| Symbol | AUDNZD (Australian Dollar vs New Zealand Dollar) | ||||
| 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 AUDNZD 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=28; ChannelFactor=2; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=0; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=0; MaxSpreadPips=8; TicksToAverageSpread=25; RangeFilterPips=80; ATRFilterTimeFrame=60; ATRFilterPeriod=0; MaxATRPips=20; UseBBTouchFilter=false; BBTouchFilterMinutes=220; BBTouchFilterPeriod=60; BBTouchFilterDeviations=1.5; WaitMinutesBetweenEntries=3; WaitMinutesAfterLoss=65; SP500Symbol="US500"; SP500CrashLimitPips=2500; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=60; TakeProfitPips=30; UseDynamicTake=false; MinutesToGiveUp=16; GiveUpPips=5.8; OrderTimeToLiveMinutes=130; CloseWhenOutOfChannelAfterMinutes=110; IncognitoGiveUpMinutes=4; CloseMinutesAfterSession=185; TimeToStartTrailingMinutes=185; 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=25; DayChristmasBreakStops=5; MonthsToSkip=""; MoveStopsInRollover=false; RolloverStopPips=100; _22_="<==== News Filter ====>"; UseNewsFilter=true; TimeBeforeNews=40; CloseTimeBeforeNews=0; TimeAfterNews=120; ConsiderHighImpactNews=true; NewsSymb=""; LogLevel=5; | ||||
| Bars in test | 143870 | Ticks modelled | 45607407 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 7.80 | Gross profit | 14.14 | Gross loss | -6.34 |
| Profit factor | 2.23 | Expected payoff | 0.13 | ||
| Absolute drawdown | 1.66 | Maximal drawdown | 3.00 (0.03%) | Relative drawdown | 0.03% (3.00) |
| Total trades | 58 | Short positions (won %) | 31 (87.10%) | Long positions (won %) | 27 (81.48%) |
| Profit trades (% of total) | 49 (84.48%) | Loss trades (% of total) | 9 (15.52%) | ||
| Largest | profit trade | 0.88 | loss trade | -2.19 | |
| Average | profit trade | 0.29 | loss trade | -0.70 | |
| Maximum | consecutive wins (profit in money) | 16 (4.32) | consecutive losses (loss in money) | 2 (-0.30) | |
| Maximal | consecutive profit (count of wins) | 4.32 (16) | consecutive loss (count of losses) | -2.19 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2021.03.10 00:09 | buy | 1 | 0.01 | 1.07512 | 1.06912 | 1.07812 | ||
| 2 | 2021.03.10 01:29 | close | 1 | 0.01 | 1.07510 | 1.06912 | 1.07812 | -0.06 | 9999.94 |
| 3 | 2021.03.12 00:12 | sell | 2 | 0.01 | 1.07808 | 1.08408 | 1.07508 | ||
