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

SymbolEURUSD (Euro vs US Dollar)
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="Inco EURUSD 1.1 ROL"; MagicNumber=50774; InpTradeMode=2; LMStr="====== Lot management ======="; LMStartLot=0.01; LMStartLotPerBalance=0; LMNoRecoilMM=true; 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=4.3; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=18; ChannelFactor=1.7; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=1; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=1; MaxSpreadPips=4; TicksToAverageSpread=25; RangeFilterPips=180; ATRFilterTimeFrame=60; ATRFilterPeriod=10; MaxATRPips=33; UseBBTouchFilter=false; BBTouchFilterMinutes=180; BBTouchFilterPeriod=25; BBTouchFilterDeviations=1.2; WaitMinutesBetweenEntries=1; WaitMinutesAfterLoss=40; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=11; TakeProfitPips=17; UseDynamicTake=true; MinutesToGiveUp=25; GiveUpPips=3.9; OrderTimeToLiveMinutes=135; CloseWhenOutOfChannelAfterMinutes=215; IncognitoGiveUpMinutes=13; CloseMinutesAfterSession=1880; TimeToStartTrailingMinutes=70; TrailingSpeedPipsPerCandle=4.7; 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=30; _22_="<==== News Filter ====>"; UseNewsFilter=false; TimeBeforeNews=60; CloseTimeBeforeNews=0; TimeAfterNews=120; ConsiderHighImpactNews=true; NewsSymb="";
Bars in test143567Ticks modelled37208187Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit15.23Gross profit20.19Gross loss-4.96
Profit factor4.07Expected payoff0.16
Absolute drawdown1.08Maximal drawdown3.64 (0.04%)Relative drawdown0.04% (3.64)
Total trades93Short positions (won %)43 (76.74%)Long positions (won %)50 (86.00%)
Profit trades (% of total)76 (81.72%)Loss trades (% of total)17 (18.28%)
Largestprofit trade1.45loss trade-1.25
Averageprofit trade0.27loss trade-0.29
Maximumconsecutive wins (profit in money)18 (3.37)consecutive losses (loss in money)3 (-1.60)
Maximalconsecutive profit (count of wins)3.37 (18)consecutive loss (count of losses)-1.60 (3)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.22 00:01buy10.011.187981.186881.18968
22021.03.22 01:00close10.011.188431.186881.189680.4110000.41
32021.03.24 00:22sell20.011.185231.186331.18353
42021.03.24 00:54close20.011.185041.186331.183530.1510000.56
52021.03.26 00:17sell30.011.177081.178181.17538
62021.03.26 01:00close30.011.176871.178181.175380.1710000.73
72021.03.30 00:53sell40.011.176801.177901.17510
82021.03.30 01:44close40.011.176821.177901.17510-0.0610000.67
92021.04.06 00:08sell50.011.181431.182531.17973
102021.04.06 01:05close50.011.181351.182531.179730.0410000.71
112021.04.07 00:37buy60.011.187221.186121.18892
122021.04.07 01:00close60.011.187361.186121.188920.1010000.81
132021.04.09 00:06sell70.011.191751.192851.19005
142021.04.09 00:39close70.011.191621.192851.190050.0910000.90
152021.04.12 00:00buy80.011.189251.188151.19095
162021.04.12 00:27close80.011.189901.188151.190950.6110001.51
172021.04.13 00:23sell90.011.191401.192501.18970
182021.04.13 01:31close90.011.191371.192501.18970-0.0110001.50
192021.04.14 00:26sell100.011.195301.196401.19360
202021.04.14 01:05close100.011.194991.196401.193600.2710001.77
212021.04.19 00:00buy110.011.197501.196401.19920
222021.04.19 01:00close110.011.197721.196401.199200.1810001.95
232021.04.26 00:00buy120.011.209441.208341.21114
242021.04.26 00:34close120.011.209621.208341.211140.1410002.09
252021.04.28 00:01sell130.011.209151.210251.20745
262021.04.28 00:36close130.011.208851.210251.207450.2610002.35
272021.05.07 00:06sell140.011.206511.207611.20481
282021.05.07 00:57close140.011.206391.207611.204810.0810002.43
292021.05.26 00:02sell150.011.225331.226431.22363
302021.05.26 00:36close150.011.224991.226431.223630.3010002.73
312021.05.31 00:00sell160.011.219721.220821.21802
322021.05.31 01:00close160.011.219801.220821.21802-0.1210002.61
332021.06.17 00:51buy170.011.199201.198101.20090
342021.06.17 01:15close170.011.199411.198101.200900.1710002.78
352021.06.29 00:06sell180.011.192941.194041.19124
362021.06.29 00:32close180.011.192481.194041.191240.4210003.20
372021.07.02 00:03sell190.011.185121.186221.18342
382021.07.02 00:51close190.011.185001.186221.183420.0810003.28
