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

SymbolEURAUD (Euro vs Australian Dollar)
Period5 Minutes (M5) 2021.03.10 00:00 - 2023.02.09 06:35 (2021.03.10 - 2023.02.10)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersGeneralSettingsStr="#====== General settings ======#"; OrderComment="IncoLimit EURAUD 3.16"; MagicNumber=5416; 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=0; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=25; ChannelFactor=1.3; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=1; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=1; MaxSpreadPips=5; TicksToAverageSpread=25; RangeFilterPips=155; ATRFilterTimeFrame=15; ATRFilterPeriod=0; MaxATRPips=15; UseBBTouchFilter=false; BBTouchFilterMinutes=180; BBTouchFilterPeriod=25; BBTouchFilterDeviations=1.2; WaitMinutesBetweenEntries=13; WaitMinutesAfterLoss=1; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=46; TakeProfitPips=27; UseDynamicTake=true; MinutesToGiveUp=15; GiveUpPips=26; OrderTimeToLiveMinutes=105; CloseWhenOutOfChannelAfterMinutes=160; IncognitoGiveUpMinutes=10; CloseMinutesAfterSession=140; TimeToStartTrailingMinutes=255; TrailingSpeedPipsPerCandle=1.8; 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=0; FreezeMinutesAfterRollover=0; TradeTimeStr24="<==== Christmas&SkipMonths ====>"; DayChristmasBreakStarts=23; DayChristmasBreakStops=5; MonthsToSkip=""; MoveStopsInRollover=false; RolloverStopPips=30; _22_="<==== News Filter ====>"; UseNewsFilter=true; TimeBeforeNews=60; CloseTimeBeforeNews=0; TimeAfterNews=120; ConsiderHighImpactNews=true; NewsSymb="";
Bars in test143912Ticks modelled58934009Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit9.14Gross profit20.06Gross loss-10.92
Profit factor1.84Expected payoff0.13
Absolute drawdown1.14Maximal drawdown4.30 (0.04%)Relative drawdown0.04% (4.30)
Total trades71Short positions (won %)48 (72.92%)Long positions (won %)23 (73.91%)
Profit trades (% of total)52 (73.24%)Loss trades (% of total)19 (26.76%)
Largestprofit trade2.20loss trade-3.30
Averageprofit trade0.39loss trade-0.57
Maximumconsecutive wins (profit in money)12 (4.07)consecutive losses (loss in money)3 (-0.16)
Maximalconsecutive profit (count of wins)5.13 (8)consecutive loss (count of losses)-3.34 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.10 00:06sell10.011.542971.547571.54027
22021.03.10 00:52close10.011.542411.547571.540270.3510000.35
32021.03.11 00:18sell20.011.542231.546831.53953
42021.03.11 00:27close20.011.541241.546831.539530.6510001.00
52021.03.11 00:58sell30.011.542531.547131.53983
62021.03.11 01:18close30.011.542191.547131.539830.2010001.20
72021.03.12 00:01buy40.011.538161.533561.54086
82021.03.12 00:29close40.011.538701.533561.540860.3310001.53
92021.03.18 00:31sell50.011.536491.541091.53379
102021.03.18 01:00close50.011.536031.541091.533790.2810001.81
112021.03.24 00:57buy60.011.552571.547971.55527
122021.03.24 01:11close60.011.553791.547971.555270.8110002.62
132021.03.25 00:23sell70.011.558141.562741.55544
142021.03.25 00:56close70.011.557711.562741.555440.2610002.88
152021.03.30 00:53sell80.011.541891.546491.53919
162021.03.30 01:00close80.011.541111.546491.539190.5110003.39
172021.03.31 00:00buy90.011.542671.538071.54537
182021.03.31 01:06close90.011.542601.538071.54537-0.0910003.30
192021.04.09 00:07sell100.011.557311.561911.55461
202021.04.09 01:01close100.011.557131.561911.554610.0810003.38
212021.04.23 00:13sell110.011.559291.563891.55659
