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

SymbolEURGBP (Euro vs Great Britain Pound )
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 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 test141631Ticks modelled36549596Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit8.14Gross profit13.54Gross loss-5.40
Profit factor2.51Expected payoff0.10
Absolute drawdown0.85Maximal drawdown3.22 (0.03%)Relative drawdown0.03% (3.22)
Total trades79Short positions (won %)39 (79.49%)Long positions (won %)40 (67.50%)
Profit trades (% of total)58 (73.42%)Loss trades (% of total)21 (26.58%)
Largestprofit trade1.65loss trade-0.95
Averageprofit trade0.23loss trade-0.26
Maximumconsecutive wins (profit in money)9 (3.02)consecutive losses (loss in money)3 (-0.31)
Maximalconsecutive profit (count of wins)3.02 (9)consecutive loss (count of losses)-0.95 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.11 00:01sell10.010.856050.860550.85405
22021.03.11 01:00close10.010.856020.860550.854050.0010000.00
32021.03.22 00:02buy20.010.858310.853810.86031
42021.03.22 00:45close20.010.858550.853810.860310.2510000.25
52021.03.23 00:00buy30.010.860820.856320.86282
62021.03.23 00:43close30.010.860930.856320.862820.0910000.34
72021.03.24 00:47sell40.010.862110.866610.86011
82021.03.24 01:03close40.010.861760.866610.860110.3910000.73
92021.03.26 00:38sell50.010.856960.861460.85496
102021.03.26 01:03close50.010.856740.861460.854960.2310000.96
112021.03.31 00:00buy60.010.852830.848330.85483
122021.03.31 01:33close60.010.852820.848330.85483-0.0510000.91
132021.04.01 00:21sell70.010.851130.855630.84913
142021.04.01 01:00close70.010.850900.855630.849130.2410001.15
152021.04.02 00:47sell80.010.851430.855930.84943
162021.04.02 01:37close80.010.851440.855930.84943-0.0510001.10
172021.04.06 00:06sell90.010.849620.854120.84762
182021.04.06 00:56close90.010.849500.854120.847620.1110001.21
192021.04.07 00:00sell100.010.859060.863560.85706
202021.04.07 01:27close100.010.858870.863560.857060.1910001.40
212021.04.09 00:03sell110.010.867750.872250.86575
222021.04.09 01:00close110.010.867660.872250.865750.0710001.47
232021.04.12 00:02buy120.010.867680.863180.86968
242021.04.12 01:00close120.010.868030.863180.869680.3810001.85
252021.04.28 00:22sell130.010.869570.874070.86757
262021.04.28 01:00close130.010.869510.874070.867570.0310001.88
272021.06.01 00:48buy140.010.860430.855930.86243
282021.06.01 03:09close140.010.859680.855930.86243-0.9510000.93
292021.06.09 00:08sell150.010.860390.864890.85839
302021.06.09 01:34close150.010.860310.864890.858390.0610000.99
312021.06.17 00:04buy160.010.857450.852950.85945
322021.06.17 01:03close160.010.857540.852950.859450.0710001.06
332021.06.25 00:36sell170.010.857230.861730.85523
342021.06.25 01:12close170.010.857010.861730.855230.2210001.28
352021.07.07 00:05buy180.010.856180.851680.85818
362021.07.07 00:45close180.010.856570.851680.858180.4310001.71
372021.07.21 00:32sell190.010.864850.869350.86285
382021.07.21 00:57close190.010.864680.869350.862850.1710001.88
392021.07.26 00:05buy200.010.855730.851230.85773
402021.07.26 01:01close200.010.855740.851230.85773-0.0310001.85
412021.07.27 00:58buy210.010.853890.849390.85589
422021.07.27 01:54close210.010.853870.849390.85589-0.0710001.78
432021.08.13 00:05buy220.010.849690.845190.85169
