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

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period5 Minutes (M5) 2021.03.10 00:00 - 2023.02.09 06:40 (2021.03.10 - 2023.02.10)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersGeneralSettingsStr="#====== General settings ======#"; OrderComment="Inco USDCAD U.2"; MagicNumber=50777; 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=1; SMStr="======= Grid spacing ========"; SMFirstStep=2; 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=""; 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=false; CloseOrdersInRollover=false; FreezeMinutesBeforeRollover=2; FreezeMinutesAfterRollover=2; TradeTimeStr24="<==== Christmas&SkipMonths ====>"; DayChristmasBreakStarts=23; DayChristmasBreakStops=5; MonthsToSkip=""; MoveStopsInRollover=false; RolloverStopPips=50; _22_="<==== News Filter ====>"; UseNewsFilter=true; TimeBeforeNews=60; CloseTimeBeforeNews=0; TimeAfterNews=120; ConsiderHighImpactNews=true; NewsSymb=""; LogLevel=5;
Bars in test143849Ticks modelled39728529Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit2.50Gross profit10.08Gross loss-7.58
Profit factor1.33Expected payoff0.07
Absolute drawdown0.82Maximal drawdown4.90 (0.05%)Relative drawdown0.05% (4.90)
Total trades38Short positions (won %)18 (61.11%)Long positions (won %)20 (85.00%)
Profit trades (% of total)28 (73.68%)Loss trades (% of total)10 (26.32%)
Largestprofit trade1.24loss trade-2.90
Averageprofit trade0.36loss trade-0.76
Maximumconsecutive wins (profit in money)11 (3.25)consecutive losses (loss in money)4 (-4.03)
Maximalconsecutive profit (count of wins)3.69 (8)consecutive loss (count of losses)-4.03 (4)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.16 00:17sell10.011.247981.251581.24578
22021.03.16 01:01close10.011.247771.251581.245780.1310000.13
32021.03.17 00:11buy20.011.243811.240211.24601
42021.03.17 00:40close20.011.244501.240211.246010.5110000.64
52021.03.22 00:02sell30.011.252031.255631.24983
62021.03.22 01:30close30.011.252401.255631.24983-0.3410000.30
72021.03.26 00:18buy40.011.260591.256991.26279
82021.03.26 01:01close40.011.260731.256991.262790.0710000.37
92021.03.31 00:04buy50.011.262511.258911.26471
102021.03.31 00:48close50.011.262841.258911.264710.2210000.59
112021.03.31 00:53buy60.011.262181.258581.26438
122021.03.31 01:17close60.011.262731.258581.264380.4010000.99
132021.04.07 00:13buy70.011.256481.252881.25868
142021.04.07 00:49close70.011.256841.252881.258680.2510001.24
152021.04.09 00:24buy80.011.255801.252201.25800
162021.04.09 00:57close80.011.256121.252201.258000.2110001.45
172021.04.16 00:55sell90.011.255251.258851.25305
182021.04.16 01:29close90.011.254561.258851.253050.5110001.96
192021.06.04 00:12sell100.011.211021.214621.20882
202021.06.04 01:00close100.011.210971.214621.208820.0010001.96
212021.08.10 00:33buy110.011.257421.253821.25962
222021.08.10 01:07close110.011.257691.253821.259620.1710002.13
232021.08.23 00:14buy120.011.282051.278451.28425
242021.08.23 01:01close120.011.283061.278451.284250.7510002.88
252021.08.27 00:04sell130.011.268701.272301.26650
262021.08.27 00:56close130.011.268601.272301.266500.0410002.92
272021.11.11 00:17buy140.011.248161.244561.25036
282021.11.11 01:00close140.011.249001.244561.250360.6310003.55
292021.11.29 00:02buy150.011.275801.272201.27800
302021.11.29 02:00s/l150.011.272161.272201.27800-2.9010000.65
312022.01.14 00:25buy160.011.250621.247021.25282
322022.01.14 01:00close160.011.251371.247021.252820.5610001.21
332022.01.17 00:04buy170.011.254081.250481.25628
342022.01.17 00:41close170.011.254591.250481.256280.3710001.58
352022.01.27 00:04buy180.011.266411.262811.26861
362022.01.27 01:00close180.011.266611.262811.268610.1210001.70
372022.02.28 00:02sell190.011.276201.279801.27400
382022.02.28 00:25close190.011.274571.279801.274001.2410002.94
392022.03.04 00:05buy200.011.267531.263931.26973
402022.03.04 00:51close200.011.267661.263931.269730.0610003.00
412022.03.07 00:03buy210.011.272241.268641.27444
422022.03.07 00:31close210.011.273311.268641.274440.8010003.80
432022.03.08 00:02sell220.011.282011.285611.27981
442022.03.08 00:55close220.011.281461.285611.279810.3910004.19
452022.04.27 00:04sell230.011.282801.286421.28062
462022.04.27 00:46close230.011.282561.286421.280620.1510004.34
472022.07.15 00:02sell240.011.311611.315211.30941
482022.07.15 01:10close240.011.311881.315211.30941-0.2510004.09
492022.08.09 00:03buy250.011.285611.282011.28781
502022.08.09 00:38close250.011.285831.282011.287810.1310004.22
512022.08.17 00:03sell260.011.284891.288671.28287
522022.08.17 01:00close260.011.284761.288671.282870.0610004.28
532022.09.07 00:06sell270.011.315341.319371.31357
542022.09.07 01:00close270.011.315301.319371.31357-0.0110004.27
552022.09.12 00:03sell280.011.304041.307641.30184
562022.09.12 00:51close280.011.303381.307641.301840.4710004.74
572022.09.30 00:02buy290.011.368331.364731.37053
582022.09.30 01:00close290.011.368361.364731.37053-0.0210004.72
592022.10.05 00:09sell300.011.352511.356051.35025
602022.10.05 00:44close300.011.351281.356051.350250.8710005.59
612022.10.13 00:05buy310.011.380851.377251.38305
622022.10.13 00:39close310.011.381591.377251.383050.5010006.09
632022.10.17 00:02buy320.011.387641.384041.38984
642022.10.17 01:00close320.011.387861.384041.389840.1210006.21
652022.10.31 00:02sell330.011.361351.364951.35915
662022.10.31 01:20close330.011.361331.364951.35915-0.0310006.18
672022.11.09 00:58sell340.011.343191.346791.34099
682022.11.09 01:14close340.011.342661.346791.340990.3510006.53
692022.11.14 00:02sell350.011.326961.330561.32476
702022.11.14 00:19s/l350.011.330751.330561.32476-2.8910003.64
712022.11.28 00:02sell360.011.339111.342701.33690
722022.11.28 01:29close360.011.340001.342701.33690-0.7010002.94
732022.12.19 00:02buy370.011.368711.364911.37071
742022.12.19 01:05close370.011.368571.364911.37071-0.1410002.80
752023.02.06 00:03sell380.011.341141.344911.33911
762023.02.06 01:00close380.011.341491.344911.33911-0.3010002.50