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

SymbolAUDUSD (Australian Dollar vs US Dollar)
Period5 Minutes (M5) 2021.03.05 21:20 - 2023.02.09 06:35 (2021.01.10 - 2023.02.10)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersGeneralSettingsStr="#====== General settings ======#"; OrderComment="Inco AUDUSD 3.2"; MagicNumber=50775; InpTradeMode=2; LMStr="====== Lot management ======="; LMStartLot=0.01; LMStartLotPerBalance=0; LMNoRecoilMM=true; LMRoundingLot=0.01; LMMaxLot=0; LMKeepTrack=true; LMFirstLevelToMultiply=1; LMNumberOfLevelsToMultiply=0; LMLotFactor=1.1; LMIncrementPercent=30; LMChangeEvery=8; LMChangeFactor=1.19; GridMode=0; GridTimeframMode=5; SMStr="======= Grid spacing ========"; SMFirstStep=2; SMFirstStepToChange=0; SMNumberOfStepsToChange=0; SMChangeEvery=5; SMChangeFactor=1; SMChangePercent=0; MaxOrdersInOneDirection=1; IncognitoStrategyStr="#====== Incognito Stragegy ======#"; IncognitoTimeFrame=5; MinimumChannelWidthPips=3.5; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=19; ChannelFactor=2.05; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=1; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=0; MaxSpreadPips=6; TicksToAverageSpread=25; RangeFilterPips=190; ATRFilterTimeFrame=15; ATRFilterPeriod=0; MaxATRPips=15; UseBBTouchFilter=false; BBTouchFilterMinutes=180; BBTouchFilterPeriod=25; BBTouchFilterDeviations=1.2; WaitMinutesBetweenEntries=1; WaitMinutesAfterLoss=1; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=28; TakeProfitPips=10; UseDynamicTake=true; MinutesToGiveUp=4; GiveUpPips=5.6; OrderTimeToLiveMinutes=110; CloseWhenOutOfChannelAfterMinutes=140; IncognitoGiveUpMinutes=9; CloseMinutesAfterSession=15; TimeToStartTrailingMinutes=50; TrailingSpeedPipsPerCandle=1.2; 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=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=true; CloseOrdersInRollover=true; FreezeMinutesBeforeRollover=5; FreezeMinutesAfterRollover=15; TradeTimeStr24="<==== Christmas&SkipMonths ====>"; DayChristmasBreakStarts=23; DayChristmasBreakStops=5; MonthsToSkip=""; MoveStopsInRollover=true; RolloverStopPips=40; _22_="<==== News Filter ====>"; UseNewsFilter=true; TimeBeforeNews=60; CloseTimeBeforeNews=0; TimeAfterNews=120; ConsiderHighImpactNews=true; NewsSymb=""; LogLevel=5;
Bars in test144493Ticks modelled38425751Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit15.66Gross profit23.33Gross loss-7.67
Profit factor3.04Expected payoff0.22
Absolute drawdown0.64Maximal drawdown5.17 (0.05%)Relative drawdown0.05% (5.17)
Total trades70Short positions (won %)20 (85.00%)Long positions (won %)50 (82.00%)
Profit trades (% of total)58 (82.86%)Loss trades (% of total)12 (17.14%)
Largestprofit trade2.02loss trade-3.29
Averageprofit trade0.40loss trade-0.64
Maximumconsecutive wins (profit in money)14 (7.35)consecutive losses (loss in money)3 (-1.80)
Maximalconsecutive profit (count of wins)7.35 (14)consecutive loss (count of losses)-3.29 (1)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.10 00:02buy10.010.771140.767140.77214
22021.03.10 00:15modify10.010.771140.768340.77214
32021.03.10 00:41close10.010.771580.768340.772140.4010000.40
42021.03.18 00:00buy20.010.779560.775560.78056
52021.03.18 00:04close20.010.780180.775560.780560.5810000.98
62021.03.22 00:00buy30.010.771100.767100.77210
72021.03.22 00:15modify30.010.771100.768300.77210
82021.03.22 00:22close30.010.771780.768300.772100.6410001.62
