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=400; 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 profit6453.18Gross profit9287.48Gross loss-2834.30
Profit factor3.28Expected payoff358.51
Absolute drawdown0.00Maximal drawdown (%)2824.85 (20.4%)
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-2824.85
Averageprofit trade580.47loss trade-1417.15
Maximumconsecutive wins (profit in money)12 (5451.32)consecutive losses (loss in money)1 (-2824.85)
Maximalconsecutive profit (count of wins)5451.32 (12)consecutive loss (count of losses)-2824.85 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.05.28 00:00buy10.501.83801.79761.9380
22004.06.02 00:00modify10.501.83801.83831.9380
32004.06.02 16:20s/l10.501.83831.83831.938020.6310020.63
42004.08.25 00:00sell20.601.79251.83291.6925
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 00:00buy30.601.84241.80201.9424
82004.11.04 00:00modify30.601.84241.84721.9424
92004.11.04 00:00s/l30.601.84721.84721.9424302.8510314.03
102004.11.26 00:00buy40.601.89371.85331.9937
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 00:00buy50.701.92461.88422.0246
152004.12.06 00:00modify50.701.92461.94132.0246
162004.12.06 00:20s/l50.701.94131.94132.02461170.5813826.70
172004.12.08 00:00buy60.701.94531.90492.0453
182004.12.10 11:25s/l60.701.90491.90492.0453-2824.8511001.85
192005.03.24 00:00sell70.601.86921.90961.7692
202005.03.29 00:00modify70.601.86921.86851.7692
212005.03.29 02:43s/l70.601.86851.86851.769232.5511034.40
222005.05.16 00:00sell80.601.85061.89101.7506
232005.05.17 00:00modify80.601.85061.83941.7506
242005.05.17 00:20s/l80.601.83941.83941.7506668.8511703.25
252005.05.18 00:00sell90.601.83501.87541.7350
262005.05.23 00:00modify90.601.83501.82681.7350
272005.05.23 03:07s/l90.601.82681.82681.7350482.5512185.80
282005.05.24 00:00sell100.701.82911.86951.7291
292005.05.27 00:00modify100.701.82911.82241.7291
302005.05.27 02:00s/l100.701.82241.82241.7291450.6312636.42
312005.07.05 00:00sell110.701.75791.79831.6579
322005.07.07 00:00modify110.701.75791.75421.6579
332005.07.07 01:30s/l110.701.75421.75421.6579244.3012880.72
342005.07.08 00:00sell120.701.74351.78391.6435
352005.07.11 00:00modify120.701.74351.73881.6435
362005.07.11 01:21s/l120.701.73881.73881.6435325.3213206.05
372005.07.12 00:00sell130.701.75751.79791.6575
382005.07.18 00:00modify130.701.75751.75211.6575
392005.07.18 01:38s/l130.701.75211.75211.6575355.9513562.00
402005.07.19 00:00sell140.701.74811.78851.6481
412005.07.20 00:00modify140.701.74811.74181.6481
422005.07.20 10:00s/l140.701.74181.74181.6481429.9813991.98
432005.07.21 00:00sell150.701.74091.78131.6409
442005.07.25 00:00modify150.701.74091.73931.6409
452005.07.25 01:32s/l150.701.73931.73931.6409104.6514096.63
462005.08.12 00:00buy160.801.81101.77061.9110
472005.08.15 00:00modify160.801.81101.81461.9110
482005.08.15 02:34s/l160.801.81461.81461.9110289.8014386.42
492005.08.16 00:00buy170.801.81121.77081.9112
502005.09.02 00:00modify170.801.81121.83201.9112
512005.09.02 00:00s/l170.801.83201.83201.91121698.2016084.63
522005.09.28 00:00sell180.901.76711.80751.6671
532005.09.30 00:00modify180.901.76711.76291.6671
542005.09.30 03:42s/l180.901.76291.76291.6671368.5516453.17