| 4 | 2021.03.12 00:45 | close | 2 | 0.01 | 1.07766 | 1.08408 | 1.07508 | 0.22 | 10000.16 |
| 5 | 2021.03.18 00:49 | sell | 3 | 0.01 | 1.07843 | 1.08443 | 1.07543 | ||
| 6 | 2021.03.18 01:03 | close | 3 | 0.01 | 1.07762 | 1.08443 | 1.07543 | 0.48 | 10000.64 |
| 7 | 2021.03.19 00:09 | buy | 4 | 0.01 | 1.08210 | 1.07610 | 1.08510 | ||
| 8 | 2021.03.19 00:21 | close | 4 | 0.01 | 1.08278 | 1.07610 | 1.08510 | 0.39 | 10001.03 |
| 9 | 2021.03.23 00:27 | sell | 5 | 0.01 | 1.08225 | 1.08825 | 1.07925 | ||
| 10 | 2021.03.23 02:45 | close | 5 | 0.01 | 1.08565 | 1.08825 | 1.07925 | -2.19 | 9998.84 |
| 11 | 2021.04.16 00:09 | sell | 6 | 0.01 | 1.08137 | 1.08737 | 1.07837 | ||
| 12 | 2021.04.16 00:28 | close | 6 | 0.01 | 1.08092 | 1.08737 | 1.07837 | 0.25 | 9999.09 |
| 13 | 2021.04.19 00:05 | sell | 7 | 0.01 | 1.08372 | 1.08972 | 1.08072 | ||
| 14 | 2021.04.19 01:05 | close | 7 | 0.01 | 1.08321 | 1.08972 | 1.08072 | 0.29 | 9999.38 |
| 15 | 2021.05.12 00:59 | buy | 8 | 0.01 | 1.07801 | 1.07201 | 1.08101 | ||
| 16 | 2021.05.12 01:15 | close | 8 | 0.01 | 1.07830 | 1.07201 | 1.08101 | 0.14 | 9999.52 |
| 17 | 2021.05.13 00:10 | sell | 9 | 0.01 | 1.08020 | 1.08620 | 1.07720 | ||
| 18 | 2021.05.13 00:25 | close | 9 | 0.01 | 1.07940 | 1.08620 | 1.07720 | 0.47 | 9999.99 |
| 19 | 2021.06.03 00:35 | buy | 10 | 0.01 | 1.07073 | 1.06473 | 1.07373 | ||
| 20 | 2021.06.03 01:05 | close | 10 | 0.01 | 1.07121 | 1.06473 | 1.07373 | 0.26 | 10000.25 |
| 21 | 2021.06.21 00:08 | buy | 11 | 0.01 | 1.07866 | 1.07266 | 1.08166 | ||
| 22 | 2021.06.21 01:15 | close | 11 | 0.01 | 1.07888 | 1.07266 | 1.08166 | 0.10 | 10000.35 |
| 23 | 2021.07.01 00:06 | buy | 12 | 0.01 | 1.07271 | 1.06671 | 1.07571 | ||
| 24 | 2021.07.01 00:36 | close | 12 | 0.01 | 1.07312 | 1.06671 | 1.07571 | 0.22 | 10000.57 |
| 25 | 2021.09.14 00:06 | buy | 13 | 0.01 | 1.03497 | 1.02897 | 1.03797 | ||
| 26 | 2021.09.14 01:00 | close | 13 | 0.01 | 1.03518 | 1.02897 | 1.03797 | 0.09 | 10000.66 |
| 27 | 2021.10.18 00:45 | buy | 14 | 0.01 | 1.04764 | 1.04164 | 1.05064 | ||
| 28 | 2021.10.18 02:25 | close | 14 | 0.01 | 1.04740 | 1.04164 | 1.05064 | -0.19 | 10000.47 |
| 29 | 2021.10.21 00:40 | sell | 15 | 0.01 | 1.04545 | 1.05145 | 1.04245 | ||
| 30 | 2021.10.21 01:00 | close | 15 | 0.01 | 1.04399 | 1.05145 | 1.04245 | 0.88 | 10001.35 |
| 31 | 2021.11.03 00:45 | buy | 16 | 0.01 | 1.04372 | 1.03772 | 1.04672 | ||
| 32 | 2021.11.03 02:11 | close | 16 | 0.01 | 1.04312 | 1.03772 | 1.04672 | -0.42 | 10000.93 |
