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

SymbolEURGBP (Euro vs Great Britain Pound )
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="IncoLimit 2.10 EURGBP 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=5; MinimumChannelWidthPips=0.4; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=32; ChannelFactor=1.3; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=0.5; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=0; MaxSpreadPips=9; TicksToAverageSpread=25; RangeFilterPips=75; ATRFilterTimeFrame=60; ATRFilterPeriod=30; MaxATRPips=40; UseBBTouchFilter=false; BBTouchFilterMinutes=220; BBTouchFilterPeriod=60; BBTouchFilterDeviations=1.5; WaitMinutesBetweenEntries=5; WaitMinutesAfterLoss=65; SP500Symbol="US500"; SP500CrashLimitPips=2500; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=45; TakeProfitPips=20; UseDynamicTake=false; MinutesToGiveUp=12; GiveUpPips=4.2; OrderTimeToLiveMinutes=130; CloseWhenOutOfChannelAfterMinutes=160; IncognitoGiveUpMinutes=16; CloseMinutesAfterSession=1235; TimeToStartTrailingMinutes=145; TrailingSpeedPipsPerCandle=0.8; 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=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=23; DayChristmasBreakStops=5; MonthsToSkip=""; MoveStopsInRollover=false; RolloverStopPips=100; _22_="<==== News Filter ====>"; UseNewsFilter=true; TimeBeforeNews=60; CloseTimeBeforeNews=0; TimeAfterNews=120; ConsiderHighImpactNews=true; NewsSymb="";
Bars in test142239Ticks modelled36641413Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit9.10Gross profit14.57Gross loss-5.47
Profit factor2.66Expected payoff0.11
Absolute drawdown1.14Maximal drawdown3.36 (0.03%)Relative drawdown0.03% (3.36)
Total trades80Short positions (won %)40 (77.50%)Long positions (won %)40 (65.00%)
Profit trades (% of total)57 (71.25%)Loss trades (% of total)23 (28.75%)
Largestprofit trade1.66loss trade-0.94
Averageprofit trade0.26loss trade-0.24
Maximumconsecutive wins (profit in money)9 (3.03)consecutive losses (loss in money)3 (-0.30)
Maximalconsecutive profit (count of wins)3.03 (9)consecutive loss (count of losses)-0.94 (1)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.08 00:07sell10.010.862380.866880.86038
22021.03.08 00:56close10.010.861310.866880.860381.2610001.26
32021.03.11 00:01sell20.010.856050.860550.85405
42021.03.11 01:00close20.010.856020.860550.854050.0010001.26
52021.03.22 00:02buy30.010.858310.853810.86031
62021.03.22 00:45close30.010.858550.853810.860310.2510001.51
72021.03.23 00:00buy40.010.860820.856320.86282
82021.03.23 00:43close40.010.860930.856320.862820.0910001.60
92021.03.24 00:47sell50.010.862110.866610.86011
102021.03.24 01:03close50.010.861760.866610.860110.3810001.98
112021.03.26 00:38sell60.010.856960.861460.85496
122021.03.26 01:03close60.010.856740.861460.854960.2210002.20
132021.03.31 00:00buy70.010.852830.848330.85483
142021.03.31 01:33close70.010.852820.848330.85483-0.0510002.15
152021.04.01 00:21sell80.010.851130.855630.84913
162021.04.01 01:00close80.010.850900.855630.849130.2410002.39
172021.04.02 00:47sell90.010.851430.855930.84943
182021.04.02 01:37close90.010.851440.855930.84943-0.0610002.33
192021.04.06 00:06sell100.010.849620.854120.84762
202021.04.06 00:56close100.010.849500.854120.847620.1010002.43
212021.04.07 00:00sell110.010.859060.863560.85706
222021.04.07 01:27close110.010.858870.863560.857060.1910002.62
232021.04.09 00:03sell120.010.867750.872250.86575
242021.04.09 01:00close120.010.867660.872250.865750.0710002.69
252021.04.12 00:02buy130.010.867680.863180.86968
262021.04.12 01:00close130.010.868030.863180.869680.3810003.07
272021.04.28 00:22sell140.010.869570.874070.86757
282021.04.28 01:00close140.010.869510.874070.867570.0410003.11
