Strategy Tester Report
ADX Trader with EMA

SymbolGBPUSD (Great Britan vs US Dollar)
PeriodDaily (D1) 2004.04.05 00:00 - 2005.11.03 00:00 (2004.04.02 - 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=575; TakeProfit=1000; TrailingStop=15; TrailingStopStart=15; UseTrailingStop=true; ADXPeriod=14; ADXLevel=30; SlowPeriod=50; SlowMode=1; SlowPrice=0; FastPeriod=6; FastMode=1; FastPrice=0; TimeFrame=1440;
Bars in test514Ticks modelled3416938Modelling quality50.10%
Initial deposit10000.00
Total net profit4661.45Gross profit8684.52Gross loss-4023.07
Profit factor2.16Expected payoff258.97
Absolute drawdown186.92Maximal drawdown (%)4013.63 (29.0%)
Total trades18Short positions (won %)11 (90.91%)Long positions (won %)7 (85.71%)
Profit trades (% of total)16 (88.89%)Loss trades (% of total)2 (11.11%)
Largestprofit trade2342.10loss trade-4013.63
Averageprofit trade542.78loss trade-2011.54
Maximumconsecutive wins (profit in money)12 (4848.38)consecutive losses (loss in money)1 (-4013.63)
Maximalconsecutive profit (count of wins)4848.38 (12)consecutive loss (count of losses)-4013.63 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.05.28 00:00buy10.501.83801.78011.9380
22004.06.02 00:00modify10.501.83801.83831.9380
32004.06.02 16:20s/l10.501.83831.83831.938020.6310020.63
42004.08.25 00:00sell20.601.79251.85041.6925
52004.08.30 00:00modify20.601.79251.79251.6925
62004.08.30 12:00s/l20.601.79251.79251.6925-9.4510011.17
72004.10.26 00:00buy30.601.84241.78451.9424
82004.11.04 00:00modify30.601.84241.84721.9424
92004.11.04 00:00s/l30.601.84721.84721.9424302.8510314.03
102004.11.26 00:00buy40.601.89371.83581.9937
112004.12.01 00:00modify40.601.89371.90761.9937
122004.12.02 00:00modify40.601.89371.93261.9937
132004.12.02 00:00s/l40.601.93261.93261.99372342.1012656.13
142004.12.03 00:00buy50.701.92461.86672.0246
152004.12.06 00:00modify50.701.92461.94132.0246
162004.12.06 00:20s/l50.701.94131.94132.02461170.5813826.70
172004.12.08 00:00buy60.701.94531.88742.0453
182005.01.04 16:25s/l60.701.88741.88742.0453-4013.639813.08
192005.03.24 00:00sell70.501.86921.92711.7692
202005.03.29 00:00modify70.501.86921.86851.7692
212005.03.29 02:43s/l70.501.86851.86851.769227.139840.20
222005.05.16 00:00sell80.501.85061.90851.7506
232005.05.17 00:00modify80.501.85061.83941.7506
242005.05.17 00:20s/l80.501.83941.83941.7506557.3810397.58
252005.05.18 00:00sell90.601.83501.89291.7350
262005.05.23 00:00modify90.601.83501.82681.7350
272005.05.23 03:07s/l90.601.82681.82681.7350482.5510880.13
282005.05.24 00:00sell100.601.82911.88701.7291
292005.05.27 00:00modify100.601.82911.82241.7291
302005.05.27 02:00s/l100.601.82241.82241.7291386.2511266.38
312005.07.05 00:00sell110.601.75791.81581.6579
322005.07.07 00:00modify110.601.75791.75421.6579
332005.07.07 01:30s/l110.601.75421.75421.6579209.4011475.78
342005.07.08 00:00sell120.601.74351.80141.6435
352005.07.11 00:00modify120.601.74351.73881.6435
362005.07.11 01:21s/l120.601.73881.73881.6435278.8511754.63
372005.07.12 00:00sell130.601.75751.81541.6575
382005.07.18 00:00modify130.601.75751.75211.6575
392005.07.18 01:38s/l130.601.75211.75211.6575305.1012059.73
402005.07.19 00:00sell140.701.74811.80601.6481
412005.07.20 00:00modify140.701.74811.74181.6481
422005.07.20 10:00s/l140.701.74181.74181.6481429.9812489.70
432005.07.21 00:00sell150.701.74091.79881.6409
442005.07.25 00:00modify150.701.74091.73931.6409
452005.07.25 01:32s/l150.701.73931.73931.6409104.6512594.35
462005.08.12 00:00buy160.701.81101.75311.9110
472005.08.15 00:00modify160.701.81101.81461.9110
482005.08.15 02:34s/l160.701.81461.81461.9110253.5712847.93
492005.08.16 00:00buy170.701.81121.75331.9112
502005.09.02 00:00modify170.701.81121.83201.9112
512005.09.02 00:00s/l170.701.83201.83201.91121485.9314333.85
522005.09.28 00:00sell180.801.76711.82501.6671
532005.09.30 00:00modify180.801.76711.76291.6671
542005.09.30 03:42s/l180.801.76291.76291.6671327.6014661.45