442021.08.13 01:32close220.010.849550.845190.85169-0.2110001.57
452021.09.20 00:28buy230.010.853530.849030.85553
462021.09.20 00:47close230.010.853820.849030.855530.3110001.88
472021.10.18 00:08buy240.010.843180.838680.84518
482021.10.18 02:29close240.010.842680.838680.84518-0.6410001.24
492021.10.25 00:20sell250.010.846490.850990.84449
502021.10.25 01:03close250.010.846440.850990.844490.0210001.26
512021.11.15 00:02sell260.010.853230.857730.85123
522021.11.15 00:53close260.010.853060.857730.851230.1710001.43
532021.11.19 00:23buy270.010.842220.837720.84422
542021.11.19 00:36close270.010.842340.837720.844220.1110001.54
552021.11.26 00:28sell280.010.841530.846030.83953
562021.11.26 01:00close280.010.841450.846030.839530.0610001.60
572021.12.10 00:01buy290.010.854090.849590.85609
582021.12.10 00:37close290.010.854250.849590.856090.1610001.76
592021.12.13 00:03sell300.010.853410.857910.85141
602021.12.13 01:00close300.010.853290.857910.851410.1110001.87
612021.12.15 00:02buy310.010.850950.846450.85295
622021.12.15 01:50close310.010.850940.846450.85295-0.0510001.82
632021.12.20 00:10buy320.010.848790.844290.85079
642021.12.20 00:46close320.010.848940.844290.850790.1410001.96
652021.12.22 00:08sell330.010.850710.855210.84871
662021.12.22 00:38close330.010.850340.855210.848710.4110002.37
672022.01.17 00:37sell340.010.835070.839570.83307
682022.01.17 01:01close340.010.834700.839570.833070.4110002.78
692022.01.20 00:12sell350.010.833350.837850.83135
702022.01.20 00:33close350.010.833220.837850.831350.1110002.89
712022.01.31 00:19buy360.010.831810.827310.83381
722022.01.31 01:01close360.010.831970.827310.833810.1510003.04
732022.02.02 00:02sell370.010.833580.838080.83158
742022.02.02 01:00close370.010.833490.838080.831580.0710003.11
752022.02.08 00:16sell380.010.845430.849930.84343
762022.02.08 01:00close380.010.845430.849930.84343-0.0410003.07
772022.02.09 00:12sell390.010.842990.847490.84099
782022.02.09 00:52close390.010.842900.847490.840990.0710003.14
792022.02.18 00:08sell400.010.834510.839010.83251
802022.02.18 00:28close400.010.834310.839010.832510.2010003.34
812022.02.25 00:39sell410.010.837110.841610.83511
822022.02.25 01:00close410.010.836860.841610.835110.2710003.61
832022.02.28 00:00buy420.010.835730.831230.83773
842022.02.28 02:01close420.010.836330.831230.837730.6810004.29
852022.03.02 00:56buy430.010.834710.830210.83671
862022.03.02 01:20close430.010.834840.830210.836710.1210004.41
872022.03.03 00:02buy440.010.829430.824930.83143
882022.03.03 01:09close440.010.829650.824930.831430.2210004.63
892022.03.04 00:29buy450.010.828820.824320.83082
902022.03.04 00:45close450.010.829050.824320.830820.2410004.87
912022.03.07 00:03sell460.010.826370.830870.82437
922022.03.07 00:56close460.010.825800.830870.824370.6510005.52
932022.03.15 00:00buy470.010.841560.837060.84356
942022.03.15 00:16close470.010.842070.837060.843560.5710006.09
952022.03.16 00:18sell480.010.839990.844490.83799
962022.03.16 02:29close480.010.840320.844490.83799-0.4410005.65
972022.03.22 00:02buy490.010.836410.831910.83841
982022.03.22 00:53close490.010.836700.831910.838410.3110005.96
992022.03.24 00:02sell500.010.833740.838240.83174
1002022.03.24 01:13close500.010.833610.838240.831740.1210006.08
1012022.03.28 00:12sell510.010.833520.838020.83152
