SAR ADX Expert Advisor implements the classical strategy developed by Welles Wilder using Parabolic SAR and ADX together. This is a trend following strategy.
This EA was tested on 29 September 2011 (Year to Date) on EURUSD H1 MT4 using default settings. Get this EA here (mq4).
Bars in test 10422
Ticks modelled 7761477
Modelling quality n/a
Mismatched charts errors 720
Initial deposit 100000.00
Total net profit 288.60
Gross profit 18495.90
Gross loss -18207.30
Profit factor 1.02
Expected payoff 0.36
Absolute drawdown 144.20
Maximal drawdown 5140.20 (4.88%)
Relative drawdown 4.88% (5140.20)
Total trades 804
Short positions (won %) 400 (28.75%)
Long positions (won %) 404 (34.90%)
Profit trades (% of total) 256 (31.84%)
Loss trades (% of total) 548 (68.16%)
Largest
profit trade 402.80
loss trade -171.80
Average
profit trade 72.25
loss trade -33.22
Maximum
consecutive wins (profit in money) 9 (2356.60)
consecutive losses (loss in money) 15 (-601.20)
Maximal
consecutive profit (count of wins) 2356.60 (9)
consecutive loss (count of losses) -799.20 (14)
Average
consecutive wins 2
consecutive losses 4
