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

SymbolEURCHF (Euro vs Swiss Franc)
Period5 Minutes (M5) 2021.03.05 15:40 - 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="IncoLimit EURCHF 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=1; SMStr="======= Grid spacing ========"; SMFirstStep=2; SMFirstStepToChange=0; SMNumberOfStepsToChange=0; SMChangeEvery=5; SMChangeFactor=1; SMChangePercent=0; MaxOrdersInOneDirection=1; IncognitoStrategyStr="#====== Incognito Stragegy ======#"; IncognitoTimeFrame=5; MinimumChannelWidthPips=1; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=30; ChannelFactor=1.2; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=1; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=0; MaxSpreadPips=6; TicksToAverageSpread=25; RangeFilterPips=60; ATRFilterTimeFrame=60; ATRFilterPeriod=24; MaxATRPips=55; UseBBTouchFilter=false; BBTouchFilterMinutes=180; BBTouchFilterPeriod=25; BBTouchFilterDeviations=1.2; WaitMinutesBetweenEntries=5; WaitMinutesAfterLoss=45; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=30; TakeProfitPips=30; UseDynamicTake=true; MinutesToGiveUp=20; GiveUpPips=12; OrderTimeToLiveMinutes=160; CloseWhenOutOfChannelAfterMinutes=130; IncognitoGiveUpMinutes=12; CloseMinutesAfterSession=240; 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=false; CloseOrdersInRollover=false; FreezeMinutesBeforeRollover=1; FreezeMinutesAfterRollover=5; 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 test142195Ticks modelled25347561Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit1.31Gross profit2.74Gross loss-1.43
Profit factor1.92Expected payoff0.10
Absolute drawdown1.77Maximal drawdown2.60 (0.03%)Relative drawdown0.03% (2.60)
Total trades13Short positions (won %)3 (66.67%)Long positions (won %)10 (50.00%)
Profit trades (% of total)7 (53.85%)Loss trades (% of total)6 (46.15%)
Largestprofit trade0.95loss trade-0.80
Averageprofit trade0.39loss trade-0.24
Maximumconsecutive wins (profit in money)3 (1.02)consecutive losses (loss in money)3 (-0.50)
Maximalconsecutive profit (count of wins)1.02 (3)consecutive loss (count of losses)-0.80 (1)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.22 00:08buy10.011.105871.102871.10887
22021.03.22 02:02close10.011.105171.102871.10887-0.809999.20
32021.03.30 00:52buy20.011.104671.101671.10767
42021.03.30 01:03close20.011.105081.101671.107670.409999.60
52021.04.01 00:05buy30.011.107061.104061.11006
62021.04.01 01:50close30.011.107001.104061.11006-0.109999.50
72021.05.21 00:27buy40.011.097121.094121.10012
82021.05.21 01:10close40.011.097211.094121.100120.059999.55
92021.08.19 00:05sell50.011.074241.077241.07124
102021.08.19 00:58close50.011.073331.077241.071240.9510000.50
112021.10.20 00:30buy60.011.073341.070341.07634
122021.10.20 01:00close60.011.073391.070341.076340.0210000.52
132021.11.24 00:07buy70.011.049641.046641.05264
142021.11.24 01:00close70.011.049651.046641.05264-0.0310000.49
152022.02.08 00:41buy80.011.055561.052561.05856
162022.02.08 01:10close80.011.056141.052561.058560.5910001.08
172022.03.04 00:10buy90.011.015491.012491.01849
182022.03.04 01:23close90.011.015361.012491.01849-0.1810000.90
192022.04.11 00:10sell100.011.017071.020071.01407
202022.04.11 01:47close100.011.017081.020071.01407-0.0510000.85
212022.11.03 00:39buy110.010.984710.981710.98771
222022.11.03 01:54close110.010.984500.981710.98771-0.2710000.58
232022.12.15 00:09sell120.010.987340.990340.98434
242022.12.15 01:03close120.010.987090.990340.984340.2310000.81
252023.01.19 00:51buy130.010.988460.985510.99151
262023.01.19 01:07close130.010.988960.985510.991510.5010001.31