222021.04.23 00:59close110.011.559171.563891.556590.0410003.42
232021.04.26 00:00sell120.011.562081.566681.55938
242021.04.26 01:01close120.011.561031.566681.559380.6910004.11
252021.04.28 00:19sell130.011.556821.561421.55412
262021.04.28 00:35close130.011.556471.561421.554120.2010004.31
272021.06.17 00:48buy140.011.575651.571051.57835
282021.06.17 01:02close140.011.576121.571051.578350.2910004.60
292021.06.29 00:06sell150.011.576381.580981.57368
302021.06.29 00:25close150.011.576201.580981.573680.0810004.68
312021.07.13 00:21sell160.011.585981.590581.58328
322021.07.13 00:41close160.011.585751.590581.583280.1210004.80
332021.11.29 00:09buy170.011.586911.582311.58961
342021.11.29 00:22close170.011.588711.582311.589611.2110006.01
352021.11.30 00:09buy180.011.580451.575851.58315
362021.11.30 00:30close180.011.581171.575851.583150.4610006.47
372021.12.01 00:58sell190.011.591431.596031.58873
382021.12.01 01:04close190.011.590561.596031.588730.5610007.03
392021.12.07 00:10buy200.011.599951.595351.60265
402021.12.07 00:31close200.011.600481.595351.602650.3310007.36
412021.12.08 00:53sell210.011.583291.587891.58059
422021.12.08 01:44close210.011.583211.587891.580590.0110007.37
432021.12.09 00:56sell220.011.582311.586911.57961
442021.12.09 01:58close220.011.582501.586911.57961-0.1810007.19
452021.12.10 00:44sell230.011.580401.585001.57770
462021.12.10 01:21close230.011.580321.585001.577700.0210007.21
472021.12.16 00:33sell240.011.575381.579981.57268
482021.12.16 01:02close240.011.574901.579981.572680.2910007.50
492021.12.17 00:58sell250.011.578171.582771.57547
502021.12.17 02:04close250.011.578741.582771.57547-0.4410007.06
512021.12.20 00:17buy260.011.576141.571541.57884
522021.12.20 01:01close260.011.576521.571541.578840.2210007.28
532021.12.22 00:45sell270.011.578051.582651.57535
542021.12.22 02:30close270.011.579441.582651.57535-1.0110006.27
552021.12.23 00:02buy280.011.569841.565241.57254
562021.12.23 00:23close280.011.570171.565241.572540.1910006.46
572021.12.23 00:58sell290.011.571181.575781.56848
582021.12.23 01:05close290.011.570241.575781.568480.6110007.07
592022.01.06 00:56sell300.011.567541.572141.56484
602022.01.06 01:00close300.011.566521.572141.564840.6710007.74
612022.01.07 00:59sell310.011.577611.582211.57491
622022.01.07 01:09close310.011.576731.582211.574910.5710008.31
632022.01.12 00:57sell320.011.577151.581751.57445
642022.01.12 01:05close320.011.576591.581751.574450.3510008.66
652022.01.13 00:20sell330.011.571121.575721.56842
662022.01.13 00:34close330.011.570831.575721.568420.1610008.82
672022.01.19 00:59sell340.011.576891.581491.57419
682022.01.19 01:08close340.011.576251.581491.574190.4010009.22
692022.01.21 00:58sell350.011.565481.570081.56278
702022.01.21 02:21s/l350.011.570181.570081.56278-3.3010005.92
712022.01.27 00:56buy360.011.579081.574481.58178
722022.01.27 01:45close360.011.579081.574481.58178-0.0410005.88
732022.01.28 00:29buy370.011.584011.579411.58671
742022.01.28 00:52close370.011.584601.579411.586710.3710006.25
752022.02.01 00:50buy380.011.588821.584221.59152
762022.02.01 00:57close380.011.589671.584221.591520.5510006.80
772022.02.10 00:33sell390.011.591161.595761.58846
782022.02.10 00:50close390.011.590961.595761.588460.1010006.90
792022.02.17 00:19sell400.011.581211.585811.57851
802022.02.17 00:59close400.011.580921.585811.578510.1610007.06
812022.02.22 00:54sell410.011.573511.578111.57081
822022.02.22 01:05close410.011.573081.578111.570810.2610007.32