92021.03.24 00:47sell40.010.763160.765960.76216
102021.03.24 01:08close40.010.762700.765960.762160.4210002.04
112021.04.07 00:37buy50.010.765840.763040.76684
122021.04.07 00:43close50.010.766310.763040.766840.4310002.47
132021.04.26 00:00buy60.010.774250.770250.77525
142021.04.26 00:15modify60.010.774250.771450.77525
152021.04.26 00:38close60.010.775010.771450.775250.7210003.19
162021.05.03 00:02sell70.010.772020.776020.77102
172021.05.03 00:15modify70.010.772020.774820.77102
182021.05.03 01:00close70.010.771750.774820.771020.2310003.42
192021.05.17 00:02buy80.010.777390.773390.77839
202021.05.17 00:15modify80.010.777390.774590.77839
212021.05.17 01:00close80.010.777720.774590.778390.2910003.71
222021.05.20 00:32buy90.010.772320.769520.77332
232021.05.20 01:00close90.010.772490.769520.773320.1310003.84
242021.06.28 00:02buy100.010.757950.753950.75895
252021.06.28 00:15modify100.010.757950.755150.75895
262021.06.28 01:00close100.010.758810.755150.758950.8210004.66
272021.07.05 00:00buy110.010.752380.748380.75338
282021.07.05 00:15modify110.010.752380.749580.75338
292021.07.05 01:00close110.010.752500.749580.753380.0810004.74
302021.07.19 00:00sell120.010.740030.744030.73903
312021.07.19 00:15modify120.010.740030.742830.73903
322021.07.19 01:00close120.010.739830.742830.739030.1610004.90
332021.07.22 00:04sell130.010.736140.740140.73514
342021.07.22 00:15modify130.010.736140.738940.73514
352021.07.22 00:22close130.010.735670.738940.735140.4310005.33
362021.07.23 00:58sell140.010.739490.742290.73849
372021.07.23 00:59t/p140.010.737430.742290.738492.0210007.35
382021.08.30 00:00buy150.010.730910.726910.73191
392021.08.30 00:15modify150.010.730910.728110.73191
402021.08.30 00:46close150.010.730930.728110.73191-0.0210007.33
412021.09.03 00:03sell160.010.740470.744470.73947
422021.09.03 00:11close160.010.740180.744470.739470.2510007.58
432021.09.10 00:37sell170.010.737090.739890.73609
442021.09.10 01:00close170.010.736940.739890.736090.1110007.69
452021.10.11 00:33buy180.010.730520.727720.73152
462021.10.11 01:00close180.010.730620.727720.731520.0610007.75
472021.11.01 00:05buy190.010.751380.747380.75238
482021.11.01 00:15modify190.010.751380.748580.75238
492021.11.01 01:00close190.010.751900.748580.752380.4810008.23
502021.11.08 00:04buy200.010.739710.735710.74071
512021.11.08 00:13close200.010.740020.735710.740710.2710008.50
522021.11.08 00:59buy210.010.739530.736730.74053
532021.11.08 01:02close210.010.740040.736730.740530.4710008.97
542021.11.10 00:58buy220.010.737570.734770.73857
552021.11.10 01:07close220.010.737800.734770.738570.1910009.16
562021.11.11 00:53sell230.010.733070.735870.73207
572021.11.11 00:57close230.010.732740.735870.732070.2910009.45
582021.11.15 00:00buy240.010.732720.728720.73372
592021.11.15 00:15modify240.010.732720.729920.73372
602021.11.15 00:59modify240.010.732720.730040.73372
612021.11.15 00:59close240.010.732870.730040.733720.1110009.56
622021.11.18 00:58buy250.010.726310.723510.72731
632021.11.18 01:02close250.010.726500.723510.727310.1510009.71
642021.11.26 00:58buy260.010.718510.715710.71951
652021.11.26 01:02close260.010.718790.715710.719510.2410009.95
662021.12.01 00:39buy270.010.712300.709500.71330
672021.12.01 00:50close270.010.712820.709500.713300.4810010.43
682021.12.08 00:57buy280.010.711620.708820.71262
692021.12.08 01:13close280.010.711830.708820.712620.1710010.60
702021.12.13 00:01buy290.010.716440.712440.71744
