Strategy Tester Report
IncognitoScalper_v.3.8.ex4
Tickmill-Live09 (Build 1370)

Symbol | EURCHF (Euro vs Swiss Franc)
Period | 5 Minutes (M5) 2021.03.10 00:00 - 2023.02.09 06:35 (2021.03.10 - 2023.02.10)
Model | Every tick (the most precise method based on all available least timeframes)
Parameters | GeneralSettingsStr="#====== General settings ======#"; OrderComment="IncoLimit EURCHF 1.0"; MagicNumber=5410; InpTradeMode=2; LMStr="====== Lot management ======="; LMStartLot=0.01; LMStartLotPerBalance=0; LMNoRecoilMM=false; LMRoundingLot=0; LMMaxLot=0; LMKeepTrack=true; LMFirstLevelToMultiply=1; LMNumberOfLevelsToMultiply=0; LMLotFactor=1.1; LMIncrementPercent=30; LMChangeEvery=8; LMChangeFactor=1.19; GridMode=1; GridTimeframMode=1; SMStr="======= Grid spacing ========"; SMFirstStep=2; SMFirstStepToChange=0; SMNumberOfStepsToChange=0; SMChangeEvery=5; SMChangeFactor=1; SMChangePercent=0; MaxOrdersInOneDirection=1; IncognitoStrategyStr="#====== Incognito Stragegy ======#"; IncognitoTimeFrame=5; MinimumChannelWidthPips=1; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=30; ChannelFactor=1.2; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=1; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=0; MaxSpreadPips=6; TicksToAverageSpread=25; RangeFilterPips=60; ATRFilterTimeFrame=60; ATRFilterPeriod=24; MaxATRPips=55; UseBBTouchFilter=false; BBTouchFilterMinutes=180; BBTouchFilterPeriod=25; BBTouchFilterDeviations=1.2; WaitMinutesBetweenEntries=5; WaitMinutesAfterLoss=45; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=30; TakeProfitPips=30; UseDynamicTake=true; MinutesToGiveUp=20; GiveUpPips=12; OrderTimeToLiveMinutes=160; CloseWhenOutOfChannelAfterMinutes=130; IncognitoGiveUpMinutes=12; CloseMinutesAfterSession=240; TimeToStartTrailingMinutes=0; TrailingSpeedPipsPerCandle=0; DDLimitUSDPerMinLot=0; AccountCurrencyConversionRate=0; TradeTimeStr0="#============= Time settings =============#"; TradeRoundTheClock=false; TradeTimeStr1="- broker GMT offset will be auto-adjusted -"; TradeTimeStr2="-- Set your winter GMT offset for tester --"; AutoGMT=false; BrokerGMTOffsetWinter=2; BrokerDstMode=2; TargetGMTOffsetWinter=2; TargetDstMode=2; TradeTimeStr3="----- Trade intervals, comma separated ----"; TradeTimeStr4="----- set time in the target timezone -----"; TradeTimeStr5="Format: 'hh:mm-hh:mm', blank for no trading"; TradeTimeStr6="----------------- WINTER ------------------"; TradeTimeStr7="<== SUNDAY ==>"; SUNDAY_TradeIntervalsW=""; TradeTimeStr8="<== MONDAY ==>"; MONDAY_TradeIntervalsW="00:00-01:00"; TradeTimeStr9="<== TUESDAY ==>"; TUESDAY_TradeIntervalsW="00:00-01:00"; TradeTimeStr10="<== WEDNESDAY ==>"; WEDNESDAY_TradeIntervalsW="00:00-01:00"; TradeTimeStr11="<== THURSDAY ==>"; THURSDAY_TradeIntervalsW="00:00-01:00"; TradeTimeStr12="<== FRIDAY ==>"; FRIDAY_TradeIntervalsW="00:00-01:00"; TradeTimeStr13="--- Extra interval, every day (for opt) ---"; AddExtraIntervalW=false; StartTradeHourW=17; StartTradeMinuteW=0; DurationMinutesW=60; EndTradeHourW=17; EndTradeMinuteW=0; TradeTimeStr14=""; TradeTimeStr15="----------------- SUMMER ------------------"; UseWinterScheduleAllYear=true; TradeTimeStr16="<== SUNDAY ==>"; SUNDAY_TradeIntervalsS=""; TradeTimeStr17="<== MONDAY ==>"; MONDAY_TradeIntervalsS=""; TradeTimeStr18="<== TUESDAY ==>"; TUESDAY_TradeIntervalsS=""; TradeTimeStr19="<== WEDNESDAY ==>"; WEDNESDAY_TradeIntervalsS=""; TradeTimeStr20="<== THURSDAY ==>"; THURSDAY_TradeIntervalsS=""; TradeTimeStr21="<== FRIDAY ==>"; FRIDAY_TradeIntervalsS=""; TradeTimeStr22="--- Extra interval, every day (for opt) ---"; AddExtraIntervalS=false; StartTradeHourS=17; StartTradeMinuteS=0; DurationMinutesS=60; EndTradeHourS=17; EndTradeMinuteS=0; TradeTimeStr23="<==== Roll Over Filter ====>"; OpenOrdersInRollover=false; CloseOrdersInRollover=false; FreezeMinutesBeforeRollover=1; FreezeMinutesAfterRollover=5; TradeTimeStr24="<==== Christmas&SkipMonths ====>"; DayChristmasBreakStarts=23; DayChristmasBreakStops=5; MonthsToSkip=""; MoveStopsInRollover=false; RolloverStopPips=50; _22_="<==== News Filter ====>"; UseNewsFilter=true; TimeBeforeNews=60; CloseTimeBeforeNews=0; TimeAfterNews=120; ConsiderHighImpactNews=true; NewsSymb=""; LogLevel=5;