392021.07.14 00:10buy200.011.177421.176321.17912
402021.07.14 00:31close200.011.177781.176321.179120.3210003.60
412021.07.19 00:17sell210.011.180981.182081.17928
422021.07.19 01:00close210.011.180931.182081.179280.0110003.61
432021.08.13 00:00buy220.011.173131.172031.17483
442021.08.13 01:00close220.011.173171.172031.174830.0010003.61
452021.08.27 00:14sell230.011.175571.176671.17387
462021.08.27 01:00close230.011.175401.176671.173870.1310003.74
472021.08.31 00:06buy240.011.179611.178511.18131
482021.08.31 00:44close240.011.179771.178511.181310.1210003.86
492021.09.08 00:23sell250.011.184441.185541.18274
502021.09.08 01:00close250.011.184401.185541.182740.0010003.86
512021.09.10 00:29sell260.011.182681.183781.18098
522021.09.10 00:59close260.011.182461.183781.180980.1810004.04
532021.10.05 00:36buy270.011.161571.160471.16327
542021.10.05 00:55close270.011.161911.160471.163270.3010004.34
552021.10.14 00:57sell280.011.159761.160861.15806
562021.10.14 01:55close280.011.159751.160861.15806-0.0310004.31
572021.10.27 00:14buy290.011.159311.158211.16101
582021.10.27 01:00close290.011.159391.158211.161010.0410004.35
592021.11.04 00:47sell300.011.161481.162581.15978
602021.11.04 01:28close300.011.161321.162581.159780.1210004.47
612021.11.08 00:04buy310.011.156251.155151.15795
622021.11.08 00:50close310.011.156411.155151.157950.1210004.59
632021.11.12 00:02sell320.011.145051.146151.14335
642021.11.12 00:45close320.011.145001.146151.143350.0110004.60
652021.11.15 00:02sell330.011.144641.145741.14294
662021.11.15 00:33close330.011.144401.145741.142940.2010004.80
672021.11.16 00:43buy340.011.136501.135401.13820
682021.11.16 01:01close340.011.136901.135401.138200.3610005.16
692021.11.17 00:02sell350.011.132151.133251.13045
702021.11.17 01:00close350.011.132101.133251.130450.0110005.17
712021.11.18 00:58buy360.011.131801.130701.13350
722021.11.18 01:24close360.011.131921.130701.133500.0810005.25
732021.11.29 00:02buy370.011.130701.129601.13240
742021.11.29 00:28close370.011.131221.129601.132400.4810005.73
752021.12.13 00:34buy380.011.131101.130001.13280
762021.12.13 01:00close380.011.131301.130001.132800.1610005.89
772021.12.22 00:00sell390.011.128721.129821.12702
782021.12.22 00:37close390.011.128311.129821.127020.3710006.26
792021.12.23 00:02buy400.011.132371.131271.13407
802021.12.23 01:00close400.011.132441.131271.134070.0310006.29
812022.01.06 00:47buy410.011.130911.129811.13261
822022.01.06 01:23close410.011.131061.129811.132610.1110006.40
832022.01.10 00:07buy420.011.135711.134611.13741
842022.01.10 01:00close420.011.135851.134611.137410.1010006.50
852022.01.11 00:05buy430.011.132471.131371.13417
862022.01.11 00:38close430.011.132771.131371.134170.2610006.76
872022.01.26 00:06buy440.011.129821.128721.13152
882022.01.26 00:42close440.011.130111.128721.131520.2510007.01
892022.01.28 00:23buy450.011.113981.112881.11568
902022.01.28 00:50close450.011.114301.112881.115680.2810007.29
912022.02.07 00:00sell460.011.146351.147451.14465
922022.02.07 00:31close460.011.145921.147451.144650.3910007.68
932022.02.08 00:00sell470.011.144181.145281.14248
942022.02.08 01:00close470.011.144151.145281.14248-0.0110007.67
952022.02.18 00:08sell480.011.136531.137631.13483
962022.02.18 00:57close480.011.136301.137631.134830.1910007.86
972022.02.21 00:02buy490.011.132231.131131.13393
982022.02.21 01:10close490.011.132111.131131.13393-0.1610007.70
992022.02.28 00:00buy500.011.112791.111691.11449
1002022.02.28 00:05close500.011.114281.111691.114491.4510009.15
1012022.02.28 00:05buy510.011.114561.113461.11626
1022022.02.28 00:17close510.011.115731.113461.116261.1310010.28
1032022.03.02 00:56buy520.011.112001.110901.11370
1042022.03.02 01:15close520.011.112491.110901.113700.4510010.73
1052022.03.03 00:02buy530.011.111581.110481.11328
1062022.03.03 00:57close530.011.111871.110481.113280.2510010.98
1072022.03.14 00:01sell540.011.091961.093061.09026
1082022.03.14 00:55close540.011.091941.093061.09026-0.0210010.96
1092022.03.15 00:16buy550.011.093611.092511.09531
1102022.03.15 00:42close550.011.094081.092511.095310.4310011.39
1112022.03.24 00:03sell560.011.101091.102191.09939
1122022.03.24 00:40close560.011.100891.102191.099390.1610011.55
1132022.04.04 00:01buy570.011.103871.102691.10549
