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

SymbolAUDJPY (Australian Dollar vs Japanese Yen)
Period5 Minutes (M5) 2021.03.10 00:00 - 2023.02.09 06:30 (2021.03.10 - 2023.02.10)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersGeneralSettingsStr="#====== General settings ======#"; OrderComment="IncoLimit AUDJPY M5 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=5; SMStr="======= Grid spacing ========"; SMFirstStep=2; SMFirstStepToChange=0; SMNumberOfStepsToChange=0; SMChangeEvery=5; SMChangeFactor=1; SMChangePercent=0; MaxOrdersInOneDirection=1; IncognitoStrategyStr="#====== Incognito Stragegy ======#"; IncognitoTimeFrame=0; MinimumChannelWidthPips=0.4; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=35; ChannelFactor=1.7; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=0.5; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=0; MaxSpreadPips=9; TicksToAverageSpread=25; RangeFilterPips=120; ATRFilterTimeFrame=60; ATRFilterPeriod=30; MaxATRPips=40; UseBBTouchFilter=false; BBTouchFilterMinutes=220; BBTouchFilterPeriod=60; BBTouchFilterDeviations=1.5; WaitMinutesBetweenEntries=5; WaitMinutesAfterLoss=65; SP500Symbol="US500"; SP500CrashLimitPips=2500; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=40; TakeProfitPips=35; UseDynamicTake=false; MinutesToGiveUp=16; GiveUpPips=5.8; OrderTimeToLiveMinutes=130; CloseWhenOutOfChannelAfterMinutes=110; IncognitoGiveUpMinutes=6; CloseMinutesAfterSession=1880; TimeToStartTrailingMinutes=145; TrailingSpeedPipsPerCandle=2.2; 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=0; StartTradeMinuteW=10; DurationMinutesW=60; EndTradeHourW=0; 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=0; StartTradeMinuteS=0; DurationMinutesS=60; EndTradeHourS=0; EndTradeMinuteS=0; TradeTimeStr23="<==== Roll Over Filter ====>"; OpenOrdersInRollover=true; CloseOrdersInRollover=true; FreezeMinutesBeforeRollover=0; FreezeMinutesAfterRollover=0; TradeTimeStr24="<==== Christmas&SkipMonths ====>"; DayChristmasBreakStarts=23; DayChristmasBreakStops=5; MonthsToSkip=""; MoveStopsInRollover=false; RolloverStopPips=100; _22_="<==== News Filter ====>"; UseNewsFilter=true; TimeBeforeNews=60; CloseTimeBeforeNews=0; TimeAfterNews=120; ConsiderHighImpactNews=true; NewsSymb="";
Bars in test143906Ticks modelled54608441Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit17.70Gross profit29.32Gross loss-11.62
Profit factor2.52Expected payoff0.23
Absolute drawdown0.52Maximal drawdown5.84 (0.06%)Relative drawdown0.06% (5.84)
Total trades76Short positions (won %)36 (86.11%)Long positions (won %)40 (75.00%)
Profit trades (% of total)61 (80.26%)Loss trades (% of total)15 (19.74%)
Largestprofit trade2.69loss trade-3.18
Averageprofit trade0.48loss trade-0.77
Maximumconsecutive wins (profit in money)36 (17.15)consecutive losses (loss in money)3 (-1.91)
Maximalconsecutive profit (count of wins)17.15 (36)consecutive loss (count of losses)-3.18 (1)
Averageconsecutive wins8consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.10 00:07buy10.0183.63683.23683.986
22021.03.10 00:50close10.0183.72083.23683.9860.6010000.60
32021.03.22 00:03buy20.0183.79683.39684.146
42021.03.22 01:10close20.0184.05983.39684.1461.9710002.57
52021.03.29 00:08sell30.0183.84184.24183.491
62021.03.29 01:15close30.0183.76784.24183.4910.5210003.09
72021.04.07 00:37buy40.0184.07483.67484.424
82021.04.07 01:01close40.0184.11783.67484.4240.2910003.38
92021.04.23 00:15buy50.0183.16882.76883.518
102021.04.23 00:59close50.0183.21682.76883.5180.3310003.71
112021.04.26 00:10buy60.0183.56983.16983.919
122021.04.26 00:54close60.0183.63283.16983.9190.4410004.15
132021.05.03 00:16sell70.0184.38384.78384.033
142021.05.03 01:52close70.0184.36084.78384.0330.1310004.28