1022022.03.28 01:08close510.010.833310.838020.831520.2110006.29
1032022.04.04 00:14buy520.010.842230.837730.84423
1042022.04.04 01:11close520.010.842360.837730.844230.1110006.40
1052022.04.11 00:00sell530.010.837370.841870.83537
1062022.04.11 01:31close530.010.835970.841870.835371.6510008.05
1072022.04.22 00:27buy540.010.831540.827040.83354
1082022.04.22 01:44close540.010.831530.827040.83354-0.0510008.00
1092022.04.25 00:02sell550.010.841760.846260.83976
1102022.04.25 01:30close550.010.841850.846260.83976-0.1510007.85
1112022.05.09 00:43buy560.010.854250.849750.85625
1122022.05.09 01:04close560.010.854400.849750.856250.1510008.00
1132022.05.16 00:22buy570.010.849070.844570.85107
1142022.05.16 01:17close570.010.849000.844570.85107-0.1310007.87
1152022.05.19 00:08buy580.010.847600.843100.84960
1162022.05.19 01:00close580.010.847940.843100.849600.3710008.24
1172022.05.20 00:02sell590.010.848420.852920.84642
1182022.05.20 01:54close590.010.848770.852920.84642-0.4710007.77
1192022.06.01 00:18sell600.010.851450.855950.84945
1202022.06.01 02:06close600.010.851610.855950.84945-0.2410007.53
1212022.06.13 00:15buy610.010.854050.849330.85583
1222022.06.13 01:01close610.010.853900.849330.85583-0.2210007.31
1232022.06.28 00:08sell620.010.862740.867240.86074
1242022.06.28 00:55close620.010.862680.867240.860740.0310007.34
1252022.07.04 00:18buy630.010.861630.857030.86353
1262022.07.04 01:31close630.010.861400.857030.86353-0.3210007.02
1272022.07.06 00:09sell640.010.858960.863900.85740
1282022.07.06 00:57close640.010.858820.863900.857400.1310007.15
1292022.08.02 00:04sell650.010.837250.841750.83525
1302022.08.02 01:00close650.010.837390.841750.83525-0.2110006.94
1312022.08.10 00:06buy660.010.845240.840830.84733
1322022.08.10 00:44close660.010.845620.840830.847330.4210007.36
1332022.09.02 00:08buy670.010.861520.857020.86352
1342022.09.02 00:30close670.010.861740.857020.863520.2210007.58
1352022.09.05 00:16buy680.010.864450.859840.86634
1362022.09.05 01:00close680.010.864420.859840.86634-0.0810007.50
1372022.09.12 00:05sell690.010.867790.872290.86579
1382022.09.12 01:02close690.010.867260.872290.865790.6110008.11
1392022.10.10 00:06buy700.010.878140.873630.88013
1402022.10.10 01:02close700.010.878450.873630.880130.3410008.45
1412022.10.19 00:37sell710.010.870960.875460.86896
1422022.10.19 00:59close710.010.870730.875460.868960.2410008.69
1432022.11.02 00:48buy720.010.859810.855310.86181
1442022.11.02 01:11close720.010.859950.855310.861810.1310008.82
1452022.11.18 00:09buy730.010.873670.869170.87567
1462022.11.18 01:01close730.010.873730.869170.875670.0310008.85
1472022.11.29 00:33buy740.010.864670.860170.86667
1482022.11.29 01:20close740.010.864710.860170.866670.0010008.85
1492023.01.19 00:07buy750.010.874330.869830.87633
1502023.01.19 01:05close750.010.874100.869830.87633-0.3210008.53
1512023.01.23 00:10sell760.010.875890.880390.87389
1522023.01.23 01:01close760.010.875850.880390.873890.0110008.54
1532023.01.27 00:34sell770.010.877290.882870.87637
1542023.01.27 01:06close770.010.877820.882870.87637-0.6810007.86
1552023.02.08 00:38buy780.010.890220.885720.89222
1562023.02.08 00:57close780.010.890280.885720.892220.0310007.89
1572023.02.09 00:48buy790.010.887460.882960.88946
1582023.02.09 01:00close790.010.887700.882960.889460.2510008.14