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 X7"; MagicNumber=50778; 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=true; TimeBeforeNews=60; CloseTimeBeforeNews=0;
Bars in test143849Ticks modelled39728529Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit2.42Gross profit10.58Gross loss-8.16
Profit factor1.30Expected payoff0.06
Absolute drawdown0.82Maximal drawdown5.22 (0.05%)Relative drawdown0.05% (5.22)
Total trades39Short positions (won %)19 (68.42%)Long positions (won %)20 (90.00%)
Profit trades (% of total)31 (79.49%)Loss trades (% of total)8 (20.51%)
Largestprofit trade1.24loss trade-2.92
Averageprofit trade0.34loss trade-1.02
Maximumconsecutive wins (profit in money)11 (3.25)consecutive losses (loss in money)2 (-4.03)
Maximalconsecutive profit (count of wins)3.94 (9)consecutive loss (count of losses)-4.03 (2)
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 00:00sell30.011.251881.255481.24968
62021.03.22 01:30close30.011.252401.255481.24968-0.4610000.18
72021.03.26 00:18buy40.011.260591.256991.26279
82021.03.26 01:01close40.011.260731.256991.262790.0710000.25
92021.03.31 00:04buy50.011.262511.258911.26471
102021.03.31 00:48close50.011.262841.258911.264710.2210000.47
112021.03.31 00:53buy60.011.262181.258581.26438
122021.03.31 01:17close60.011.262731.258581.264380.4010000.87
132021.04.07 00:13buy70.011.256481.252881.25868
142021.04.07 00:49close70.011.256841.252881.258680.2510001.12
152021.04.09 00:24buy80.011.255801.252201.25800
162021.04.09 00:57close80.011.256121.252201.258000.2110001.33
172021.04.16 00:55sell90.011.255251.258851.25305
182021.04.16 01:29close90.011.254561.258851.253050.5110001.84
192021.06.04 00:12sell100.011.211021.214621.20882
202021.06.04 01:00close100.011.210971.214621.208820.0010001.84
212021.08.10 00:33buy110.011.257421.253821.25962
222021.08.10 01:07close110.011.257691.253821.259620.1710002.01
232021.08.23 00:14buy120.011.282051.278451.28425
242021.08.23 01:01close120.011.283061.278451.284250.7510002.76
252021.08.27 00:04sell130.011.268701.272301.26650
262021.08.27 00:56close130.011.268601.272301.266500.0410002.80
272021.11.11 00:17buy140.011.248161.244561.25036
282021.11.11 01:00close140.011.249001.244561.250360.6310003.43
292021.11.29 00:02buy150.011.275801.272201.27800
302021.11.29 02:00s/l150.011.272161.272201.27800-2.9010000.53
312022.01.14 00:25buy160.011.250621.247021.25282
322022.01.14 01:00close160.011.251371.247021.252820.5610001.09
332022.01.17 00:04buy170.011.254081.250481.25628
342022.01.17 00:41close170.011.254591.250481.256280.3710001.46
352022.01.27 00:04buy180.011.266411.262811.26861
362022.01.27 01:00close180.011.266611.262811.268610.1210001.58
372022.02.28 00:02sell190.011.276201.279801.27400
382022.02.28 00:25close190.011.274571.279801.274001.2410002.82
392022.03.04 00:05buy200.011.267531.263931.26973
402022.03.04 00:51close200.011.267661.263931.269730.0610002.88
412022.03.07 00:03buy210.011.272241.268641.27444
422022.03.07 00:31close210.011.273311.268641.274440.8010003.68
432022.03.08 00:00sell220.011.281901.285501.27970
442022.03.08 00:55close220.011.281461.285501.279700.3010003.98
452022.03.28 00:00sell230.011.248521.252121.24632
462022.03.28 01:00close230.011.248051.252121.246320.3410004.32
472022.04.27 00:04sell240.011.282801.286421.28062
482022.04.27 00:46close240.011.282561.286421.280620.1510004.47
492022.07.15 00:02sell250.011.311611.315211.30941
502022.07.15 01:10close250.011.311881.315211.30941-0.2510004.22
512022.08.09 00:00buy260.011.285491.281611.28741
522022.08.09 00:36close260.011.285821.281611.287410.2210004.44
532022.08.17 00:03sell270.011.284891.288671.28287
542022.08.17 01:00close270.011.284711.288671.282870.1010004.54
552022.09.07 00:06sell280.011.315431.319371.31357
562022.09.07 01:00close280.011.315281.319371.313570.0710004.61
572022.09.12 00:03sell290.011.304041.307641.30184
582022.09.12 00:51close290.011.303381.307641.301840.4710005.08
592022.09.30 00:00buy300.011.368331.364731.37053
602022.09.30 01:00close300.011.368361.364731.37053-0.0210005.06
612022.10.05 00:09sell310.011.352511.356051.35025
622022.10.05 00:44close310.011.351281.356051.350250.8710005.93
632022.10.13 00:05buy320.011.380851.377251.38305
642022.10.13 00:39close320.011.381581.377251.383050.4910006.42
652022.10.17 00:01buy330.011.387801.384141.38994
662022.10.17 01:00close330.011.387861.384141.389940.0010006.42
672022.10.31 00:00sell340.011.361161.364761.35896
682022.10.31 01:20close340.011.361331.364761.35896-0.1610006.26
692022.11.09 00:58sell350.011.343191.346791.34099
702022.11.09 01:14close350.011.342661.346791.340990.3510006.61
712022.11.14 00:00sell360.011.327261.330861.32506
722022.11.14 00:22s/l360.011.331091.330861.32506-2.9210003.69
732022.11.28 00:01sell370.011.338561.342441.33664
742022.11.28 01:29close370.011.340001.342441.33664-1.1110002.58
752022.12.19 00:00buy380.011.368271.364671.37047
762022.12.19 01:05close380.011.368571.364671.370470.1810002.76
772023.02.06 00:00sell390.011.341091.344691.33889
782023.02.06 01:00close390.011.341491.344691.33889-0.3410002.42