152021.07.02 00:52sell80.0183.34483.74482.994
162021.07.02 01:00close80.0183.31583.74482.9940.1810004.46
172021.07.05 00:07buy90.0183.52883.12883.878
182021.07.05 01:00close90.0183.54483.12883.8780.0810004.54
192021.07.13 00:15sell100.0182.63383.03382.283
202021.07.13 01:00close100.0182.55583.03382.2830.5510005.09
212021.07.16 00:06sell110.0181.67682.07681.326
222021.07.16 01:04close110.0181.53582.07681.3261.0410006.13
232021.07.20 00:13sell120.0180.47680.87680.126
242021.07.20 01:20close120.0180.38280.87680.1260.6810006.81
252021.07.23 00:07buy130.0181.24180.84181.591
262021.07.23 00:58close130.0181.38880.84181.5911.0810007.89
272021.07.23 00:58sell140.0181.38681.78681.036
282021.07.23 00:59close140.0181.22981.78681.0361.1610009.05
292021.07.23 00:59buy150.0181.22980.82981.579
302021.07.23 01:00close150.0181.30380.82981.5790.5210009.57
312021.07.27 00:07sell160.0181.51981.91981.169
322021.07.27 00:20close160.0181.47781.91981.1690.2810009.85
332021.07.29 00:30buy170.0180.96680.56681.316
342021.07.29 00:39close170.0181.02080.56681.3160.3810010.23
352021.08.03 00:08buy180.0180.43880.03880.788
362021.08.03 00:16close180.0180.46980.03880.7880.2010010.43
372021.08.11 00:08sell190.0181.31681.71680.966
382021.08.11 00:26close190.0181.26281.71680.9660.3710010.80
392021.08.17 00:08sell200.0180.20780.60779.857
402021.08.17 00:47close200.0180.17580.60779.8570.2010011.00
412021.08.18 00:08buy210.0179.39678.99679.746
422021.08.18 00:16close210.0179.48378.99679.7460.6210011.62
432021.08.24 00:06buy220.0179.09678.69679.446
442021.08.24 00:39close220.0179.11578.69679.4460.1110011.73
452021.08.24 00:44buy230.0179.08278.68279.432
462021.08.24 00:50close230.0179.11578.68279.4320.2210011.95
472021.08.26 00:17sell240.0180.08380.48379.733
482021.08.26 00:26close240.0180.05680.48379.7330.1710012.12
492021.08.26 00:37sell250.0180.08480.48479.734
502021.08.26 00:43close250.0180.04780.48479.7340.2410012.36
512021.08.26 00:46sell260.0180.08280.48279.732
522021.08.26 00:52close260.0180.03780.48279.7320.3110012.67
532021.09.20 00:14buy270.0179.84879.44880.198
542021.09.20 01:00close270.0179.87879.44880.1980.1910012.86
552021.10.04 00:04buy280.0180.63480.23480.984
562021.10.04 01:00close280.0180.64680.23480.9840.0510012.91
572021.10.15 00:28sell290.0184.33684.73683.986
582021.10.15 01:00close290.0184.30584.73683.9860.2010013.11
592021.10.25 00:07sell300.0184.76685.16684.416
602021.10.25 01:03close300.0184.75185.16684.4160.0810013.19
612021.10.28 00:58sell310.0185.63986.03985.289
622021.10.28 01:04close310.0185.58186.03985.2890.4010013.59
632021.11.08 00:13sell320.0183.93684.33683.586
642021.11.08 00:57close320.0183.90884.33683.5860.1710013.76
652021.11.10 00:07sell330.0183.33083.73082.980
662021.11.10 00:28close330.0183.28183.73082.9800.3410014.10
672021.11.17 00:08sell340.0183.85584.25583.505
682021.11.17 01:01close340.0183.82384.25583.5050.2010014.30
692021.11.19 00:12buy350.0183.08882.68883.438
702021.11.19 00:32close350.0183.11582.68883.4380.1610014.46
712021.11.29 00:01sell360.0181.05081.45080.700
722021.11.29 00:25t/p360.0180.69381.45080.7002.6910017.15
732021.11.30 00:09sell370.0181.12381.52380.773
742021.11.30 02:15close370.0181.37781.52380.773-1.9810015.17
752021.12.09 00:59buy380.0181.51781.11781.867
762021.12.09 02:00close380.0181.51781.11781.867-0.0410015.13
772021.12.13 00:00buy390.0181.18980.78981.539
782021.12.13 01:01close390.0181.28780.78981.5390.7010015.83
792021.12.21 00:58buy400.0180.75980.35981.109
802021.12.21 01:29close400.0180.78480.35981.1090.1510015.98
812021.12.22 00:39buy410.0181.58081.18081.930
822021.12.22 02:43close410.0181.53081.18081.930-0.4210015.56
832021.12.23 00:00buy420.0182.32181.92182.671