| 33 | 2021.11.08 00:11 | sell | 17 | 0.01 | 1.04001 | 1.04601 | 1.03701 | ||
| 34 | 2021.11.08 00:51 | close | 17 | 0.01 | 1.03968 | 1.04601 | 1.03701 | 0.17 | 10001.10 |
| 35 | 2021.11.15 00:28 | buy | 18 | 0.01 | 1.04011 | 1.03411 | 1.04311 | ||
| 36 | 2021.11.15 00:32 | close | 18 | 0.01 | 1.04070 | 1.03411 | 1.04311 | 0.33 | 10001.43 |
| 37 | 2021.11.15 00:38 | sell | 19 | 0.01 | 1.04143 | 1.04743 | 1.03843 | ||
| 38 | 2021.11.15 00:42 | close | 19 | 0.01 | 1.04107 | 1.04743 | 1.03843 | 0.19 | 10001.62 |
| 39 | 2021.11.30 00:00 | buy | 20 | 0.01 | 1.04652 | 1.04052 | 1.04952 | ||
| 40 | 2021.11.30 01:06 | close | 20 | 0.01 | 1.04664 | 1.04052 | 1.04952 | 0.03 | 10001.65 |
| 41 | 2021.12.08 00:45 | sell | 21 | 0.01 | 1.04959 | 1.05559 | 1.04659 | ||
| 42 | 2021.12.08 01:01 | close | 21 | 0.01 | 1.04906 | 1.05559 | 1.04659 | 0.29 | 10001.94 |
| 43 | 2021.12.14 00:49 | buy | 22 | 0.01 | 1.05545 | 1.04945 | 1.05845 | ||
| 44 | 2021.12.14 01:00 | close | 22 | 0.01 | 1.05608 | 1.04945 | 1.05845 | 0.36 | 10002.30 |
| 45 | 2021.12.16 00:02 | buy | 23 | 0.01 | 1.05686 | 1.05086 | 1.05986 | ||
| 46 | 2021.12.16 00:24 | close | 23 | 0.01 | 1.05743 | 1.05086 | 1.05986 | 0.33 | 10002.63 |
| 47 | 2021.12.23 00:33 | buy | 24 | 0.01 | 1.05764 | 1.05164 | 1.06064 | ||
| 48 | 2021.12.23 00:53 | close | 24 | 0.01 | 1.05850 | 1.05164 | 1.06064 | 0.50 | 10003.13 |
| 49 | 2022.01.10 00:07 | buy | 25 | 0.01 | 1.05925 | 1.05325 | 1.06225 | ||
| 50 | 2022.01.10 00:52 | close | 25 | 0.01 | 1.05947 | 1.05325 | 1.06225 | 0.10 | 10003.23 |
| 51 | 2022.01.27 00:25 | sell | 26 | 0.01 | 1.07025 | 1.07625 | 1.06725 | ||
| 52 | 2022.01.27 01:26 | close | 26 | 0.01 | 1.06976 | 1.07625 | 1.06725 | 0.28 | 10003.51 |
| 53 | 2022.02.02 00:21 | sell | 27 | 0.01 | 1.07482 | 1.08082 | 1.07182 | ||
| 54 | 2022.02.02 01:45 | close | 27 | 0.01 | 1.07445 | 1.08082 | 1.07182 | 0.20 | 10003.71 |
| 55 | 2022.02.03 00:10 | buy | 28 | 0.01 | 1.07520 | 1.06920 | 1.07820 | ||
| 56 | 2022.02.03 01:00 | close | 28 | 0.01 | 1.07583 | 1.06920 | 1.07820 | 0.36 | 10004.07 |
| 57 | 2022.02.07 00:13 | sell | 29 | 0.01 | 1.07092 | 1.07692 | 1.06792 | ||
| 58 | 2022.02.07 00:43 | close | 29 | 0.01 | 1.07045 | 1.07692 | 1.06792 | 0.26 | 10004.33 |
| 59 | 2022.02.10 00:00 | buy | 30 | 0.01 | 1.07360 | 1.06760 | 1.07660 | ||
| 60 | 2022.02.10 00:05 | close | 30 | 0.01 | 1.07446 | 1.06760 | 1.07660 | 0.51 | 10004.84 |
