Strategy Tester Report
ADX SYSTEM V1 EA
FXOpen-Real1 (Build 1260)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 30 Minutes (M30) 2019.11.14 00:00 - 2020.02.13 23:30 (2019.11.14 - 2020.02.14) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | useTimeFilter=true; HourBegin=12; HourEnd=19; UseMM=true; closeByReverse=true; MMRiskFactor=86; TakeProfit=550; TrailingStop=0; StopLoss=580; IncreaseIfLoss=1.25; Lots=3; ADX_Period=8; ADX_Level=20; MagicNumber=887799; | ||||
| Bars in test | 3966 | Ticks modelled | 1501284 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 20 | ||
| Total net profit | 1052431.92 | Gross profit | 1188046.59 | Gross loss | -135614.68 |
| Profit factor | 8.76 | Expected payoff | 42097.28 | ||
| Absolute drawdown | 196.84 | Maximal drawdown | 302883.90 (38.30%) | Relative drawdown | 83.76% (5341.62) |
| Total trades | 25 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 16 (64.00%) | Loss trades (% of total) | 9 (36.00%) | ||
| Largest | profit trade | 512740.47 | loss trade | -50233.87 | |
| Average | profit trade | 74252.91 | loss trade | -15068.30 | |
| Maximum | consecutive wins (profit in money) | 5 (20396.73) | consecutive losses (loss in money) | 2 (-72000.00) | |
| Maximal | consecutive profit (count of wins) | 985764.61 (3) | consecutive loss (count of losses) | -72000.00 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2019.11.14 16:30 | buy | 1 | 1.48 | 1.10059 | 1.09459 | 1.10609 | ||
| 2 | 2019.11.18 04:18 | t/p | 1 | 1.48 | 1.10609 | 1.09459 | 1.10609 | 785.58 | 1785.58 |
| 3 | 2019.11.21 17:30 | sell | 2 | 2.65 | 1.10639 | 1.11239 | 1.10089 | ||
| 4 | 2019.11.22 14:00 | close | 2 | 2.65 | 1.10667 | 1.11239 | 1.10089 | -64.66 | 1720.92 |
| 5 | 2019.11.22 17:00 | sell | 3 | 3.31 | 1.10458 | 1.11058 | 1.09908 | ||
| 6 | 2019.11.25 19:30 | close | 3 | 3.31 | 1.10131 | 1.11058 | 1.09908 | 1094.29 | 2815.21 |
| 7 | 2019.11.26 13:00 | buy | 4 | 4.17 | 1.10192 | 1.09592 | 1.10742 | ||
| 8 | 2019.11.26 13:30 | close | 4 | 4.17 | 1.10140 | 1.09592 | 1.10742 | -216.84 | 2598.37 |
| 9 | 2019.11.26 15:00 | buy | 5 | 5.21 | 1.10213 | 1.09613 | 1.10763 | ||
| 10 | 2019.11.28 01:00 | close | 5 | 5.21 | 1.10052 | 1.09613 | 1.10763 | -1038.87 | 1559.50 |
| 11 | 2019.12.02 16:00 | buy | 6 | 6.51 | 1.10347 | 1.09747 | 1.10897 | ||
| 12 | 2019.12.02 18:29 | t/p | 6 | 6.51 | 1.10897 | 1.09747 | 1.10897 | 3580.50 | 5140.00 |
| 13 | 2019.12.05 14:00 | buy | 7 | 7.62 | 1.10925 | 1.10325 | 1.11475 | ||
| 14 | 2019.12.12 15:34 | t/p | 7 | 7.62 | 1.11475 | 1.10325 | 1.11475 | 3678.94 | 8818.93 |
| 15 | 2019.12.12 16:00 | buy | 8 | 13.08 | 1.11405 | 1.10805 | 1.11955 | ||
| 16 | 2019.12.13 00:31 | t/p | 8 | 13.08 | 1.11955 | 1.10805 | 1.11955 | 7068.43 | 15887.36 |
| 17 | 2019.12.18 14:00 | sell | 9 | 23.56 | 1.11278 | 1.11878 | 1.10728 | ||
| 18 | 2019.12.18 19:30 | close | 9 | 23.56 | 1.11184 | 1.11878 | 1.10728 | 2214.64 | 18102.00 |