842021.12.23 01:05close420.0182.31081.92182.671-0.1310015.43
852022.01.10 00:07buy430.0182.96482.56483.314
862022.01.10 00:45close430.0182.98282.56483.3140.1010015.53
872022.02.07 00:06sell440.0181.60082.00081.250
882022.02.07 01:38close440.0181.59482.00081.2500.0110015.54
892022.02.21 00:00buy450.0182.54482.14482.894
902022.02.21 02:10close450.0182.36382.14482.894-1.4210014.12
912022.02.22 00:54buy460.0182.42982.02982.779
922022.02.22 02:05close460.0182.38082.02982.779-0.4110013.71
932022.02.28 00:05buy470.0183.05982.65983.409
942022.02.28 02:00close470.0183.05482.65983.409-0.0810013.63
952022.03.07 00:02sell480.0184.73985.13984.389
962022.03.07 01:00close480.0184.70985.13984.3890.1910013.82
972022.03.28 00:29buy490.0191.66991.27192.021
982022.03.28 01:04close490.0191.75791.27192.0210.6310014.45
992022.04.11 00:00buy500.0192.62592.20492.954
1002022.04.11 01:00close500.0192.68692.20492.9540.4310014.88
1012022.04.19 00:56sell510.0193.40793.79693.046
1022022.04.19 03:06close510.0193.49693.79693.046-0.7210014.16
1032022.04.21 00:06sell520.0195.28695.68694.936
1042022.04.21 01:46close520.0195.31295.68694.936-0.2410013.92
1052022.04.22 00:25sell530.0194.66395.07394.323
1062022.04.22 01:52close530.0194.65695.07394.3230.0110013.93
1072022.05.31 00:59sell540.0191.86692.26691.516
1082022.05.31 01:05close540.0191.82892.26691.5160.2510014.18
1092022.06.15 00:58sell550.0193.20493.59892.848
1102022.06.15 02:10close550.0193.12393.59892.8480.5810014.76
1112022.09.01 00:32sell560.0195.13895.54194.791
1122022.09.01 01:24close560.0195.10695.54194.7910.2110014.97
1132022.09.05 00:00buy570.0195.08994.68995.439
1142022.09.05 01:18close570.0195.25494.68995.4391.2210016.19
1152022.09.12 00:00buy580.0197.16496.76497.514
1162022.09.12 01:00close580.0197.45096.76497.5142.1510018.34
1172022.11.07 00:22buy590.0194.40093.99594.745
1182022.11.07 01:15close590.0194.62793.99594.7451.6910020.03
1192022.11.08 00:59buy600.0194.92594.51395.263
1202022.11.08 01:05close600.0194.96094.51395.2630.2310020.26
1212022.11.14 00:00sell610.0193.21593.61592.865
1222022.11.14 00:11s/l610.0193.62593.61592.865-3.1810017.08
1232022.11.22 00:51sell620.0193.91694.31393.563
1242022.11.22 01:13close620.0193.86894.31393.5630.3210017.40
1252022.11.28 00:01buy630.0193.68693.28694.036
1262022.11.28 02:11close630.0193.52393.28694.036-1.2810016.12
1272022.11.30 00:58buy640.0192.69092.29093.040
1282022.11.30 01:58close640.0192.68992.29093.040-0.0410016.08
1292022.12.01 00:57sell650.0193.78694.17793.427
1302022.12.01 01:03close650.0193.70494.17793.4270.5910016.67
1312022.12.13 00:59buy660.0192.82792.42793.177
1322022.12.13 01:15close660.0192.88992.42793.1770.4410017.11
1332022.12.19 00:32buy670.0191.23890.83891.588
1342022.12.19 01:32close670.0191.30490.83891.5880.4710017.58
1352022.12.20 00:19buy680.0191.69891.25492.004
1362022.12.20 01:00close680.0191.71591.25492.0040.0910017.67
1372022.12.23 00:57sell690.0188.35188.75788.007
1382022.12.23 01:03close690.0188.28588.75788.0070.4610018.13
1392023.01.06 00:49sell700.0190.18490.56889.818
1402023.01.06 01:40close700.0190.13290.56889.8180.3610018.49
1412023.01.09 00:02buy710.0190.80090.40091.150
1422023.01.09 00:48close710.0190.84490.40091.1500.2910018.78
1432023.01.30 00:14buy720.0192.20291.80292.552
1442023.01.30 01:01close720.0192.23191.80292.5520.1810018.96
1452023.01.31 00:16buy730.0192.05391.64792.397
1462023.01.31 01:37close730.0192.04391.64792.397-0.1110018.85
1472023.02.01 00:22buy740.0191.76091.35792.107
1482023.02.01 01:23close740.0191.75791.35792.107-0.0610018.79
1492023.02.06 00:07sell750.0191.15891.55890.808
1502023.02.06 02:17close750.0191.35091.55890.808-1.5110017.28
1512023.02.08 00:59sell760.0191.26191.66490.914
1522023.02.08 01:30close760.0191.20191.66490.9140.4210017.70