| 61 | 2022.02.14 00:14 | buy | 31 | 0.01 | 1.07301 | 1.06701 | 1.07601 | ||
| 62 | 2022.02.14 00:32 | close | 31 | 0.01 | 1.07338 | 1.06701 | 1.07601 | 0.19 | 10005.03 |
| 63 | 2022.03.08 00:33 | buy | 32 | 0.01 | 1.07138 | 1.06535 | 1.07435 | ||
| 64 | 2022.03.08 01:00 | close | 32 | 0.01 | 1.07179 | 1.06535 | 1.07435 | 0.22 | 10005.25 |
| 65 | 2022.03.09 00:20 | sell | 33 | 0.01 | 1.06869 | 1.07491 | 1.06591 | ||
| 66 | 2022.03.09 00:57 | close | 33 | 0.01 | 1.06870 | 1.07491 | 1.06591 | -0.04 | 10005.21 |
| 67 | 2022.03.15 00:12 | buy | 34 | 0.01 | 1.06628 | 1.05915 | 1.06815 | ||
| 68 | 2022.03.15 00:22 | close | 34 | 0.01 | 1.06593 | 1.05915 | 1.06815 | -0.26 | 10004.95 |
| 69 | 2022.03.17 00:46 | sell | 35 | 0.01 | 1.06673 | 1.07284 | 1.06384 | ||
| 70 | 2022.03.17 01:10 | close | 35 | 0.01 | 1.06630 | 1.07284 | 1.06384 | 0.23 | 10005.18 |
| 71 | 2022.03.23 00:10 | buy | 36 | 0.01 | 1.07187 | 1.06574 | 1.07474 | ||
| 72 | 2022.03.23 01:00 | close | 36 | 0.01 | 1.07236 | 1.06574 | 1.07474 | 0.27 | 10005.45 |
| 73 | 2022.03.24 00:56 | sell | 37 | 0.01 | 1.07553 | 1.08216 | 1.07316 | ||
| 74 | 2022.03.24 01:03 | close | 37 | 0.01 | 1.07531 | 1.08216 | 1.07316 | 0.10 | 10005.55 |
| 75 | 2022.04.25 00:01 | sell | 38 | 0.01 | 1.09320 | 1.09923 | 1.09023 | ||
| 76 | 2022.04.25 01:00 | close | 38 | 0.01 | 1.09271 | 1.09923 | 1.09023 | 0.27 | 10005.82 |
| 77 | 2022.05.27 00:13 | buy | 39 | 0.01 | 1.09504 | 1.08904 | 1.09804 | ||
| 78 | 2022.05.27 01:10 | close | 39 | 0.01 | 1.09526 | 1.08904 | 1.09804 | 0.10 | 10005.92 |
| 79 | 2022.06.08 00:25 | sell | 40 | 0.01 | 1.11497 | 1.12115 | 1.11215 | ||
| 80 | 2022.06.08 01:02 | close | 40 | 0.01 | 1.11442 | 1.12115 | 1.11215 | 0.31 | 10006.23 |
| 81 | 2022.08.18 00:12 | buy | 41 | 0.01 | 1.10341 | 1.09715 | 1.10615 | ||
| 82 | 2022.08.18 00:32 | close | 41 | 0.01 | 1.10434 | 1.09715 | 1.10615 | 0.55 | 10006.78 |
| 83 | 2022.10.18 00:45 | buy | 42 | 0.01 | 1.11526 | 1.10923 | 1.11823 | ||
| 84 | 2022.10.18 02:55 | close | 42 | 0.01 | 1.11320 | 1.10923 | 1.11823 | -1.35 | 10005.43 |
| 85 | 2022.11.08 00:19 | buy | 43 | 0.01 | 1.09003 | 1.08403 | 1.09303 | ||
| 86 | 2022.11.08 00:58 | close | 43 | 0.01 | 1.09039 | 1.08403 | 1.09303 | 0.19 | 10005.62 |
| 87 | 2022.11.09 00:04 | sell | 44 | 0.01 | 1.09212 | 1.09812 | 1.08912 | ||
| 88 | 2022.11.09 01:01 | close | 44 | 0.01 | 1.09182 | 1.09812 | 1.08912 | 0.15 | 10005.77 |
