Strategy Tester Report
IncognitoScalper_v.3.8.ex4
Tickmill-Live09 (Build 1370)
| Symbol | EURAUD (Euro vs Australian 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 EURAUD 3.5"; MagicNumber=5435; 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=19; ChannelFactor=1.7; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=1; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=1; MaxSpreadPips=5; TicksToAverageSpread=25; RangeFilterPips=200; ATRFilterTimeFrame=60; ATRFilterPeriod=9; MaxATRPips=42; UseBBTouchFilter=false; BBTouchFilterMinutes=180; BBTouchFilterPeriod=25; BBTouchFilterDeviations=1.2; WaitMinutesBetweenEntries=15; WaitMinutesAfterLoss=15; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=36; TakeProfitPips=22; UseDynamicTake=true; MinutesToGiveUp=35; GiveUpPips=10; OrderTimeToLiveMinutes=160; CloseWhenOutOfChannelAfterMinutes=150; IncognitoGiveUpMinutes=30; CloseMinutesAfterSession=230; 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=true; CloseOrdersInRollover=true; FreezeMinutesBeforeRollover=5; FreezeMinutesAfterRollover=15; 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 | 143912 | Ticks modelled | 58934009 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 8.98 | Gross profit | 9.86 | Gross loss | -0.88 |
| Profit factor | 11.20 | Expected payoff | 0.33 | ||
| Absolute drawdown | 1.14 | Maximal drawdown | 2.72 (0.03%) | Relative drawdown | 0.03% (2.72) |
| Total trades | 27 | Short positions (won %) | 15 (86.67%) | Long positions (won %) | 12 (66.67%) |
| Profit trades (% of total) | 21 (77.78%) | Loss trades (% of total) | 6 (22.22%) | ||
| Largest | profit trade | 1.22 | loss trade | -0.59 | |
| Average | profit trade | 0.47 | loss trade | -0.15 | |
| Maximum | consecutive wins (profit in money) | 8 (2.91) | consecutive losses (loss in money) | 3 (-0.76) | |
| Maximal | consecutive profit (count of wins) | 3.55 (6) | consecutive loss (count of losses) | -0.76 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2021.03.10 00:06 | sell | 1 | 0.01 | 1.54297 | 1.54657 | 1.54077 | ||
| 2 | 2021.03.10 00:52 | close | 1 | 0.01 | 1.54257 | 1.54657 | 1.54077 | 0.23 | 10000.23 |
| 3 | 2021.03.12 00:01 | buy | 2 | 0.01 | 1.53816 | 1.53456 | 1.54036 | ||
| 4 | 2021.03.12 00:30 | close | 2 | 0.01 | 1.53899 | 1.53456 | 1.54036 | 0.54 | 10000.77 |
| 5 | 2021.03.24 00:57 | buy | 3 | 0.01 | 1.55257 | 1.54897 | 1.55477 | ||
| 6 | 2021.03.24 01:34 | close | 3 | 0.01 | 1.55343 | 1.54897 | 1.55477 | 0.56 | 10001.33 |
| 7 | 2021.04.13 00:39 | sell | 4 | 0.01 | 1.56287 | 1.56647 | 1.56067 | ||
| 8 | 2021.04.13 01:08 | close | 4 | 0.01 | 1.56269 | 1.56647 | 1.56067 | 0.08 | 10001.41 |
| 9 | 2021.04.26 00:00 | sell | 5 | 0.01 | 1.56208 | 1.56568 | 1.55988 | ||
| 10 | 2021.04.26 00:38 | close | 5 | 0.01 | 1.56098 | 1.56568 | 1.55988 | 0.73 | 10002.14 |
| 11 | 2021.06.29 00:06 | sell | 6 | 0.01 | 1.57638 | 1.57998 | 1.57418 | ||
| 12 | 2021.06.29 00:33 | close | 6 | 0.01 | 1.57607 | 1.57998 | 1.57418 | 0.17 | 10002.31 |
| 13 | 2021.11.30 00:09 | buy | 7 | 0.01 | 1.58045 | 1.57685 | 1.58265 | ||
| 14 | 2021.11.30 00:40 | close | 7 | 0.01 | 1.58102 | 1.57685 | 1.58265 | 0.35 | 10002.66 |
| 15 | 2021.12.16 00:33 | sell | 8 | 0.01 | 1.57532 | 1.57892 | 1.57312 | ||
| 16 | 2021.12.16 01:02 | close | 8 | 0.01 | 1.57490 | 1.57892 | 1.57312 | 0.25 | 10002.91 |