832022.03.01 00:59sell420.011.545281.549941.54264
842022.03.01 01:05close420.011.544351.549941.542640.6110007.93
852022.03.04 00:02buy430.011.509861.505161.51246
862022.03.04 00:15close430.011.510241.505161.512460.2310008.16
872022.03.15 00:16buy440.011.522271.516031.52333
882022.03.15 00:16close440.011.520861.516031.52333-1.0210007.14
892022.03.15 00:17buy450.011.522301.516001.52330
902022.03.15 00:27close450.011.521801.516001.52330-0.3910006.75
912022.03.16 00:02sell460.011.522371.527191.51989
922022.03.16 00:55close460.011.521991.527191.519890.2310006.98
932022.03.24 00:02sell470.011.467891.472521.46522
942022.03.24 01:09close470.011.467901.472521.46522-0.0510006.93
952022.04.05 00:21sell480.011.454661.459401.45210
962022.04.05 01:00close480.011.454711.459401.45210-0.0710006.86
972022.04.27 00:00sell490.011.493291.498401.49110
982022.04.27 01:00close490.011.493291.498401.49110-0.0410006.82
992022.04.28 00:38buy500.011.481491.476501.48380
1002022.04.28 00:56close500.011.481561.476501.483800.0110006.83
1012022.06.15 00:27buy510.011.515521.510461.51776
1022022.06.15 01:10close510.011.515261.510461.51776-0.2210006.61
1032022.08.04 00:53sell520.011.463441.468321.46102
1042022.08.04 01:07close520.011.463221.468321.461020.1210006.73
1052022.09.12 00:08sell530.011.476751.481351.47405
1062022.09.12 01:00t/p530.011.473521.481351.474052.2010008.93
1072022.09.14 00:26buy540.011.480361.475761.48306
1082022.09.14 01:03close540.011.480521.475761.483060.0710009.00
1092022.11.08 00:31sell550.011.547321.552011.54471
1102022.11.08 00:56close550.011.547051.552011.544710.1510009.15
1112022.11.14 00:06buy560.011.541611.537011.54431
1122022.11.14 00:17close560.011.543841.537011.544311.5010010.65
1132022.11.17 00:41sell570.011.543011.547671.54037
1142022.11.17 01:05close570.011.542451.547671.540370.3510011.00
1152022.11.18 00:58sell580.011.549891.554891.54759
1162022.11.18 01:07close580.011.549421.554891.547590.2810011.28
1172022.11.22 00:54buy590.011.550311.545711.55301
1182022.11.22 01:00close590.011.551031.545711.553010.4610011.74
1192022.11.25 00:30sell600.011.539031.543811.53651
1202022.11.25 01:00close600.011.539401.543811.53651-0.2910011.45
1212022.11.30 00:35sell610.011.544611.549681.54238
1222022.11.30 01:51close610.011.545661.549681.54238-0.7710010.68
1232023.01.05 00:41sell620.011.551321.556141.54884
1242023.01.05 02:26close620.011.554311.556141.54884-2.1210008.56
1252023.01.06 00:49buy630.011.556981.552351.55965
1262023.01.06 01:00close630.011.557921.552351.559650.6210009.18
1272023.01.12 00:30sell640.011.557751.562331.55503
1282023.01.12 01:03close640.011.557611.562331.555030.0610009.24
1292023.01.24 00:12sell650.011.547111.551711.54441
1302023.01.24 00:57close650.011.547151.551711.54441-0.0610009.18
1312023.01.26 00:27sell660.011.537001.541601.53430
1322023.01.26 00:50close660.011.536691.541601.534300.1810009.36
1332023.01.31 00:18sell670.011.537351.542041.53474
1342023.01.31 01:38close670.011.537771.542041.53474-0.3310009.03
1352023.02.03 00:27sell680.011.541521.546821.53952
1362023.02.03 00:40close680.011.542101.546821.53952-0.4510008.58
1372023.02.03 00:57sell690.011.542411.546951.53965
1382023.02.03 01:09close690.011.541731.546951.539650.4310009.01
1392023.02.07 00:58buy700.011.557941.553191.56049
1402023.02.07 01:22close700.011.557931.553191.56049-0.0510008.96
1412023.02.08 00:50buy710.011.541281.536681.54398
1422023.02.08 01:07close710.011.541591.536681.543980.1810009.14