712021.12.13 00:15modify290.010.716440.713640.71744
722021.12.13 01:00modify290.010.716440.713760.71744
732021.12.13 01:01close290.010.716600.713760.717440.1210010.72
742021.12.17 00:58buy300.010.717960.715160.71896
752021.12.17 01:16close300.010.717760.715160.71896-0.2410010.48
762021.12.21 00:58buy310.010.710540.707740.71154
772021.12.21 01:04close310.010.710870.707740.711540.2910010.77
782021.12.23 00:59buy320.010.720490.717690.72149
792021.12.23 01:04close320.010.721070.717690.721490.5410011.31
802022.01.06 00:56buy330.010.721580.718780.72258
812022.01.06 01:00close330.010.721940.718780.722580.3210011.63
822022.01.10 00:07buy340.010.717590.713590.71859
832022.01.10 00:15modify340.010.717590.714790.71859
842022.01.10 00:50close340.010.717780.714790.718590.1510011.78
852022.01.12 00:29sell350.010.721360.724160.72036
862022.01.12 00:31close350.010.720940.724160.720360.3810012.16
872022.01.17 00:11sell360.010.722280.726280.72128
882022.01.17 00:15modify360.010.722280.725080.72128
892022.01.17 00:38close360.010.721470.725080.721280.7710012.93
902022.02.02 00:22sell370.010.713770.716570.71277
912022.02.02 00:29close370.010.713130.716570.712770.6010013.53
922022.02.21 00:00buy380.010.717400.713400.71840
932022.02.21 00:10close380.010.717930.713400.718400.4910014.02
942022.02.22 00:58buy390.010.718550.715750.71955
952022.02.22 01:16close390.010.717840.715750.71955-0.7510013.27
962022.02.28 00:00buy400.010.716610.712610.71761
972022.02.28 00:01close400.010.717550.712610.717610.9010014.17
982022.02.28 00:01buy410.010.718110.714110.71911
992022.02.28 00:15modify410.010.718110.715310.71911
1002022.02.28 00:20close410.010.718870.715310.719110.7210014.89
1012022.03.03 00:44buy420.010.729210.726410.73021
1022022.03.03 01:01close420.010.729470.726410.730210.2210015.11
1032022.03.21 00:09buy430.010.740520.736520.74152
1042022.03.21 00:15modify430.010.740520.737720.74152
1052022.03.21 00:15close430.010.741140.737720.741520.5810015.69
1062022.03.28 00:00buy440.010.750800.746800.75180
1072022.03.28 00:10close440.010.751520.746800.751800.6810016.37
1082022.04.20 00:48sell450.010.737900.740840.73704
1092022.04.20 00:48modify450.010.737900.740700.73704
1102022.04.20 00:53close450.010.737730.740700.737040.1310016.50
1112022.05.25 00:05sell460.010.710880.715140.71014
1122022.05.25 00:11close460.010.710790.715140.710140.0510016.55
1132022.08.29 00:00buy470.010.688610.684610.68961
1142022.08.29 00:15modify470.010.688610.685810.68961
1152022.08.29 00:57modify470.010.688610.685930.68961
1162022.08.29 01:02modify470.010.688610.686050.68961
1172022.08.29 01:07modify470.010.688610.686170.68961
1182022.08.29 01:12modify470.010.688610.686290.68961
1192022.08.29 01:16close470.010.687700.686290.68961-0.9510015.60
1202022.09.05 00:00buy480.010.678290.674360.67936
1212022.09.05 00:00modify480.010.678290.674290.67936
1222022.09.05 00:15modify480.010.678290.675490.67936
1232022.09.05 00:56modify480.010.678290.675610.67936
1242022.09.05 01:01modify480.010.678290.675730.67936
1252022.09.05 01:01close480.010.678880.675730.679360.5510016.15
1262022.09.12 00:02buy490.010.683230.679230.68423
1272022.09.12 00:15modify490.010.683230.680430.68423
1282022.09.12 00:57modify490.010.683230.680550.68423
1292022.09.12 01:00close490.010.684080.680550.684230.8110016.96
1302022.09.26 00:00buy500.010.652070.648090.65309
1312022.09.26 00:00modify500.010.652070.648070.65309
1322022.09.26 00:14close500.010.652670.648070.653090.5610017.52
