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 3.1"; MagicNumber=5431; 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=1; SMStr="======= Grid spacing ========"; SMFirstStep=2; SMFirstStepToChange=0; SMNumberOfStepsToChange=0; SMChangeEvery=5; SMChangeFactor=1; SMChangePercent=0; MaxOrdersInOneDirection=1; IncognitoStrategyStr="#====== Incognito Stragegy ======#"; IncognitoTimeFrame=5; MinimumChannelWidthPips=7.3; IncognitoEntrySettingsStr="#########===== Entry ====#########"; BarsToAveragePrice=14; ChannelFactor=1.2; FirstBarForPriceAveraging=0; CorrectionPips=0; OpenDeviationPips=1; UseMidPrice=false; UseSquareDeviation=true; CommonFiltersStr="#======= Common Filters ======#"; SwapFilteringMode=1; MaxSpreadPips=4; TicksToAverageSpread=25; RangeFilterPips=240; ATRFilterTimeFrame=60; ATRFilterPeriod=3; MaxATRPips=29; UseBBTouchFilter=false; BBTouchFilterMinutes=180; BBTouchFilterPeriod=25; BBTouchFilterDeviations=1.2; WaitMinutesBetweenEntries=15; WaitMinutesAfterLoss=15; SP500Symbol="US500"; SP500CrashLimitPips=2000; IncognitoExitSettingsStr="########====== Exit ======#########"; StopLossPips=26; TakeProfitPips=13; UseDynamicTake=true; MinutesToGiveUp=65; GiveUpPips=23; OrderTimeToLiveMinutes=180; CloseWhenOutOfChannelAfterMinutes=235; IncognitoGiveUpMinutes=10; CloseMinutesAfterSession=240; 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=true; CloseOrdersInRollover=true; FreezeMinutesBeforeRollover=5; FreezeMinutesAfterRollover=15; TradeTimeStr24="<==== Christmas&SkipMonths ====>"; DayChristmasBreakStarts=23; DayChristmasBreakStops=5; MonthsToSkip=""; MoveStopsInRollover=false; RolloverStopPips=36; _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 profit6.57Gross profit10.86Gross loss-4.29
Profit factor2.53Expected payoff0.15
Absolute drawdown1.04Maximal drawdown3.18 (0.03%)Relative drawdown0.03% (3.18)
Total trades45Short positions (won %)22 (59.09%)Long positions (won %)23 (78.26%)
Profit trades (% of total)31 (68.89%)Loss trades (% of total)14 (31.11%)
Largestprofit trade1.03loss trade-2.38
Averageprofit trade0.35loss trade-0.31
Maximumconsecutive wins (profit in money)5 (1.49)consecutive losses (loss in money)2 (-0.19)
Maximalconsecutive profit (count of wins)1.49 (5)consecutive loss (count of losses)-2.38 (1)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.03.22 00:05sell10.011.252031.254631.25073
22021.03.22 01:30close10.011.252541.254631.25073-0.459999.55
32021.03.26 00:18buy20.011.260591.257991.26189
42021.03.26 01:02close20.011.260761.257991.261890.099999.64
52021.03.31 00:04buy30.011.262511.259911.26381
62021.03.31 00:48close30.011.262841.259911.263810.229999.86
72021.03.31 00:53buy40.011.262181.259581.26348
82021.03.31 01:32close40.011.262761.259581.263480.4210000.28
92021.04.01 00:04buy50.011.256111.253511.25741
102021.04.01 00:38close50.011.256531.253511.257410.2910000.57
112021.04.16 00:55sell60.011.255251.257851.25395
122021.04.16 02:03close60.011.254611.257851.253950.4710001.04
132021.05.07 00:51sell70.011.215731.218331.21443
142021.05.07 01:45close70.011.215801.218331.21443-0.1010000.94
152021.07.15 00:06sell80.011.251241.253841.24994
162021.07.15 01:06close80.011.251301.253841.24994-0.0910000.85
172021.08.10 00:33buy90.011.257471.254871.25877
182021.08.10 01:11close90.011.257711.254871.258770.1510001.00
192021.09.06 00:01buy100.011.252001.249401.25330
202021.09.06 01:12close100.011.252711.249401.253300.5310001.53
212021.09.21 00:07sell110.011.282241.284841.28094
222021.09.21 00:51close110.011.281941.284841.280940.1910001.72
232021.09.29 00:02sell120.011.268481.271081.26718
242021.09.29 00:55close120.011.268551.271081.26718-0.1010001.62
252021.10.22 00:23buy130.011.236621.234021.23792