1142022.04.04 01:17close570.011.104021.102691.105490.1110011.66
1152022.04.05 00:05sell580.011.097321.098581.09578
1162022.04.05 00:45close580.011.097401.098581.09578-0.1210011.54
1172022.04.11 00:00sell590.011.091581.093011.09021
1182022.04.11 00:23close590.011.091001.093011.090210.5410012.08
1192022.04.18 00:01buy600.011.080661.079561.08236
1202022.04.18 00:46close600.011.080801.079561.082360.1010012.18
1212022.04.19 00:15buy610.011.077921.076491.07929
1222022.04.19 00:43close610.011.078081.076491.079290.1210012.30
1232022.04.19 00:59buy620.011.077881.076751.07955
1242022.04.19 01:08close620.011.078231.076751.079550.3110012.61
1252022.04.25 00:25sell630.011.080651.081971.07917
1262022.04.25 01:05close630.011.080511.081971.079170.1010012.71
1272022.04.28 00:00sell640.011.056271.057371.05457
1282022.04.28 00:18close640.011.055851.057371.054570.3810013.09
1292022.04.28 00:28buy650.011.055581.054511.05731
1302022.04.28 01:00close650.011.055691.054511.057310.0710013.16
1312022.05.02 00:04sell660.011.055951.057051.05425
1322022.05.02 00:14close660.011.054571.057051.054251.3410014.50
1332022.05.10 00:15buy670.011.055631.054561.05736
1342022.05.10 01:25close670.011.055661.054561.05736-0.0110014.49
1352022.05.26 00:15sell680.011.067971.069591.06679
1362022.05.26 00:50close680.011.068221.069591.06679-0.2910014.20
1372022.06.15 00:34sell690.011.041931.043071.04027
1382022.06.15 00:59close690.011.041751.043071.040270.1410014.34
1392022.06.20 00:02buy700.011.048111.047001.04980
1402022.06.20 00:22close700.011.048851.047001.049800.7010015.04
1412022.06.27 00:36sell710.011.055701.056861.05406
1422022.06.27 01:00close710.011.055601.056861.054060.0610015.10
1432022.07.04 00:17buy720.011.042401.041301.04410
1442022.07.04 01:00close720.011.042381.041301.04410-0.0610015.04
1452022.07.25 00:27sell730.011.021571.022771.01997
1462022.07.25 01:00close730.011.021521.022771.019970.0110015.05
1472022.08.29 00:48buy740.010.996180.995040.99784
1482022.08.29 01:24s/l740.010.995040.995040.99784-1.1810013.87
1492022.08.31 00:00buy750.011.001431.000331.00313
1502022.08.31 00:56close750.011.001631.000331.003130.1610014.03
1512022.09.05 00:02buy760.010.992720.991620.99442
1522022.09.05 00:23close760.010.993360.991620.994420.6010014.63
1532022.09.07 00:00sell770.010.990640.991740.98894
1542022.09.07 00:25close770.010.990420.991740.988940.1810014.81
1552022.09.12 00:08sell780.011.009521.010621.00782
1562022.09.12 00:32close780.011.009021.010621.007820.4610015.27
1572022.10.06 00:12buy790.010.988110.987010.98981
1582022.10.06 00:59close790.010.988290.987010.989810.1410015.41
1592022.10.07 00:05buy800.010.978840.977740.98054
1602022.10.07 00:26close800.010.979450.977740.980540.5710015.98
1612022.10.11 00:19buy810.010.970130.969020.97182
1622022.10.11 00:57close810.010.970350.969020.971820.1810016.16
1632022.10.21 00:52buy820.010.978600.977360.98016
1642022.10.21 01:00close820.010.978870.977360.980160.2310016.39
1652022.10.27 00:04buy830.011.007541.006451.00925
1662022.10.27 00:26close830.011.008301.006451.009250.7210017.11
1672022.11.01 00:26sell840.010.988070.989710.98691
1682022.11.01 00:42close840.010.988280.989710.98691-0.2510016.86
1692022.11.08 00:00buy850.011.001881.000781.00358
1702022.11.08 00:59close850.011.001811.000781.00358-0.1110016.75
1712022.11.14 00:02buy860.011.033861.032701.03550
1722022.11.14 00:10s/l860.011.032661.032701.03550-1.2410015.51
1732022.11.15 00:42buy870.011.032511.031401.03420
1742022.11.15 01:07close870.011.032711.031401.034200.1610015.67
1752022.11.24 00:55sell880.011.039871.041041.03824
1762022.11.24 01:17s/l880.011.041081.041041.03824-1.2510014.42
1772022.11.28 00:02buy890.011.037471.036371.03917
1782022.11.28 00:39close890.011.037921.036371.039170.4110014.83
1792023.01.23 00:05sell900.011.086531.087571.08477
1802023.01.23 01:04close900.011.086331.087571.084770.1610014.99
1812023.01.30 00:04buy910.011.086451.085351.08815
1822023.01.30 00:50close910.011.086451.085351.08815-0.0410014.95
1832023.02.09 00:25buy920.011.071331.069921.07272
1842023.02.09 00:30close920.011.071531.069921.072720.1610015.11
1852023.02.09 00:30sell930.011.071381.072731.06993
1862023.02.09 00:41close930.011.071221.072731.069930.1210015.23