Bars in test | 141519 | Ticks modelled | 25262473 | Modelling quality | 99.90%
Mismatched charts errors | 0 |  |  |  |
Initial deposit | 10000.00 |  |  | Spread | Variable
Total net profit | 1.43 | Gross profit | 2.87 | Gross loss | -1.44
Profit factor | 1.99 | Expected payoff | 0.10 |  |
Absolute drawdown | 1.63 | Maximal drawdown | 2.59 (0.03%) | Relative drawdown | 0.03% (2.59)
Total trades | 14 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 11 (54.55%)
| Profit trades (% of total) | 8 (57.14%) | Loss trades (% of total) | 6 (42.86%)
Largest | profit trade | 0.94 | loss trade | -0.80
Average | profit trade | 0.36 | loss trade | -0.24
Maximum | consecutive wins (profit in money) | 3 (1.01) | consecutive losses (loss in money) | 3 (-0.50)
Maximal | consecutive profit (count of wins) | 1.01 (3) | consecutive loss (count of losses) | -0.80 (1)
Average | consecutive wins | 2 | consecutive losses | 2

# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance
1 | 2021.03.10 00:39 | buy | 1 | 0.01 | 1.10398 | 1.10098 | 1.10698 |
2 | 2021.03.10 01:01 | close | 1 | 0.01 | 1.10415 | 1.10098 | 1.10698 | 0.14 | 10000.14
3 | 2021.03.22 00:08 | buy | 2 | 0.01 | 1.10587 | 1.10287 | 1.10887 |
4 | 2021.03.22 02:02 | close | 2 | 0.01 | 1.10517 | 1.10287 | 1.10887 | -0.80 | 9999.34
5 | 2021.03.30 00:52 | buy | 3 | 0.01 | 1.10467 | 1.10167 | 1.10767 |
6 | 2021.03.30 01:03 | close | 3 | 0.01 | 1.10508 | 1.10167 | 1.10767 | 0.40 | 9999.74
7 | 2021.04.01 00:05 | buy | 4 | 0.01 | 1.10706 | 1.10406 | 1.11006 |
8 | 2021.04.01 01:50 | close | 4 | 0.01 | 1.10700 | 1.10406 | 1.11006 | -0.11 | 9999.63
9 | 2021.05.21 00:27 | buy | 5 | 0.01 | 1.09712 | 1.09412 | 1.10012 |
10 | 2021.05.21 01:10 | close | 5 | 0.01 | 1.09721 | 1.09412 | 1.10012 | 0.06 | 9999.69
11 | 2021.08.19 00:05 | sell | 6 | 0.01 | 1.07424 | 1.07724 | 1.07124 |
12 | 2021.08.19 00:58 | close | 6 | 0.01 | 1.07333 | 1.07724 | 1.07124 | 0.94 | 10000.63
13 | 2021.10.20 00:30 | buy | 7 | 0.01 | 1.07334 | 1.07034 | 1.07634 |
14 | 2021.10.20 01:00 | close | 7 | 0.01 | 1.07339 | 1.07034 | 1.07634 | 0.01 | 10000.64
15 | 2021.11.24 00:07 | buy | 8 | 0.01 | 1.04964 | 1.04664 | 1.05264 |
16 | 2021.11.24 01:00 | close | 8 | 0.01 | 1.04965 | 1.04664 | 1.05264 | -0.03 | 10000.61
17 | 2022.02.08 00:41 | buy | 9 | 0.01 | 1.05556 | 1.05256 | 1.05856 |
18 | 2022.02.08 01:10 | close | 9 | 0.01 | 1.05614 | 1.05256 | 1.05856 | 0.59 | 10001.20
19 | 2022.03.04 00:10 | buy | 10 | 0.01 | 1.01549 | 1.01249 | 1.01849 |
20 | 2022.03.04 01:23 | close | 10 | 0.01 | 1.01536 | 1.01249 | 1.01849 | -0.18 | 10001.02
21 | 2022.04.11 00:10 | sell | 11 | 0.01 | 1.01707 | 1.02007 | 1.01407 |
22 | 2022.04.11 01:47 | close | 11 | 0.01 | 1.01708 | 1.02007 | 1.01407 | -0.05 | 10000.97
23 | 2022.11.03 00:39 | buy | 12 | 0.01 | 0.98471 | 0.98171 | 0.98771 |
24 | 2022.11.03 01:54 | close | 12 | 0.01 | 0.98450 | 0.98171 | 0.98771 | -0.27 | 10000.70
25 | 2022.12.15 00:09 | sell | 13 | 0.01 | 0.98734 | 0.99034 | 0.98434 |
26 | 2022.12.15 01:03 | close | 13 | 0.01 | 0.98709 | 0.99034 | 0.98434 | 0.23 | 10000.93
27 | 2023.01.19 00:51 | buy | 14 | 0.01 | 0.98846 | 0.98551 | 0.99151 |
28 | 2023.01.19 01:07 | close | 14 | 0.01 | 0.98896 | 0.98551 | 0.99151 | 0.50 | 10001.43