
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2832006.02.10 14:00modify880.501.74571.74591.9357
2842006.02.10 15:00modify880.501.74571.74811.9357
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2932006.02.13 12:00modify910.501.74281.74031.5528
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3032006.02.14 19:00sell930.601.73401.74341.5440
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4902006.04.05 10:00buy1430.601.75941.75001.9494
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5652006.04.21 22:00sell1640.601.78091.79031.5909
5662006.04.24 10:37s/l1640.601.79031.79031.5909-563.4010561.40
5672006.04.24 12:00buy1650.601.79071.78131.9807
5682006.04.24 17:04s/l1650.601.78131.78131.9807-564.009997.40
5692006.04.24 18:00sell1660.501.78241.79181.5924
5702006.04.25 16:05s/l1660.501.79181.79181.5924-469.509527.90
5712006.04.25 17:00buy1670.501.78701.77761.9770
5722006.04.25 22:00modify1670.501.78701.78781.9770
5732006.04.25 22:30s/l1670.501.78781.78781.977040.009567.90
5742006.04.26 13:00sell1680.501.78461.79401.5946
5752006.04.26 19:00close1680.501.79011.79401.5946-275.009292.90
5762006.04.26 20:00buy1690.501.78871.77931.9787
5772006.04.26 22:00close1690.501.78481.77931.9787-195.009097.90
5782006.04.27 09:00buy1700.501.78571.77631.9757
5792006.04.27 18:00modify1700.501.78571.80151.9757
5802006.04.27 18:13s/l1700.501.80151.80151.9757790.009887.90
5812006.04.27 19:00buy1710.501.80131.79191.9913
5822006.04.27 20:00modify1710.501.80131.80191.9913
5832006.04.27 20:51s/l1710.501.80191.80191.991330.009917.90
5842006.04.28 10:00buy1720.501.80231.79291.9923
5852006.04.28 12:00modify1720.501.80231.80451.9923
5862006.04.28 13:00modify1720.501.80231.80741.9923
5872006.04.28 13:13s/l1720.501.80741.80741.9923255.0010172.90
5882006.04.28 14:00buy1730.601.80871.79931.9987
5892006.04.28 18:00modify1730.601.80871.81641.9987
5902006.04.28 19:00modify1730.601.80871.82051.9987
5912006.04.28 19:37s/l1730.601.82051.82051.9987708.0010880.90
5922006.04.28 20:00buy1740.601.82141.81202.0114
5932006.04.28 22:59close at stop1740.601.82351.81202.0114126.0011006.90