EM_VOL – expert for MetaTrader 4

Description:

This Strategy use ADX and ATR for the volatity, when Adx is < 30 open 1 buy stop and 1 Sell stop in High+ATR (14) and Low-ATR(14) the money management is similar Sophia1.1

Strategy Tester Report
EM_VOL
EGlobal-PAMM (Build 427)

Symbol EURUSD (Euro vs US Dollar)
Period 1 Hour (H1) 2012.02.08 00:00 – 2012.06.25 21:00
Model Every tick (the most precise method based on all available least timeframes)
Parameters MMType=1; UseClose=false; UseAdd=true; LotExponent=1.2; slip=3; Lots=0.02; LotsDigits=2; TakeProfit=100; Stoploss=500; TrailStart=10; TrailStop=10; PipStep=100; MaxTrades=30; UseEquityStop=false; TotalEquityRisk=20; UseTrailingStop=true; UseTimeOut=false; MaxTradeOpenHours=2; MaximumRisk=0.001;
Bars in test 2452 Ticks modelled 927548 Modelling quality 90.14%
Mismatched charts errors 9
Initial deposit 10000.00
Total net profit 250.82 Gross profit 514.67 Gross loss -263.86
Profit factor 1.95 Expected payoff 0.71
Absolute drawdown 297.54 Maximal drawdown 330.30 (3.29%) Relative drawdown 3.29% (330.30)
Total trades 352 Short positions (won %) 202 (72.28%) Long positions (won %) 150 (52.67%)
Profit trades (% of total) 225 (63.92%) Loss trades (% of total) 127 (36.08%)
Largest profit trade 83.14 loss trade -35.70
Average profit trade 2.29 loss trade -2.08
Maximum consecutive wins (profit in money) 19 (38.66) consecutive losses (loss in money) 7 (-81.96)
Maximal consecutive profit (count of wins) 84.36 (6) consecutive loss (count of losses) -81.96 (7)
Average consecutive wins 4 consecutive losses 2