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

SymbolEURJPY (Euro vs Japanese Yen)
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 EURJPY 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=0; MinimumChannelWidthPips=0.4; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=35; ChannelFactor=1.7; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=0.5; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=0; MaxSpreadPips=9; TicksToAverageSpread=25; RangeFilterPips=120; 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=40; TakeProfitPips=35; UseDynamicTake=false; MinutesToGiveUp=16; GiveUpPips=5.8; OrderTimeToLiveMinutes=130; CloseWhenOutOfChannelAfterMinutes=110; IncognitoGiveUpMinutes=6; CloseMinutesAfterSession=1880; TimeToStartTrailingMinutes=145; TrailingSpeedPipsPerCandle=2.2; 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 test144414Ticks modelled61406300Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit-3.19Gross profit15.84Gross loss-19.03
Profit factor0.83Expected payoff-0.05
Absolute drawdown5.35Maximal drawdown9.65 (0.10%)Relative drawdown0.10% (9.65)
Total trades60Short positions (won %)32 (62.50%)Long positions (won %)28 (75.00%)
Profit trades (% of total)41 (68.33%)Loss trades (% of total)19 (31.67%)
Largestprofit trade1.86loss trade-3.31
Averageprofit trade0.39loss trade-1.00
Maximumconsecutive wins (profit in money)8 (2.37)consecutive losses (loss in money)3 (-3.97)
Maximalconsecutive profit (count of wins)3.47 (6)consecutive loss (count of losses)-5.82 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.11 00:28sell10.01129.331129.731128.981
22021.03.11 01:35close10.01129.309129.731128.9810.1210000.12
32021.03.16 00:07sell20.01130.260130.660129.910
42021.03.16 00:12close20.01130.132130.660129.9100.9410001.06
52021.03.22 00:05buy30.01129.085128.685129.435
62021.03.22 01:09close30.01129.334128.685129.4351.8610002.92
72021.04.12 00:05buy40.01130.443130.043130.793
82021.04.12 00:44close40.01130.486130.043130.7930.2910003.21
92021.04.13 00:28sell50.01130.334130.734129.984
102021.04.13 01:00close50.01130.307130.734129.9840.1710003.38
112021.04.14 00:26sell60.01130.344130.744129.994
122021.04.14 01:14close60.01130.326130.744129.9940.0910003.47
132021.05.26 00:02sell70.01133.262133.662132.912
142021.05.26 02:05close70.01133.275133.662132.912-0.1410003.33
152021.06.29 00:00sell80.01131.930132.330131.580
162021.06.29 01:00close80.01131.910132.330131.5800.1110003.44
172021.09.09 00:04buy90.01130.274129.874130.624
182021.09.09 00:46close90.01130.297129.874130.6240.1310003.57
192021.10.27 00:20buy100.01132.346131.946132.696
202021.10.27 01:00close100.01132.363131.946132.6960.0910003.66
212021.11.01 00:10sell110.01131.842132.242131.492
222021.11.01 02:25close110.01131.987132.242131.492-1.1410002.52
232021.11.15 00:05sell120.01130.419130.819130.069
242021.11.15 01:01close120.01130.388130.819130.0690.2010002.72
252021.11.30 00:54sell130.01128.270128.670127.920
262021.11.30 02:46close130.01128.432128.670127.920-1.2710001.45
272021.12.02 00:01buy140.01127.582127.182127.932
282021.12.02 00:06close140.01127.664127.182127.9320.5810002.03
292021.12.06 00:34sell150.01127.679128.079127.329
302021.12.06 02:01close150.01127.698128.079127.329-0.1810001.85
312021.12.14 00:02buy160.01128.121127.721128.471
322021.12.14 00:33close160.01128.167127.721128.4710.3110002.16
332021.12.22 00:00sell170.01128.763129.163128.413
342021.12.22 00:20close170.01128.724129.163128.4130.2510002.41
352021.12.23 00:02buy180.01129.208128.808129.558
362021.12.23 01:28close180.01129.249128.808129.5580.2710002.68
372022.01.14 00:29sell190.01130.835131.235130.485
382022.01.14 01:35close190.01130.782131.235130.4850.3610003.04
392022.01.17 00:52sell200.01130.423130.823130.073
402022.01.17 01:16close200.01130.382130.823130.0730.2710003.31
412022.01.26 00:06buy210.01128.656128.256129.006
422022.01.26 01:00close210.01128.694128.256129.0060.2510003.56
432022.02.07 00:00sell220.01132.098132.498131.748
442022.02.07 01:41close220.01132.033132.498131.7480.4510004.01
452022.02.08 00:16sell230.01131.696132.096131.346
462022.02.08 01:01close230.01131.664132.096131.3460.2110004.22
