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=475; 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 profit5610.57Gross profit8933.65Gross loss-3323.07
Profit factor2.69Expected payoff311.70
Absolute drawdown0.00Maximal drawdown (%)3313.63 (24.0%)
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-3313.63
Averageprofit trade558.35loss trade-1661.54
Maximumconsecutive wins (profit in money)12 (5097.50)consecutive losses (loss in money)1 (-3313.63)
Maximalconsecutive profit (count of wins)5097.50 (12)consecutive loss (count of losses)-3313.63 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.05.28 00:00buy10.501.83801.79011.9380
22004.06.02 00:00modify10.501.83801.83831.9380
32004.06.02 16:20s/l10.501.83831.83831.938020.6310020.63
42004.08.25 00:00sell20.601.79251.84041.6925
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 00:00buy30.601.84241.79451.9424
82004.11.04 00:00modify30.601.84241.84721.9424
92004.11.04 00:00s/l30.601.84721.84721.9424302.8510314.03
102004.11.26 00:00buy40.601.89371.84581.9937
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 00:00buy50.701.92461.87672.0246
152004.12.06 00:00modify50.701.92461.94132.0246
162004.12.06 00:20s/l50.701.94131.94132.02461170.5813826.70
172004.12.08 00:00buy60.701.94531.89742.0453
182005.01.04 10:10s/l60.701.89741.89742.0453-3313.6310513.08
192005.03.24 00:00sell70.601.86921.91711.7692
202005.03.29 00:00modify70.601.86921.86851.7692
212005.03.29 02:43s/l70.601.86851.86851.769232.5510545.63
222005.05.16 00:00sell80.601.85061.89851.7506
232005.05.17 00:00modify80.601.85061.83941.7506
242005.05.17 00:20s/l80.601.83941.83941.7506668.8511214.48
252005.05.18 00:00sell90.601.83501.88291.7350
262005.05.23 00:00modify90.601.83501.82681.7350
272005.05.23 03:07s/l90.601.82681.82681.7350482.5511697.03
282005.05.24 00:00sell100.601.82911.87701.7291
292005.05.27 00:00modify100.601.82911.82241.7291
302005.05.27 02:00s/l100.601.82241.82241.7291386.2512083.28
312005.07.05 00:00sell110.701.75791.80581.6579
322005.07.07 00:00modify110.701.75791.75421.6579
332005.07.07 01:30s/l110.701.75421.75421.6579244.3012327.57
342005.07.08 00:00sell120.701.74351.79141.6435
352005.07.11 00:00modify120.701.74351.73881.6435
362005.07.11 01:21s/l120.701.73881.73881.6435325.3212652.90
372005.07.12 00:00sell130.701.75751.80541.6575
382005.07.18 00:00modify130.701.75751.75211.6575
392005.07.18 01:38s/l130.701.75211.75211.6575355.9513008.85
402005.07.19 00:00sell140.701.74811.79601.6481
412005.07.20 00:00modify140.701.74811.74181.6481
422005.07.20 10:00s/l140.701.74181.74181.6481429.9813438.83
432005.07.21 00:00sell150.701.74091.78881.6409
442005.07.25 00:00modify150.701.74091.73931.6409
452005.07.25 01:32s/l150.701.73931.73931.6409104.6513543.48
462005.08.12 00:00buy160.701.81101.76311.9110
472005.08.15 00:00modify160.701.81101.81461.9110
482005.08.15 02:34s/l160.701.81461.81461.9110253.5713797.05
492005.08.16 00:00buy170.701.81121.76331.9112
502005.09.02 00:00modify170.701.81121.83201.9112
512005.09.02 00:00s/l170.701.83201.83201.91121485.9315282.98
522005.09.28 00:00sell180.801.76711.81501.6671
532005.09.30 00:00modify180.801.76711.76291.6671
542005.09.30 03:42s/l180.801.76291.76291.6671327.6015610.58