262021.10.22 01:01close130.011.237071.234021.237920.3210001.94
272021.11.11 00:17buy140.011.248161.245561.24946
282021.11.11 01:00close140.011.249061.245561.249460.6810002.62
292021.11.25 00:22buy150.011.265821.263221.26712
302021.11.25 01:01close150.011.266441.263221.267120.4510003.07
312021.11.29 00:03buy160.011.276431.273831.27773
322021.11.29 01:00close160.011.276331.273831.27773-0.1210002.95
332021.12.06 00:34buy170.011.282811.280211.28411
342021.12.06 01:01close170.011.283671.280211.284110.6310003.58
352021.12.14 00:25sell180.011.281371.283971.28007
362021.12.14 00:59close180.011.280861.283971.280070.3610003.94
372021.12.20 00:09buy190.011.288951.286351.29025
382021.12.20 01:00close190.011.288921.286351.29025-0.0610003.88
392022.01.14 00:25buy200.011.250621.248021.25192
402022.01.14 01:30close200.011.251181.248021.251920.4110004.29
412022.02.07 00:02buy210.011.275111.272511.27641
422022.02.07 01:03close210.011.275111.272511.27641-0.0410004.25
432022.02.28 00:02sell220.011.276461.279061.27516
442022.02.28 00:20t/p220.011.275091.279061.275161.0310005.28
452022.02.28 00:21sell230.011.275341.277941.27404
462022.02.28 01:05close230.011.275581.277941.27404-0.2310005.05
472022.03.07 00:03buy240.011.272241.269641.27354
482022.03.07 00:33close240.011.273521.269641.273540.9710006.02
492022.03.08 00:00sell250.011.281901.284501.28060
502022.03.08 00:40close250.011.281431.284501.280600.3310006.35
512022.03.10 00:13buy260.011.280561.277961.28186
522022.03.10 00:57close260.011.280841.277961.281860.1810006.53
532022.03.18 00:02sell270.011.262691.265291.26139
542022.03.18 00:53close270.011.262701.265291.26139-0.0510006.48
552022.03.23 00:19buy280.011.256721.254121.25802
562022.03.23 01:49close280.011.256771.254121.258020.0010006.48
572022.03.25 00:05buy290.011.252441.249841.25374
582022.03.25 01:00close290.011.252471.249841.25374-0.0210006.46
592022.03.29 00:07buy300.011.251901.249301.25320
602022.03.29 00:51close300.011.252171.249301.253200.1810006.64
612022.04.26 00:13sell310.011.273821.276421.27252
622022.04.26 00:33close310.011.273201.276421.272520.4510007.09
632022.04.27 00:03sell320.011.282671.285271.28137
642022.04.27 00:52close320.011.282591.285271.281370.0210007.11
652022.05.03 00:27buy330.011.287431.284831.28873
662022.05.03 01:04close330.011.287741.284831.288730.2010007.31
672022.07.15 00:01sell340.011.311601.314201.31030
682022.07.15 01:00close340.011.311901.314201.31030-0.2710007.04
692022.07.27 00:09sell350.011.288841.291441.28754
702022.07.27 01:00close350.011.288471.291441.287540.2510007.29
712022.08.23 00:04sell360.011.305561.308161.30426
722022.08.23 00:40close360.011.305331.308161.304260.1410007.43
732022.09.12 00:07sell370.011.303291.306111.30221
742022.09.12 00:51close370.011.303221.306111.302210.0110007.44
752022.10.13 00:05buy380.011.380851.378251.38215
762022.10.13 00:56close380.011.381571.378251.382150.4810007.92
772022.11.14 00:01sell390.011.326951.329551.32565
782022.11.14 00:17s/l390.011.330061.329551.32565-2.3810005.54
792022.11.14 00:34sell400.011.330391.332991.32909
802022.11.14 01:01t/p400.011.329071.332991.329090.9510006.49
812022.11.17 00:56sell410.011.333141.335741.33184
822022.11.17 01:31close410.011.332821.335741.331840.2010006.69
832022.11.28 00:08sell420.011.339751.342351.33845
842022.11.28 01:26close420.011.340141.342351.33845-0.3310006.36
852022.12.16 00:19buy430.011.365801.363131.36703
862022.12.16 01:04close430.011.366081.363131.367030.1610006.52
872022.12.19 00:09buy440.011.368541.365941.36984
882022.12.19 01:05close440.011.368521.365941.36984-0.0510006.47
892023.01.13 00:25sell450.011.336911.339511.33561
902023.01.13 01:14close450.011.336721.339511.335610.1010006.57