472022.02.09 00:12sell240.01131.952132.352131.602
482022.02.09 01:59close240.01131.958132.352131.602-0.0810004.14
492022.02.10 00:51buy250.01131.975131.575132.325
502022.02.10 01:12close250.01131.986131.575132.3250.0410004.18
512022.02.21 00:04buy260.01130.276129.876130.626
522022.02.21 02:14close260.01130.070129.876130.626-1.6110002.57
532022.02.22 00:29buy270.01129.698129.298130.048
542022.02.22 02:05close270.01129.641129.298130.048-0.4810002.09
552022.02.24 00:24buy280.01129.968129.568130.318
562022.02.24 00:30close280.01130.004129.568130.3180.2410002.33
572022.03.03 00:02buy290.01128.437128.033128.783
582022.03.03 02:04close290.01128.424128.033128.783-0.1410002.19
592022.03.15 00:16buy300.01129.403128.851129.601
602022.03.15 01:00close300.01129.358128.851129.601-0.3810001.81
612022.03.24 00:11sell310.01133.373133.793133.043
622022.03.24 01:00close310.01133.340133.793133.0430.2210002.03
632022.03.28 00:47buy320.01134.053133.653134.403
642022.03.28 01:03close320.01134.119133.653134.4030.4610002.49
652022.04.11 00:54sell330.01135.490135.922135.172
662022.04.11 01:49close330.01135.411135.922135.1720.5610003.05
672022.04.19 00:59sell340.01136.956137.372136.622
682022.04.19 03:04close340.01137.015137.372136.622-0.4910002.56
692022.04.20 00:48sell350.01139.117139.539138.789
702022.04.20 01:25s/l350.01139.546139.539138.789-3.319999.25
712022.04.21 00:07sell360.01138.793139.193138.443
722022.04.21 01:46close360.01138.811139.193138.443-0.179999.08
732022.04.28 00:03sell370.01135.629136.029135.279
742022.04.28 01:05close370.01135.587136.029135.2790.289999.36
752022.07.25 00:26sell380.01139.053139.453138.703
762022.07.25 02:31close380.01139.125139.453138.703-0.599998.77
772022.08.04 00:13buy390.01136.091135.691136.441
782022.08.04 01:05close390.01136.132135.691136.4410.279999.04
792022.08.10 00:47sell400.01138.053138.453137.703
802022.08.10 01:00close400.01138.005138.453137.7030.339999.37
812022.09.12 00:05sell410.01143.466143.866143.116
822022.09.12 00:53s/l410.01143.868143.866143.116-3.109996.27
832022.09.26 00:11sell420.01139.064139.464138.714
842022.09.26 00:58close420.01138.930139.464138.7140.999997.26
852022.10.26 00:29sell430.01147.565147.946147.196
862022.10.26 01:15close430.01147.475147.946147.1960.659997.91
872022.11.03 00:47buy440.01145.069144.661145.411
882022.11.03 01:14close440.01145.187144.661145.4110.859998.76
892022.11.04 00:44buy450.01144.476144.079144.829
902022.11.04 01:51close450.01144.489144.079144.8290.069998.82
912022.11.08 00:06buy460.01146.921146.486147.236
922022.11.08 01:03close460.01146.911146.486147.236-0.119998.71
932022.11.18 00:52sell470.01145.379145.778145.028
942022.11.18 01:30close470.01145.349145.778145.0280.199998.90
952022.11.22 00:39sell480.01145.556145.980145.230
962022.11.22 01:09close480.01145.528145.980145.2300.189999.08
972022.11.23 00:30sell490.01145.489145.955145.205
982022.11.23 01:01close490.01145.485145.955145.205-0.019999.07
992022.11.28 00:06buy500.01144.573144.173144.923
1002022.11.28 01:00close500.01144.642144.173144.9230.499999.56
1012022.12.13 00:59buy510.01144.961144.559145.309
1022022.12.13 01:19close510.01145.020144.559145.3090.419999.97
1032022.12.20 00:14buy520.01145.151144.745145.495
1042022.12.20 01:00close520.01145.203144.745145.4950.3610000.33
1052023.01.09 00:05buy530.01140.475140.075140.825
1062023.01.09 00:48close530.01140.543140.075140.8250.4810000.81
1072023.01.23 00:08sell540.01140.738141.138140.388
1082023.01.23 01:06close540.01140.734141.138140.388-0.0110000.80
1092023.01.25 00:00sell550.01141.739142.139141.389
1102023.01.25 01:02close550.01141.681142.139141.3890.4010001.20
1112023.01.26 00:56buy560.01141.396140.978141.728
1122023.01.26 02:50close560.01141.047140.978141.728-2.709998.50
1132023.01.27 00:56buy570.01141.754141.354142.104
1142023.01.27 01:31s/l570.01141.350141.354142.104-3.129995.38
1152023.01.30 00:07buy580.01140.889140.488141.238
1162023.01.30 01:00close580.01141.075140.488141.2381.389996.76
1172023.01.31 00:34buy590.01141.493141.085141.835
1182023.01.31 01:25close590.01141.502141.085141.8350.039996.79
1192023.02.09 00:37buy600.01140.751140.348141.098
1202023.02.09 01:35close600.01140.758140.348141.0980.029996.81