| 17 | 2021.12.20 00:13 | buy | 9 | 0.01 | 1.57623 | 1.57263 | 1.57843 | ||
| 18 | 2021.12.20 01:00 | close | 9 | 0.01 | 1.57626 | 1.57263 | 1.57843 | -0.01 | 10002.90 |
| 19 | 2021.12.23 00:02 | buy | 10 | 0.01 | 1.56984 | 1.56624 | 1.57204 | ||
| 20 | 2021.12.23 00:27 | close | 10 | 0.01 | 1.57038 | 1.56624 | 1.57204 | 0.33 | 10003.23 |
| 21 | 2021.12.23 00:58 | sell | 11 | 0.01 | 1.57161 | 1.57521 | 1.56941 | ||
| 22 | 2021.12.23 01:19 | close | 11 | 0.01 | 1.57041 | 1.57521 | 1.56941 | 0.79 | 10004.02 |
| 23 | 2022.01.06 00:56 | sell | 12 | 0.01 | 1.56754 | 1.57114 | 1.56534 | ||
| 24 | 2022.01.06 01:21 | close | 12 | 0.01 | 1.56683 | 1.57114 | 1.56534 | 0.46 | 10004.48 |
| 25 | 2022.01.13 00:20 | sell | 13 | 0.01 | 1.57112 | 1.57472 | 1.56892 | ||
| 26 | 2022.01.13 00:58 | close | 13 | 0.01 | 1.57091 | 1.57472 | 1.56892 | 0.10 | 10004.58 |
| 27 | 2022.02.22 00:59 | sell | 14 | 0.01 | 1.57383 | 1.57743 | 1.57163 | ||
| 28 | 2022.02.22 01:33 | close | 14 | 0.01 | 1.57366 | 1.57743 | 1.57163 | 0.08 | 10004.66 |
| 29 | 2022.03.15 00:16 | buy | 15 | 0.01 | 1.52227 | 1.51703 | 1.52283 | ||
| 30 | 2022.03.15 00:16 | close | 15 | 0.01 | 1.52148 | 1.51703 | 1.52283 | -0.59 | 10004.07 |
| 31 | 2022.03.16 00:02 | sell | 16 | 0.01 | 1.52237 | 1.52619 | 1.52039 | ||
| 32 | 2022.03.16 00:45 | close | 16 | 0.01 | 1.52234 | 1.52619 | 1.52039 | -0.02 | 10004.05 |
| 33 | 2022.03.24 00:03 | sell | 17 | 0.01 | 1.46803 | 1.47163 | 1.46583 | ||
| 34 | 2022.03.24 01:05 | close | 17 | 0.01 | 1.46819 | 1.47163 | 1.46583 | -0.15 | 10003.90 |
| 35 | 2022.04.22 00:26 | buy | 18 | 0.01 | 1.46903 | 1.46543 | 1.47123 | ||
| 36 | 2022.04.22 00:56 | close | 18 | 0.01 | 1.46970 | 1.46543 | 1.47123 | 0.42 | 10004.32 |
| 37 | 2022.06.15 00:27 | buy | 19 | 0.01 | 1.51526 | 1.51146 | 1.51726 | ||
| 38 | 2022.06.15 01:00 | close | 19 | 0.01 | 1.51517 | 1.51146 | 1.51726 | -0.10 | 10004.22 |
| 39 | 2022.09.12 00:08 | sell | 20 | 0.01 | 1.47675 | 1.48035 | 1.47455 | ||
| 40 | 2022.09.12 01:00 | close | 20 | 0.01 | 1.47494 | 1.48035 | 1.47455 | 1.22 | 10005.44 |
| 41 | 2022.09.14 00:26 | buy | 21 | 0.01 | 1.48036 | 1.47676 | 1.48256 | ||
| 42 | 2022.09.14 01:00 | close | 21 | 0.01 | 1.48040 | 1.47676 | 1.48256 | -0.01 | 10005.43 |
| 43 | 2022.11.14 00:06 | buy | 22 | 0.01 | 1.54166 | 1.53801 | 1.54381 | ||
| 44 | 2022.11.14 00:15 | close | 22 | 0.01 | 1.54334 | 1.53801 | 1.54381 | 1.12 | 10006.55 |
| 45 | 2022.11.17 00:41 | sell | 23 | 0.01 | 1.54301 | 1.54667 | 1.54087 | ||
| 46 | 2022.11.17 01:09 | close | 23 | 0.01 | 1.54234 | 1.54667 | 1.54087 | 0.42 | 10006.97 |
| 47 | 2022.12.01 00:36 | sell | 24 | 0.01 | 1.53419 | 1.53778 | 1.53198 | ||
| 48 | 2022.12.01 00:52 | close | 24 | 0.01 | 1.53305 | 1.53778 | 1.53198 | 0.75 | 10007.72 |
| 49 | 2023.01.06 00:49 | buy | 25 | 0.01 | 1.55698 | 1.55335 | 1.55915 | ||
| 50 | 2023.01.06 01:14 | close | 25 | 0.01 | 1.55785 | 1.55335 | 1.55915 | 0.57 | 10008.29 |
| 51 | 2023.01.26 00:29 | sell | 26 | 0.01 | 1.53706 | 1.54066 | 1.53486 | ||
| 52 | 2023.01.26 00:54 | close | 26 | 0.01 | 1.53658 | 1.54066 | 1.53486 | 0.29 | 10008.58 |
| 53 | 2023.02.08 00:50 | buy | 27 | 0.01 | 1.54105 | 1.53737 | 1.54317 | ||
| 54 | 2023.02.08 01:15 | close | 27 | 0.01 | 1.54168 | 1.53737 | 1.54317 | 0.40 | 10008.98 |