| Symbol | USDCAD (US Dollar vs Canadian Dollar) |
| Period | 5 Minutes (M5) 2021.03.10 00:00 - 2023.02.09 06:40 (2021.03.10 - 2023.02.10) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | GeneralSettingsStr="#====== 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 test | 143849 | Ticks modelled | 39728529 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | Spread | Variable |
| Total net profit | 3.91 | Gross profit | 7.19 | Gross loss | -3.28 |
| Profit factor | 2.19 | Expected payoff | 0.12 | | |
| Absolute drawdown | 0.51 | Maximal drawdown | 4.17 (0.04%) | Relative drawdown | 0.04% (4.17) |
|
| Total trades | 33 | Short 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%) |
| Largest | profit trade | 0.85 | loss trade | -2.17 |
| Average | profit trade | 0.26 | loss trade | -0.66 |
| Maximum | consecutive wins (profit in money) | 24 (6.16) | consecutive losses (loss in money) | 2 (-2.98) |
| Maximal | consecutive profit (count of wins) | 6.16 (24) | consecutive loss (count of losses) | -2.98 (2) |
| Average | consecutive wins | 7 | consecutive losses | 1 |