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

SymbolGBPUSD (British Pound 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 GBPUSD X7"; MagicNumber=50775; InpTradeMode=2; LMStr="====== Lot management ======="; LMStartLot=0.01; LMStartLotPerBalance=0; LMNoRecoilMM=true; LMRoundingLot=0; LMMaxLot=0; LMKeepTrack=true; LMFirstLevelToMultiply=10; LMNumberOfLevelsToMultiply=0; LMLotFactor=1.1; LMIncrementPercent=30; LMChangeEvery=0; LMChangeFactor=1.19; GridMode=1; GridTimeframMode=1; SMStr="======= Grid spacing ========"; SMFirstStep=200; SMFirstStepToChange=0; SMNumberOfStepsToChange=0; SMChangeEvery=5; SMChangeFactor=1; SMChangePercent=0; MaxOrdersInOneDirection=1; IncognitoStrategyStr="#====== Incognito Stragegy ======#"; IncognitoTimeFrame=5; MinimumChannelWidthPips=0; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=19; ChannelFactor=1.7; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=1; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=1; MaxSpreadPips=10; TicksToAverageSpread=25; RangeFilterPips=200; ATRFilterTimeFrame=60; ATRFilterPeriod=9; MaxATRPips=42; UseBBTouchFilter=false; BBTouchFilterMinutes=180; BBTouchFilterPeriod=25; BBTouchFilterDeviations=1.2; WaitMinutesBetweenEntries=15; WaitMinutesAfterLoss=15; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=36; TakeProfitPips=22; UseDynamicTake=true; MinutesToGiveUp=35; GiveUpPips=10; OrderTimeToLiveMinutes=160; CloseWhenOutOfChannelAfterMinutes=150; IncognitoGiveUpMinutes=30; CloseMinutesAfterSession=230; 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="00:00-01:00"; 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=0; EndTradeMinuteW=0; TradeTimeStr14=""; TradeTimeStr15="----------------- SUMMER ------------------"; UseWinterScheduleAllYear=true; TradeTimeStr16="<== SUNDAY ==>"; SUNDAY_TradeIntervalsS="00:00-01:00"; TradeTimeStr17="<== MONDAY ==>"; MONDAY_TradeIntervalsS="00:00-01:00"; TradeTimeStr18="<== TUESDAY ==>"; TUESDAY_TradeIntervalsS="00:00-01:00"; TradeTimeStr19="<== WEDNESDAY ==>"; WEDNESDAY_TradeIntervalsS="00:00-01:00"; TradeTimeStr20="<== THURSDAY ==>"; THURSDAY_TradeIntervalsS="00:00-01:00"; TradeTimeStr21="<== FRIDAY ==>"; FRIDAY_TradeIntervalsS="00:00-01:00"; TradeTimeStr22="--- Extra interval, every day (for opt) ---"; AddExtraIntervalS=false; StartTradeHourS=17; 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=30; _22_="<==== News Filter ====>"; UseNewsFilter=false; TimeBeforeNews=60; CloseTimeBeforeNews=0;
Bars in test143674Ticks modelled48062426Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit8.50Gross profit16.73Gross loss-8.23
Profit factor2.03Expected payoff0.13
Absolute drawdown0.80Maximal drawdown6.15 (0.06%)Relative drawdown0.06% (6.15)
Total trades66Short positions (won %)30 (76.67%)Long positions (won %)36 (66.67%)
Profit trades (% of total)47 (71.21%)Loss trades (% of total)19 (28.79%)
Largestprofit trade1.28loss trade-3.97
Averageprofit trade0.36loss trade-0.43
Maximumconsecutive wins (profit in money)10 (5.21)consecutive losses (loss in money)2 (-1.17)
Maximalconsecutive profit (count of wins)5.21 (10)consecutive loss (count of losses)-3.97 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.22 00:01buy10.011.383991.380391.38619
22021.03.22 01:10close10.011.384491.380391.386190.4610000.46
32021.04.01 00:21buy20.011.377641.374041.37984
42021.04.01 00:55close20.011.378181.374041.379840.5010000.96
52021.04.07 00:08buy30.011.382171.378571.38437
62021.04.07 01:01close30.011.382361.378571.384370.1510001.11
72021.04.19 00:05buy40.011.383191.379591.38539