292021.06.01 00:48buy150.010.860430.855930.86243
302021.06.01 03:09close150.010.859680.855930.86243-0.9410002.17
312021.06.09 00:08sell160.010.860390.864890.85839
322021.06.09 01:34close160.010.860310.864890.858390.0610002.23
332021.06.17 00:04buy170.010.857450.852950.85945
342021.06.17 01:03close170.010.857540.852950.859450.0710002.30
352021.06.25 00:36sell180.010.857230.861730.85523
362021.06.25 01:12close180.010.857010.861730.855230.2210002.52
372021.07.07 00:05buy190.010.856180.851680.85818
382021.07.07 00:45close190.010.856570.851680.858180.4310002.95
392021.07.21 00:32sell200.010.864850.869350.86285
402021.07.21 00:57close200.010.864680.869350.862850.1710003.12
412021.07.26 00:05buy210.010.855730.851230.85773
422021.07.26 01:01close210.010.855740.851230.85773-0.0310003.09
432021.07.27 00:58buy220.010.853890.849390.85589
442021.07.27 01:54close220.010.853870.849390.85589-0.0610003.03
452021.08.13 00:05buy230.010.849690.845190.85169
462021.08.13 01:32close230.010.849550.845190.85169-0.2110002.82
472021.09.20 00:28buy240.010.853530.849030.85553
482021.09.20 00:47close240.010.853820.849030.855530.3110003.13
492021.10.18 00:08buy250.010.843180.838680.84518
502021.10.18 02:29close250.010.842680.838680.84518-0.6510002.48
512021.10.25 00:20sell260.010.846490.850990.84449
522021.10.25 01:03close260.010.846440.850990.844490.0210002.50
532021.11.15 00:02sell270.010.853230.857730.85123
542021.11.15 00:53close270.010.853060.857730.851230.1610002.66
552021.11.19 00:23buy280.010.842220.837720.84422
562021.11.19 00:36close280.010.842340.837720.844220.1010002.76
572021.11.26 00:28sell290.010.841530.846030.83953
582021.11.26 01:00close290.010.841450.846030.839530.0610002.82
592021.12.10 00:01buy300.010.854090.849590.85609
602021.12.10 00:37close300.010.854250.849590.856090.1510002.97
612021.12.13 00:03sell310.010.853410.857910.85141
622021.12.13 01:00close310.010.853290.857910.851410.1010003.07
632021.12.15 00:02buy320.010.850950.846450.85295
642021.12.15 01:50close320.010.850940.846450.85295-0.0510003.02
652021.12.20 00:10buy330.010.848790.844290.85079
662021.12.20 00:46close330.010.848940.844290.850790.1410003.16
672021.12.22 00:08sell340.010.850710.855210.84871
682021.12.22 00:38close340.010.850340.855210.848710.4110003.57
692022.01.17 00:37sell350.010.835070.839570.83307
702022.01.17 01:01close350.010.834700.839570.833070.4010003.97
712022.01.20 00:12sell360.010.833350.837850.83135
722022.01.20 00:33close360.010.833220.837850.831350.1210004.09
732022.01.31 00:19buy370.010.831810.827310.83381
742022.01.31 01:01close370.010.831970.827310.833810.1510004.24
752022.02.02 00:02sell380.010.833580.838080.83158
762022.02.02 01:00close380.010.833490.838080.831580.0710004.31
772022.02.08 00:16sell390.010.845430.849930.84343
782022.02.08 01:00close390.010.845430.849930.84343-0.0410004.27
792022.02.09 00:12sell400.010.842990.847490.84099
802022.02.09 00:52close400.010.842900.847490.840990.0710004.34
812022.02.18 00:08sell410.010.834510.839010.83251
822022.02.18 00:28close410.010.834310.839010.832510.2010004.54
832022.02.25 00:39sell420.010.837110.841610.83511
842022.02.25 01:00close420.010.836860.841610.835110.2710004.81
852022.02.28 00:00buy430.010.835730.831230.83773
862022.02.28 02:01close430.010.836330.831230.837730.6910005.50
872022.03.02 00:56buy440.010.834710.830210.83671
882022.03.02 01:20close440.010.834840.830210.836710.1110005.61
892022.03.03 00:02buy450.010.829430.824930.83143
902022.03.03 01:09close450.010.829650.824930.831430.2310005.84
912022.03.04 00:29buy460.010.828820.824320.83082
922022.03.04 00:45close460.010.829050.824320.830820.2410006.08
932022.03.07 00:03sell470.010.826370.830870.82437
942022.03.07 00:56close470.010.825800.830870.824370.6510006.73
952022.03.15 00:00buy480.010.841560.837060.84356
