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 - 2006.05.02)
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=500; TakeProfit=1000; TrailingStop=15; TrailingStopStart=15; UseTrailingStop=true; ADXPeriod=14; ADXLevel=25; 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 profit9320.88Gross profit26176.05Gross loss-16855.17
Profit factor1.55Expected payoff186.42
Absolute drawdown0.00Maximal drawdown (%)8952.17 (31.7%)
Total trades50Short positions (won %)28 (85.71%)Long positions (won %)22 (90.91%)
Profit trades (% of total)44 (88.00%)Loss trades (% of total)6 (12.00%)
Largestprofit trade2233.00loss trade-7499.25
Averageprofit trade594.91loss trade-2809.20
Maximumconsecutive wins (profit in money)23 (15146.92)consecutive losses (loss in money)2 (-18.73)
Maximalconsecutive profit (count of wins)15146.92 (23)consecutive loss (count of losses)-7499.25 (1)
Averageconsecutive wins9consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.04.05 00:00buy10.501.82931.77891.9293
22004.04.07 00:00modify10.501.82931.84281.9293
32004.04.07 00:20s/l10.501.84281.84281.9293679.5010679.50
42004.05.26 00:00buy20.601.81061.76021.9106
52004.05.27 00:00modify20.601.81061.81271.9106
62004.05.27 00:00s/l20.601.81271.81271.9106127.3510806.85
72004.05.28 00:00buy30.601.83801.78761.9380
82004.06.02 00:00modify30.601.83801.83831.9380
92004.06.02 16:20s/l30.601.83831.83831.938024.7510831.60
102004.06.03 00:00buy40.601.83351.78311.9335
112004.06.04 00:00modify40.601.83351.83821.9335
122004.06.04 01:01s/l40.601.83821.83821.9335283.3511114.95
132004.07.08 00:00buy50.601.85581.80541.9558
142004.07.12 00:00modify50.601.85581.85851.9558
152004.07.12 00:20s/l50.601.85851.85851.9558164.7011279.65
162004.07.13 00:00buy60.601.86211.81171.9621
172004.07.19 00:00modify60.601.86211.87311.9621
182004.07.19 00:20s/l60.601.87311.87311.9621668.1011947.75
192004.07.22 00:00sell70.601.84211.89251.7421
202004.07.26 00:00modify70.601.84211.83341.7421
212004.07.26 00:20s/l70.601.83341.83341.7421515.7012463.45
222004.07.28 00:00sell80.701.82201.87241.7220
232004.07.30 00:00modify80.701.82201.81921.7220
242004.07.30 01:40s/l80.701.81921.81921.7220188.6512652.10
252004.08.02 00:00sell90.701.82341.87381.7234
262004.08.10 00:00close90.701.84111.87381.7234-1268.4011383.70
272004.08.19 00:00sell100.601.82371.87411.7237
282004.08.23 00:00modify100.601.82371.82161.7237
292004.08.24 00:00modify100.601.82371.80891.7237
302004.08.24 00:00s/l100.601.80891.80891.7237878.5512262.25
312004.08.25 00:00sell110.701.79251.84291.6925
322004.08.30 00:00modify110.701.79251.79251.6925
332004.08.30 12:00s/l110.701.79251.79251.6925-11.0312251.23
342004.09.06 00:00sell120.701.77541.82581.6754
352004.09.08 00:00modify120.701.77541.77531.6754
362004.09.08 00:42s/l120.701.77531.77531.6754-7.7012243.53
372004.10.25 00:00buy130.701.83081.78041.9308
382004.10.26 00:00modify130.701.83081.84051.9308
392004.10.26 00:20s/l130.701.84051.84051.9308680.5812924.10
402004.10.27 00:00buy140.701.83421.78381.9342
412004.11.01 00:00modify140.701.83421.83771.9342
422004.11.01 00:20s/l140.701.83771.83771.9342249.7213173.83
432004.11.25 00:00buy150.701.88261.83221.9826
442004.11.26 00:00modify150.701.88261.89181.9826
452004.11.26 00:00s/l150.701.89181.89181.9826645.5813819.40
462004.11.29 00:00buy160.701.89221.84181.9922
472004.11.30 00:00modify160.701.89221.89251.9922
482004.11.30 00:20s/l160.701.89251.89251.992222.5713841.98
492004.12.01 00:00buy170.701.90951.85912.0095
502004.12.02 00:00modify170.701.90951.93262.0095
512004.12.02 00:00s/l170.701.93261.93262.00951618.5815460.55
522004.12.03 00:00buy180.801.92461.87422.0246
532004.12.06 00:00modify180.801.92461.94132.0246
542004.12.06 00:20s/l180.801.94131.94132.02461337.8016798.35
552004.12.07 00:00buy190.901.93901.88862.0390
562004.12.08 00:00modify190.901.93901.94342.0390
572004.12.08 01:20s/l190.901.94341.94342.0390402.0717200.43
582004.12.09 00:00buy200.901.93891.88852.0389
592004.12.16 00:00modify200.901.93891.93972.0389
602004.12.16 15:05s/l200.901.93971.93972.038986.1717286.60
612004.12.17 00:00buy210.901.93301.88262.0330
622004.12.20 00:00modify210.901.93301.94242.0330
632004.12.20 00:00s/l210.901.94241.94242.0330848.0218134.63
642004.12.21 00:00buy221.001.94711.89672.0471
652005.01.04 10:40s/l221.001.89671.89672.0471-5008.5013126.13
662005.01.06 00:00sell230.701.88441.93481.7844
