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="IncoLimit USDCAD 2.2"; MagicNumber=5422; 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=4.3; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=22; ChannelFactor=1.7; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=1; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=1; MaxSpreadPips=6; TicksToAverageSpread=25; RangeFilterPips=115; ATRFilterTimeFrame=60; ATRFilterPeriod=10; MaxATRPips=78; UseBBTouchFilter=false; BBTouchFilterMinutes=180; BBTouchFilterPeriod=25; BBTouchFilterDeviations=1.2; WaitMinutesBetweenEntries=1; WaitMinutesAfterLoss=40; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=25; TakeProfitPips=13; UseDynamicTake=true; MinutesToGiveUp=26; GiveUpPips=5.4; OrderTimeToLiveMinutes=70; CloseWhenOutOfChannelAfterMinutes=170; IncognitoGiveUpMinutes=6; CloseMinutesAfterSession=1880; TimeToStartTrailingMinutes=55; TrailingSpeedPipsPerCandle=3; 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=35; _22_="<==== News Filter ====>"; UseNewsFilter=true; TimeBeforeNews=60; CloseTimeBeforeNews=0; TimeAfterNews=120; ConsiderHighImpactNews=true; NewsSymb="";
Bars in test143849Ticks modelled39728529Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit3.91Gross profit7.19Gross loss-3.28
Profit factor2.19Expected payoff0.12
Absolute drawdown0.51Maximal drawdown4.17 (0.04%)Relative drawdown0.04% (4.17)
Total trades33Short positions (won %)16 (75.00%)Long positions (won %)17 (94.12%)
Profit trades (% of total)28 (84.85%)Loss trades (% of total)5 (15.15%)
Largestprofit trade0.85loss trade-2.17
Averageprofit trade0.26loss trade-0.66
Maximumconsecutive wins (profit in money)24 (6.16)consecutive losses (loss in money)2 (-2.98)
Maximalconsecutive profit (count of wins)6.16 (24)consecutive loss (count of losses)-2.98 (2)
Averageconsecutive wins7consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.10 00:58buy10.011.263301.260801.26460
22021.03.10 01:15close10.011.264001.260801.264600.5110000.51
32021.03.22 00:01sell20.011.252031.254531.25073
42021.03.22 01:29modify20.011.252031.254231.25073
52021.03.22 01:34modify20.011.252031.253931.25073
62021.03.22 01:35close20.011.252161.253931.25073-0.1410000.37
72021.03.26 00:18buy30.011.260591.258091.26189
82021.03.26 01:03close30.011.260821.258091.261890.1410000.51
92021.03.31 00:04buy40.011.262511.260011.26381
102021.03.31 00:48close40.011.262871.260011.263810.2510000.76
112021.03.31 00:53buy50.011.262181.259681.26348
122021.03.31 01:16close50.011.262711.259681.263480.3810001.14
132021.04.07 00:13buy60.011.256501.254001.25780
142021.04.07 00:44close60.011.256841.254001.257800.2310001.37
152021.04.16 00:55sell70.011.255251.257751.25395
162021.04.16 01:15close70.011.254481.257751.253950.5710001.94
172021.04.28 00:59sell80.011.240621.243121.23932
182021.04.28 01:47close80.011.240561.243121.239320.0110001.95
192021.06.04 00:12sell90.011.211021.213521.20972
202021.06.04 01:01close90.011.210881.213521.209720.0810002.03
212021.06.10 00:21buy100.011.210861.208361.21216
222021.06.10 01:00close100.011.211051.208361.212160.1210002.15
232021.08.27 00:04sell110.011.268701.271201.26740
242021.08.27 00:56close110.011.268561.271201.267400.0710002.22
252021.11.03 00:04sell120.011.241091.243591.23979
262021.11.03 01:00close120.011.241031.243591.239790.0110002.23
272021.11.29 00:02buy130.011.275661.273161.27696
282021.11.29 01:00close130.011.276331.273161.276960.4810002.71
292021.12.09 00:01sell140.011.265481.267981.26418
302021.12.09 00:35close140.011.265251.267981.264180.1410002.85
312022.01.14 00:25buy150.011.250621.248121.25192
322022.01.14 00:41close150.011.251741.248121.251920.8510003.70
332022.01.17 00:04buy160.011.254081.251581.25538
342022.01.17 00:31close160.011.254771.251581.255380.5110004.21
352022.02.24 00:57buy170.011.272991.270491.27429
362022.02.24 01:17close170.011.273411.270491.274290.2910004.50
372022.03.04 00:05buy180.011.267531.265031.26883
382022.03.04 00:52close180.011.267711.265031.268830.1010004.60
392022.03.07 00:03buy190.011.272241.269741.27354
402022.03.07 00:28close190.011.273011.269741.273540.5610005.16
412022.03.28 00:00sell200.011.248521.251021.24722
422022.03.28 01:00close200.011.248051.251021.247220.3410005.50
432022.04.25 00:29buy210.011.270741.268241.27204
442022.04.25 01:00close210.011.271111.268241.272040.2510005.75
452022.04.27 00:04sell220.011.282801.285321.28152
462022.04.27 00:55close220.011.282541.285321.281520.1610005.91
472022.08.09 00:03buy230.011.285611.283111.28691
482022.08.09 00:40close230.011.285901.283111.286910.1910006.10
492022.08.17 00:03sell240.011.284891.287571.28377
502022.08.17 01:00close240.011.284661.287571.283770.1410006.24
512022.09.07 00:06sell250.011.315431.318271.31447
522022.09.07 01:00close250.011.315261.318271.314470.0910006.33
532022.09.12 00:09sell260.011.303691.306191.30239
542022.09.12 00:51close260.011.303381.306191.302390.2010006.53
552022.09.30 00:00buy270.011.368331.365831.36963
562022.09.30 01:00close270.011.368361.365831.36963-0.0210006.51
572022.10.13 00:05buy280.011.380851.378351.38215
582022.10.13 00:38close280.011.381461.378351.382150.4010006.91
592022.11.14 00:01sell290.011.327231.329731.32593
602022.11.14 00:17s/l290.011.330061.329731.32593-2.1710004.74
612022.11.28 00:01sell300.011.339311.341831.33803
622022.11.28 01:12modify300.011.339311.341511.33803
632022.11.28 01:17modify300.011.339311.341211.33803
642022.11.28 01:22modify300.011.339311.340911.33803
652022.11.28 01:22close300.011.340341.340911.33803-0.8110003.93
662022.12.19 00:01buy310.011.368471.365971.36977
672022.12.19 01:11modify310.011.368471.366271.36977
682022.12.19 01:15close310.011.368561.366271.369770.0310003.96
692023.01.13 00:26sell320.011.336971.339471.33567
702023.01.13 01:11close320.011.336791.339471.335670.0910004.05
712023.02.06 00:04sell330.011.341231.343731.33993
722023.02.06 01:04modify330.011.341231.343431.33993
732023.02.06 01:05close330.011.341361.343431.33993-0.1410003.91