| 19 | 2019.12.20 13:30 | sell | 10 | 26.84 | 1.10943 | 1.11543 | 1.10393 | ||
| 20 | 2019.12.23 05:00 | close | 10 | 26.84 | 1.10803 | 1.11543 | 1.10393 | 3854.22 | 21956.23 |
| 21 | 2019.12.23 17:30 | buy | 11 | 32.56 | 1.10920 | 1.10320 | 1.11470 | ||
| 22 | 2019.12.26 11:30 | close | 11 | 32.56 | 1.10935 | 1.10320 | 1.11470 | -1074.48 | 20881.75 |
| 23 | 2019.12.30 12:30 | buy | 12 | 40.70 | 1.11994 | 1.11394 | 1.12544 | ||
| 24 | 2019.12.30 19:30 | close | 12 | 40.70 | 1.12143 | 1.11394 | 1.12544 | 6064.30 | 26946.05 |
| 25 | 2020.01.02 14:00 | sell | 13 | 39.95 | 1.11847 | 1.12447 | 1.11297 | ||
| 26 | 2020.01.03 06:00 | close | 13 | 39.95 | 1.11739 | 1.12447 | 1.11297 | 4458.42 | 31404.47 |
| 27 | 2020.01.07 16:00 | sell | 14 | 46.57 | 1.11560 | 1.12160 | 1.11010 | ||
| 28 | 2020.01.09 00:30 | close | 14 | 46.57 | 1.11119 | 1.12160 | 1.11010 | 21207.98 | 52612.45 |
| 29 | 2020.01.13 18:00 | buy | 15 | 78.01 | 1.11351 | 1.10751 | 1.11901 | ||
| 30 | 2020.01.17 05:30 | close | 15 | 78.01 | 1.11335 | 1.10751 | 1.11901 | -5741.54 | 46870.91 |
| 31 | 2020.01.21 17:00 | sell | 16 | 97.51 | 1.11030 | 1.11630 | 1.10480 | ||
| 32 | 2020.01.23 17:00 | close | 16 | 97.51 | 1.10712 | 1.11630 | 1.10480 | 32412.32 | 79283.23 |
| 33 | 2020.01.23 17:30 | sell | 17 | 117.56 | 1.10529 | 1.11129 | 1.09979 | ||
| 34 | 2020.01.24 14:30 | close | 17 | 117.56 | 1.10385 | 1.11129 | 1.09979 | 17351.86 | 96635.09 |
| 35 | 2020.01.27 16:00 | buy | 18 | 143.29 | 1.10292 | 1.09692 | 1.10842 | ||
| 36 | 2020.01.31 00:00 | close | 18 | 143.29 | 1.10313 | 1.09692 | 1.10842 | -5244.41 | 91390.68 |
| 37 | 2020.01.31 12:00 | buy | 19 | 179.11 | 1.10304 | 1.09704 | 1.10854 | ||
| 38 | 2020.01.31 18:01 | t/p | 19 | 179.11 | 1.10854 | 1.09704 | 1.10854 | 98510.50 | 189901.18 |
| 39 | 2020.02.03 17:00 | sell | 20 | 281.58 | 1.10428 | 1.11028 | 1.09878 | ||
| 40 | 2020.02.04 00:00 | close | 20 | 281.58 | 1.10610 | 1.11028 | 1.09878 | -50233.87 | 139667.30 |
| 41 | 2020.02.04 12:30 | sell | 21 | 351.98 | 1.10520 | 1.11120 | 1.09970 | ||
| 42 | 2020.02.05 21:24 | t/p | 21 | 351.98 | 1.09970 | 1.11120 | 1.09970 | 194856.13 | 334523.43 |
| 43 | 2020.02.06 18:00 | sell | 22 | 496.02 | 1.09765 | 1.10365 | 1.09215 | ||
| 44 | 2020.02.11 13:53 | t/p | 22 | 496.02 | 1.09215 | 1.10365 | 1.09215 | 278168.02 | 612691.45 |
| 45 | 2020.02.11 14:00 | sell | 23 | 908.47 | 1.09127 | 1.09727 | 1.08577 | ||
| 46 | 2020.02.13 13:58 | t/p | 23 | 908.47 | 1.08577 | 1.09727 | 1.08577 | 512740.47 | 1125431.92 |
| 47 | 2020.02.13 16:30 | sell | 24 | 1000.00 | 1.08528 | 1.09128 | 1.07978 | ||
| 48 | 2020.02.13 17:00 | close | 24 | 1000.00 | 1.08566 | 1.09128 | 1.07978 | -38000.00 | 1087431.92 |
| 49 | 2020.02.13 17:30 | sell | 25 | 1000.00 | 1.08370 | 1.08970 | 1.07820 | ||
| 50 | 2020.02.13 23:59 | close at stop | 25 | 1000.00 | 1.08404 | 1.08970 | 1.07820 | -34000.00 | 1053431.92 |