Trading strategy with ADX filter: http://www.oxfordstrat.com/trading-strategies/adx/

1. ADX Filter: Sensitivity Test
Oxford Capital Strategies Ltd: http://www.oxfordstrat.com
Trading Strategy: http://www.oxfordstrat.com/trading-strategies/adx
Commission & Slippage: $0
Figure 1.1 Profit Factor.

2. Figure 1.2 Sharpe Ratio.

3. Figure 1.3 Ulcer Performance Index.

4. Figure 1.4 Compound Annual Growth Rate.

5. Figure 1.5 Maximum Drawdown.

6. Figure 1.6 Percent Profitable Trades.

7. Figure 1.7 Average Win/Average Loss Ratio.

8. Figure 1.8 Equity ($): Sensitivity Test.