ADX Filter: Sensitivity Test

Oxford Capital Strategies Ltd: http://www.oxfordstrat.com

Trading Strategy: http://www.oxfordstrat.com/trading-strategies/adx
Commission & Slippage: $




























Figure 1.1 !rofit "actor.






























Figure 1.2 Sharpe #atio.






























Figure 1.3 $lcer !erformance %ndex.






























Figure 1.4 Compo&nd 'nn&al (rowth #ate.






























Figure 1.5 )axim&m *rawdown.






























Figure 1.6 !ercent !rofita+le Trades.






























Figure 1.7 ',erage -in/',erage Loss #atio.
















Figure 1.8 ./&ity 0$1: Sensiti,ity Test.