| 89 | 2022.11.16 00:38 | sell | 45 | 0.01 | 1.09904 | 1.10507 | 1.09607 | ||
| 90 | 2022.11.16 00:49 | close | 45 | 0.01 | 1.09773 | 1.10507 | 1.09607 | 0.79 | 10006.56 |
| 91 | 2022.11.16 00:50 | buy | 46 | 0.01 | 1.09714 | 1.09098 | 1.09998 | ||
| 92 | 2022.11.16 01:10 | close | 46 | 0.01 | 1.09749 | 1.09098 | 1.09998 | 0.18 | 10006.74 |
| 93 | 2022.11.18 00:20 | sell | 47 | 0.01 | 1.09254 | 1.09856 | 1.08956 | ||
| 94 | 2022.11.18 00:24 | close | 47 | 0.01 | 1.09167 | 1.09856 | 1.08956 | 0.51 | 10007.25 |
| 95 | 2022.11.24 00:09 | sell | 48 | 0.01 | 1.07934 | 1.08530 | 1.07630 | ||
| 96 | 2022.11.24 00:14 | close | 48 | 0.01 | 1.07816 | 1.08530 | 1.07630 | 0.71 | 10007.96 |
| 97 | 2022.12.01 00:59 | sell | 49 | 0.01 | 1.07872 | 1.08472 | 1.07572 | ||
| 98 | 2022.12.01 01:03 | close | 49 | 0.01 | 1.07791 | 1.08472 | 1.07572 | 0.48 | 10008.44 |
| 99 | 2022.12.06 00:38 | sell | 50 | 0.01 | 1.06099 | 1.06704 | 1.05804 | ||
| 100 | 2022.12.06 01:00 | close | 50 | 0.01 | 1.06056 | 1.06704 | 1.05804 | 0.23 | 10008.67 |
| 101 | 2022.12.14 00:24 | sell | 51 | 0.01 | 1.06104 | 1.06704 | 1.05804 | ||
| 102 | 2022.12.14 01:00 | close | 51 | 0.01 | 1.06086 | 1.06704 | 1.05804 | 0.07 | 10008.74 |
| 103 | 2022.12.16 00:58 | sell | 52 | 0.01 | 1.05719 | 1.06328 | 1.05428 | ||
| 104 | 2022.12.16 01:14 | close | 52 | 0.01 | 1.05670 | 1.06328 | 1.05428 | 0.27 | 10009.01 |
| 105 | 2022.12.21 00:58 | sell | 53 | 0.01 | 1.05351 | 1.05954 | 1.05054 | ||
| 106 | 2022.12.21 03:06 | close | 53 | 0.01 | 1.05591 | 1.05954 | 1.05054 | -1.56 | 10007.45 |
| 107 | 2022.12.23 00:34 | sell | 54 | 0.01 | 1.06794 | 1.07416 | 1.06516 | ||
| 108 | 2022.12.23 01:07 | close | 54 | 0.01 | 1.06754 | 1.07416 | 1.06516 | 0.22 | 10007.67 |
| 109 | 2023.01.11 00:18 | sell | 55 | 0.01 | 1.08304 | 1.08904 | 1.08004 | ||
| 110 | 2023.01.11 01:04 | close | 55 | 0.01 | 1.08268 | 1.08904 | 1.08004 | 0.19 | 10007.86 |
| 111 | 2023.01.12 00:32 | buy | 56 | 0.01 | 1.08452 | 1.07837 | 1.08737 | ||
| 112 | 2023.01.12 00:38 | close | 56 | 0.01 | 1.08483 | 1.07837 | 1.08737 | 0.15 | 10008.01 |
| 113 | 2023.01.26 00:22 | sell | 57 | 0.01 | 1.09708 | 1.10285 | 1.09385 | ||
| 114 | 2023.01.26 00:27 | close | 57 | 0.01 | 1.09692 | 1.10285 | 1.09385 | 0.06 | 10008.07 |
| 115 | 2023.02.08 00:58 | sell | 58 | 0.01 | 1.10068 | 1.10666 | 1.09766 | ||
| 116 | 2023.02.08 02:39 | close | 58 | 0.01 | 1.10105 | 1.10666 | 1.09766 | -0.27 | 10007.80 |