82021.04.19 01:00close40.011.383371.379591.385390.1410001.25
92021.04.20 00:19buy50.011.398321.394721.40052
102021.04.20 01:01close50.011.398521.394721.400520.1610001.41
112021.04.28 00:07sell60.011.390941.394541.38874
122021.04.28 00:22close60.011.390351.394541.388740.5510001.96
132021.06.07 00:00buy70.011.415761.412161.41796
142021.06.07 00:43close70.011.415871.412161.417960.0710002.03
152021.06.10 00:04sell80.011.411401.415001.40920
162021.06.10 01:03close80.011.411561.415001.40920-0.2010001.83
172021.06.22 00:07sell90.011.393601.397201.39140
182021.06.22 01:08close90.011.393531.397201.391400.0310001.86
192021.07.01 00:13buy100.011.382811.379211.38501
202021.07.01 00:52close100.011.383051.379211.385010.2010002.06
212021.08.13 00:05sell110.011.380921.384521.37872
222021.08.13 01:13close110.011.381121.384521.37872-0.2410001.82
232021.08.16 00:05buy120.011.386361.382761.38856
242021.08.16 01:00close120.011.386251.382761.38856-0.1510001.67
252021.08.23 00:14buy130.011.362001.358401.36420
262021.08.23 01:07close130.011.362111.358401.364200.0710001.74
272021.09.09 00:29buy140.011.377081.373481.37928
282021.09.09 01:00close140.011.377411.373481.379280.2910002.03
292021.10.07 00:00buy150.011.358431.354831.36063
302021.10.07 01:00close150.011.358441.354831.36063-0.0310002.00
312021.11.08 00:00buy160.011.348481.344881.35068
322021.11.08 00:38close160.011.349221.344881.350680.7010002.70
332021.11.10 00:12buy170.011.355721.352121.35792
342021.11.10 01:02close170.011.356051.352121.357920.2910002.99
352021.11.12 00:04sell180.011.336931.340531.33473
362021.11.12 00:49close180.011.336711.340531.334730.1810003.17
372021.11.17 00:00sell190.011.342891.346491.34069
382021.11.17 01:00close190.011.342751.346491.340690.1010003.27
392021.12.02 00:01sell200.011.328021.331621.32582
402021.12.02 01:01close200.011.327621.331621.325820.3610003.63
412021.12.13 00:00buy210.011.325661.322061.32786
422021.12.13 01:00close210.011.325921.322061.327860.2210003.85
432022.01.17 00:37buy220.011.367131.363531.36933
442022.01.17 01:27close220.011.367061.363531.36933-0.1110003.74
452022.01.19 00:38sell230.011.359881.363481.35768
462022.01.19 01:19close230.011.359811.363481.357680.0310003.77
472022.01.20 00:34buy240.011.360941.357341.36314
482022.01.20 01:16close240.011.361021.357341.363140.0410003.81
492022.02.07 00:13sell250.011.354491.358091.35229
502022.02.07 00:47close250.011.353171.358091.352291.2810005.09
512022.02.08 00:01sell260.011.353661.357261.35146
522022.02.08 00:58close260.011.353531.357261.351460.0910005.18
532022.02.16 00:06buy270.011.353251.349651.35545
542022.02.16 00:45close270.011.354001.349651.355450.7110005.89
552022.02.18 00:17buy280.011.361121.357521.36332
562022.02.18 00:43close280.011.361671.357521.363320.5110006.40
572022.02.28 00:00buy290.011.332961.329361.33516
582022.02.28 00:48close290.011.334061.329361.335161.0610007.46
592022.03.04 00:29sell300.011.335431.339031.33323
602022.03.04 01:00close300.011.334721.339031.333230.6710008.13
612022.03.22 00:02sell310.011.317231.320831.31503
622022.03.22 01:01close310.011.316741.320831.315030.4510008.58
632022.03.23 00:21sell320.011.326531.330131.32433
642022.03.23 01:02close320.011.326121.330131.324330.3710008.95
652022.03.24 00:03buy330.011.320421.316821.32262
662022.03.24 01:01close330.011.320451.316821.32262-0.0110008.94
672022.04.04 00:02buy340.011.310331.306731.31253
682022.04.04 01:00close340.011.310711.306731.312530.3410009.28
692022.04.06 00:21sell350.011.307131.311881.30608
702022.04.06 00:54close350.011.307781.311881.30608-0.6910008.59