672005.01.07 00:00modify230.701.88441.87831.7844
682005.01.07 05:25s/l230.701.87831.87831.7844423.3213549.45
692005.01.10 00:00sell240.701.87021.92061.7702
702005.01.18 00:00modify240.701.87021.85951.7702
712005.01.18 01:00s/l240.701.85951.85951.7702719.6014269.05
722005.01.19 00:00sell250.801.86521.91561.7652
732005.02.08 00:00modify250.801.86521.85741.7652
742005.02.08 00:32s/l250.801.85741.85741.7652548.4014817.45
752005.02.23 00:00buy260.801.91061.86022.0106
762005.02.28 00:00modify260.801.91061.91562.0106
772005.03.01 00:00modify260.801.91061.91832.0106
782005.03.01 00:20s/l260.801.91831.91832.0106623.2015440.65
792005.03.02 00:00buy270.801.92061.87022.0206
802005.03.07 00:00modify270.801.92061.92132.0206
812005.03.07 04:05s/l270.801.92131.92132.020661.4015502.05
822005.03.23 00:00sell280.801.88551.93591.7855
832005.03.24 00:00modify280.801.88551.87111.7855
842005.03.24 00:00s/l280.801.87111.87111.78551147.8016649.85
852005.03.25 00:00sell290.901.86881.91921.7688
862005.03.29 00:00modify290.901.86881.86851.7688
872005.03.29 02:43s/l290.901.86851.86851.768817.5516667.40
882005.03.30 00:00sell300.901.87391.92431.7739
892005.04.08 00:00modify300.901.87391.87231.7739
902005.04.08 16:30s/l300.901.87231.87231.7739101.4716768.88
912005.05.13 00:00sell310.901.86371.91411.7637
922005.05.16 00:00modify310.901.86371.85251.7637
932005.05.17 00:00modify310.901.86371.83941.7637
942005.05.17 00:20s/l310.901.83941.83941.76372177.5518946.43
952005.05.18 00:00sell321.001.83501.88541.7350
962005.05.23 00:00modify321.001.83501.82681.7350
972005.05.23 03:07s/l321.001.82681.82681.7350804.2519750.68
982005.05.24 00:00sell331.001.82911.87951.7291
992005.05.27 00:00modify331.001.82911.82241.7291
1002005.05.27 02:00s/l331.001.82241.82241.7291643.7520394.43
1012005.05.30 00:00sell341.101.82391.87431.7239
1022005.06.01 00:00modify341.101.82391.81901.7239
1032005.06.01 02:00s/l341.101.81901.81901.7239515.9020910.33
1042005.06.02 00:00sell351.101.81141.86181.7114
1052005.06.14 00:00modify351.101.81141.80911.7114
1062005.06.14 08:45s/l351.101.80911.80911.7114195.2521105.58
1072005.07.04 00:00sell361.101.75991.81031.6599
1082005.07.05 00:00modify361.101.75991.75981.6599
1092005.07.05 00:22s/l361.101.75981.75981.65995.2221110.80
1102005.07.06 00:00sell371.101.75631.80671.6563
1112005.07.07 00:00modify371.101.75631.75421.6563
1122005.07.07 01:30s/l371.101.75421.75421.6563225.2221336.03
1132005.07.08 00:00sell381.101.74351.79391.6435
1142005.07.11 00:00modify381.101.74351.73881.6435
1152005.07.11 01:21s/l381.101.73881.73881.6435511.2321847.25
1162005.07.12 00:00sell391.101.75751.80791.6575
1172005.07.18 00:00modify391.101.75751.75211.6575
1182005.07.18 01:38s/l391.101.75211.75211.6575559.3522406.60
1192005.07.19 00:00sell401.201.74811.79851.6481
1202005.07.20 00:00modify401.201.74811.74181.6481
1212005.07.20 10:00s/l401.201.74181.74181.6481737.1023143.70
1222005.07.21 00:00sell411.201.74091.79131.6409
1232005.07.25 00:00modify411.201.74091.73931.6409
1242005.07.25 01:32s/l411.201.73931.73931.6409179.4023323.10
1252005.07.26 00:00sell421.201.74691.79731.6469
1262005.07.27 00:00modify421.201.74691.73911.6469
1272005.07.27 10:30s/l421.201.73911.73911.6469917.1024240.20
1282005.08.04 00:00buy431.301.77801.72761.8780
1292005.08.05 00:00modify431.301.77801.77941.8780
1302005.08.05 03:36s/l431.301.77941.77941.8780184.9324425.12
1312005.08.11 00:00buy441.301.79671.74631.8967
1322005.08.12 00:00modify441.301.79671.80911.8967
1332005.08.12 02:00s/l441.301.80911.80911.89671614.9326040.05
1342005.08.15 00:00buy451.401.81651.76611.9165
1352005.09.02 00:00modify451.401.81651.83201.9165
1362005.09.02 00:00s/l451.401.83201.83201.91652233.0028273.05
1372005.09.06 00:00buy461.501.84401.79361.9440
1382005.09.22 16:05s/l461.501.79361.79361.9440-7499.2520773.80
1392005.09.26 00:00sell471.101.77201.82241.6720
1402005.09.28 00:00modify471.101.77201.76901.6720
1412005.09.28 02:15s/l471.101.76901.76901.6720306.9021080.70
1422005.09.29 00:00sell481.101.76801.81841.6680
1432005.09.30 00:00modify481.101.76801.76291.6680
1442005.09.30 03:42s/l481.101.76291.76291.6680555.2321635.92
1452005.10.04 00:00sell491.101.75431.80471.6543
1462005.10.12 00:00modify491.101.75431.74701.6543
1472005.10.12 11:22s/l491.101.74701.74701.6543745.2522381.17
1482005.10.13 00:00sell501.201.75231.80271.6523
1492005.11.03 23:59close at stop501.201.77671.80271.6523-3060.3019320.87