962022.03.15 00:16close480.010.842070.837060.843560.5710007.30
972022.03.16 00:18sell490.010.839990.844490.83799
982022.03.16 02:29close490.010.840320.844490.83799-0.4410006.86
992022.03.22 00:02buy500.010.836410.831910.83841
1002022.03.22 00:53close500.010.836700.831910.838410.3110007.17
1012022.03.24 00:02sell510.010.833740.838240.83174
1022022.03.24 01:13close510.010.833610.838240.831740.1210007.29
1032022.03.28 00:12sell520.010.833520.838020.83152
1042022.03.28 01:08close520.010.833310.838020.831520.2110007.50
1052022.04.04 00:14buy530.010.842230.837730.84423
1062022.04.04 01:11close530.010.842360.837730.844230.1110007.61
1072022.04.11 00:00sell540.010.837370.841870.83537
1082022.04.11 01:31close540.010.835970.841870.835371.6610009.27
1092022.04.22 00:27buy550.010.831540.827040.83354
1102022.04.22 01:44close550.010.831530.827040.83354-0.0510009.22
1112022.04.25 00:02sell560.010.841760.846260.83976
1122022.04.25 01:30close560.010.841850.846260.83976-0.1510009.07
1132022.05.09 00:43buy570.010.854250.849750.85625
1142022.05.09 01:04close570.010.854400.849750.856250.1410009.21
1152022.05.16 00:22buy580.010.849070.844570.85107
1162022.05.16 01:17close580.010.849000.844570.85107-0.1210009.09
1172022.05.19 00:08buy590.010.847600.843100.84960
1182022.05.19 01:00close590.010.847940.843100.849600.3710009.46
1192022.05.20 00:02sell600.010.848420.852920.84642
1202022.05.20 01:54close600.010.848770.852920.84642-0.4610009.00
1212022.06.01 00:18sell610.010.851450.855950.84945
1222022.06.01 02:06close610.010.851610.855950.84945-0.2310008.77
1232022.06.13 00:15buy620.010.854050.849330.85583
1242022.06.13 01:01close620.010.853900.849330.85583-0.2210008.55
1252022.06.28 00:08sell630.010.862740.867240.86074
1262022.06.28 00:55close630.010.862680.867240.860740.0310008.58
1272022.07.04 00:18buy640.010.861520.857030.86353
1282022.07.04 01:31close640.010.861400.857030.86353-0.1910008.39
1292022.07.06 00:09sell650.010.858840.863900.85740
1302022.07.06 00:57close650.010.858820.863900.85740-0.0110008.38
1312022.08.02 00:04sell660.010.837250.841750.83525
1322022.08.02 01:00close660.010.837360.841750.83525-0.1710008.21
1332022.08.10 00:06buy670.010.845240.840830.84733
1342022.08.10 00:44close670.010.845620.840830.847330.4310008.64
1352022.09.02 00:08buy680.010.861520.857020.86352
1362022.09.02 00:30close680.010.861740.857020.863520.2310008.87
1372022.09.05 00:16buy690.010.864450.859840.86634
1382022.09.05 01:00close690.010.864240.859840.86634-0.2910008.58
1392022.09.12 00:05sell700.010.867790.872290.86579
1402022.09.12 01:02close700.010.867260.872290.865790.6110009.19
1412022.10.10 00:06buy710.010.878140.873630.88013
1422022.10.10 01:02close710.010.878450.873630.880130.3310009.52
1432022.10.19 00:37sell720.010.870910.875460.86896
1442022.10.19 00:59close720.010.870730.875460.868960.1810009.70
1452022.11.02 00:48buy730.010.859810.855310.86181
1462022.11.02 01:11close730.010.859950.855310.861810.1310009.83
1472022.11.18 00:09buy740.010.873670.869170.87567
1482022.11.18 01:01close740.010.873730.869170.875670.0310009.86
1492022.11.29 00:33buy750.010.864710.860170.86667
1502022.11.29 01:20close750.010.864710.860170.86667-0.0410009.82
1512023.01.19 00:07buy760.010.874330.869830.87633
1522023.01.19 01:05close760.010.874100.869830.87633-0.3210009.50
1532023.01.23 00:10sell770.010.875890.880390.87389
1542023.01.23 01:01close770.010.875850.880390.873890.0110009.51
1552023.01.27 00:34sell780.010.877290.882870.87637
1562023.01.27 01:06close780.010.877820.882870.87637-0.6910008.82
1572023.02.08 00:38buy790.010.890220.885720.89222
1582023.02.08 00:57close790.010.890280.885720.892220.0310008.85
1592023.02.09 00:48buy800.010.887460.882960.88946
1602023.02.09 01:00close800.010.887700.882960.889460.2510009.10