712022.04.07 00:00buy360.011.307071.303111.30891
722022.04.07 01:02close360.011.306631.303111.30891-0.4810008.11
732022.04.08 00:21sell370.011.308251.311821.30602
742022.04.08 01:00close370.011.307681.311821.306020.5310008.64
752022.04.12 00:00sell380.011.303031.306631.30083
762022.04.12 01:07close380.011.303091.306631.30083-0.1010008.54
772022.04.20 00:15buy390.011.299741.295821.30162
782022.04.20 00:50close390.011.299751.295821.30162-0.0310008.51
792022.05.09 00:01sell400.011.234781.238381.23258
802022.05.09 00:45close400.011.234161.238381.232580.5810009.09
812022.05.10 00:37buy410.011.232991.229161.23496
822022.05.10 01:09close410.011.233001.229161.23496-0.0310009.06
832022.05.18 00:06sell420.011.249301.252951.24715
842022.05.18 01:02close420.011.249191.252951.247150.0710009.13
852022.05.31 00:10buy430.011.265061.261461.26726
862022.05.31 00:54close430.011.265261.261461.267260.1610009.29
872022.06.24 00:27buy440.011.225581.221941.22774
882022.06.24 01:00close440.011.225691.221941.227740.0710009.36
892022.07.06 00:09buy450.011.195441.191161.19696
902022.07.06 00:57close450.011.195431.191161.19696-0.0510009.31
912022.07.28 00:09buy460.011.214991.211391.21719
922022.07.28 00:37close460.011.215611.211391.217190.5810009.89
932022.08.10 00:06sell470.011.207501.212271.20647
942022.08.10 00:42close470.011.207791.212271.20647-0.3310009.56
952022.08.18 00:11sell480.011.205231.209001.20320
962022.08.18 00:55close480.011.205181.209001.203200.0110009.57
972022.08.30 00:00sell490.011.170721.174321.16852
982022.08.30 00:31close490.011.170321.174321.168520.3610009.93
992022.08.30 00:50sell500.011.170581.174461.16866
1002022.08.30 01:27close500.011.170731.174461.16866-0.1910009.74
1012022.09.05 00:00buy510.011.148151.144561.15036
1022022.09.05 01:01close510.011.149331.144561.150361.1410010.88
1032022.09.12 00:00sell520.011.163761.167381.16158
1042022.09.12 01:01close520.011.162721.167381.161581.0010011.88
1052022.09.15 00:17sell530.011.154601.158201.15240
1062022.09.15 00:47close530.011.154181.158201.152400.3810012.26
1072022.09.21 00:09buy540.011.137851.134251.14005
1082022.09.21 00:45close540.011.137921.134251.140050.0310012.29
1092022.10.06 00:04buy550.011.131131.127531.13333
1102022.10.06 00:45close550.011.132041.127531.133330.8710013.16
1112022.11.14 00:10buy560.011.180871.177271.18307
1122022.11.14 00:19s/l560.011.176941.177271.18307-3.9710009.19
1132022.11.21 00:06sell570.011.189681.193281.18748
1142022.11.21 01:20close570.011.189311.193281.187480.3310009.52
1152022.11.28 00:05buy580.011.207261.203661.20946
1162022.11.28 02:02close580.011.206121.203661.20946-1.1810008.34
1172022.11.30 00:06sell590.011.195651.199251.19345
1182022.11.30 01:00close590.011.195471.199251.193450.1410008.48
1192022.12.09 00:22buy600.011.223181.219581.22538
1202022.12.09 01:01close600.011.223431.219581.225380.2110008.69
1212022.12.20 00:06sell610.011.214941.218541.21274
1222022.12.20 00:41close610.011.214901.218541.212740.0010008.69
1232023.01.16 00:06buy620.011.222711.219111.22491
1242023.01.16 01:00close620.011.222731.219111.22491-0.0210008.67
1252023.01.17 00:13sell630.011.219941.223541.21774
1262023.01.17 01:10close630.011.220151.223541.21774-0.2510008.42
1272023.01.19 00:06sell640.011.234771.238371.23257
1282023.01.19 01:00close640.011.234711.238371.232570.0210008.44
1292023.01.24 00:10sell650.011.238231.241831.23603
1302023.01.24 00:43close650.011.237961.241831.236030.2310008.67
1312023.01.27 00:27buy660.011.240831.237231.24303
1322023.01.27 01:06close660.011.240701.237231.24303-0.1710008.50