1332022.10.03 00:08sell510.010.640720.644940.63994
1342022.10.03 00:15modify510.010.640720.643520.63994
1352022.10.03 01:05close510.010.640420.643520.639940.2610017.78
1362022.10.24 00:00sell520.010.639520.643520.63852
1372022.10.24 00:15modify520.010.639520.642320.63852
1382022.10.24 00:58modify520.010.639520.642200.63852
1392022.10.24 01:03modify520.010.639520.642080.63852
1402022.10.24 01:08modify520.010.639520.641960.63852
1412022.10.24 01:11close520.010.639640.641960.63852-0.1610017.62
1422022.11.07 00:00buy530.010.642230.638230.64323
1432022.11.07 00:07close530.010.642830.638230.643230.5610018.18
1442022.11.07 00:07buy540.010.642800.638800.64380
1452022.11.07 00:15modify540.010.642800.640000.64380
1462022.11.07 01:02modify540.010.642800.640120.64380
1472022.11.07 01:07modify540.010.642800.640240.64380
1482022.11.07 01:10close540.010.643260.640240.643800.4210018.60
1492022.11.14 00:00buy550.010.670360.666360.67136
1502022.11.14 00:15modify550.010.670360.667560.67136
1512022.11.14 00:15s/l550.010.667110.667560.67136-3.2910015.31
1522022.11.14 00:17buy560.010.668130.665330.66913
1532022.11.14 01:13modify560.010.668130.665450.66913
1542022.11.14 01:16close560.010.668280.665450.669130.1110015.42
1552022.11.21 00:00buy570.010.666330.662330.66733
1562022.11.21 00:15modify570.010.666330.663530.66733
1572022.11.21 00:50close570.010.666720.663530.667330.3510015.77
1582022.11.22 00:51sell580.010.660800.663710.65991
1592022.11.22 00:59close580.010.660420.663710.659910.3410016.11
1602022.11.24 00:07buy590.010.673200.668990.67399
1612022.11.24 00:15modify590.010.673200.670400.67399
1622022.11.24 00:44close590.010.673150.670400.67399-0.0910016.02
1632022.11.25 00:30buy600.010.676260.673460.67726
1642022.11.25 00:37close600.010.676420.673460.677260.1210016.14
1652022.11.28 00:00buy610.010.672350.668350.67335
1662022.11.28 00:15modify610.010.672350.669550.67335
1672022.11.28 01:00modify610.010.672350.669670.67335
1682022.11.28 01:05modify610.010.672350.669790.67335
1692022.11.28 01:10modify610.010.672350.669910.67335
1702022.11.28 01:15modify610.010.672350.670030.67335
1712022.11.28 01:16close610.010.671970.670030.67335-0.4210015.72
1722022.11.30 00:58buy620.010.668360.665560.66936
1732022.11.30 01:16close620.010.668000.665560.66936-0.4010015.32
1742022.12.01 00:57sell630.010.679170.681970.67817
1752022.12.01 01:16close630.010.680110.681970.67817-0.9810014.34
1762022.12.05 00:01buy640.010.678370.674380.67938
1772022.12.05 00:05close640.010.678980.674380.679380.5710014.91
1782022.12.19 00:08sell650.010.670200.674260.66926
1792022.12.19 00:15modify650.010.670200.673000.66926
1802022.12.19 00:58close650.010.670020.673000.669260.1410015.05
1812022.12.21 00:58sell660.010.668420.671210.66741
1822022.12.21 01:16close660.010.668560.671210.66741-0.1810014.87
1832023.01.13 00:59buy670.010.696750.693460.69726
1842023.01.13 01:07close670.010.696600.693460.69726-0.1910014.68
1852023.01.30 00:00buy680.010.710050.706050.71105
1862023.01.30 00:15modify680.010.710050.707250.71105
1872023.01.30 00:58modify680.010.710050.707370.71105
1882023.01.30 01:01close680.010.710250.707370.711050.1610014.84
1892023.02.06 00:05buy690.010.689920.685920.69092
1902023.02.06 00:11close690.010.690560.685920.690920.6010015.44
1912023.02.08 00:50sell700.010.696150.699010.69521
1922023.02.08 00:50modify700.010.696150.698950.69521
1932023.02.08 01:10close700.010.695890.698950.695210.2210015.66